The following pages link to (Q4929877):
Displaying 6 items.
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- (Q3405573) (← links)
- A Note on Nonparametric Estimation of the CTE (Q3653517) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)