Pages that link to "Item:Q5718585"
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The following pages link to Extreme behaviour for bivariate elliptical distributions (Q5718585):
Displaying 32 items.
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Bivariate symmetric Heckman models and their characterization (Q2101460) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Estimation in generalized bivariate Birnbaum-Saunders models (Q2397320) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Extremes of conditioned elliptical random vectors (Q2455465) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419) (← links)
- Bivariate extreme statistics. II (Q2921616) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data (Q6138713) (← links)
- Family of bivariate distributions on the unit square: theoretical properties and applications (Q6579844) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
