Pages that link to "Item:Q5398351"
From MaRDI portal
The following pages link to MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351):
Displaying 7 items.
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- A new multivariate <i>t</i> distribution with variant tail weights and its application in robust regression analysis (Q5093038) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)