Pages that link to "Item:Q3402049"
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The following pages link to Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049):
Displayed 17 items.
- Tail risk of multivariate regular variation (Q429988) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Extension of de Bruijn's identity to dependent non-Gaussian noise channels (Q3188567) (← links)
- (Q4915365) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)