Pages that link to "Item:Q5954058"
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The following pages link to A directory of coefficients of tail dependence (Q5954058):
Displaying 50 items.
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- On functional records and champions (Q2312773) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- Diagnostics for Dependence within Time Series Extremes (Q4665872) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Full Bayesian Analysis for a Model of Tail Dependence (Q4904675) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Tail-weighted measures of dependence (Q5130181) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
