Pages that link to "Item:Q5235056"
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The following pages link to Conditional tail independence in Archimedean copula models (Q5235056):
Displaying 6 items.
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Inequalities for Gaussian random variables under Archimedean copula dependence (Q2189752) (← links)