Pages that link to "Item:Q2996576"
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The following pages link to Extremal behavior of Archimedean copulas (Q2996576):
Displaying 24 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Extremes and regular variation (Q2080146) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
