Pages that link to "Item:Q3411077"
From MaRDI portal
The following pages link to Non-parametric Estimation of Tail Dependence (Q3411077):
Displayed 28 items.
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Lower semiquadratic copulas with a given diagonal section (Q389257) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Strong approximations of level exceedences related to multiple hypothesis testing (Q453269) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Robustness of multiple testing procedures against dependence (Q1002162) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- (Q4915365) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)