Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1261670680
+Normal rank
@@ Property / OpenAlex ID @@
+W2165935095
@@ Property / OpenAlex ID: W2165935095 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Values in Finance, Telecommunications, and the Environment
+Normal rank
@@ Property / cites work @@
+On the extremal dependence coefficient of multivariate distributions
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
+Normal rank
@@ Property / cites work @@
+Tail dependence comparison of survival Marshall-Olkin copulas
+Normal rank
@@ Property / cites work @@
+Orthant tail dependence of multivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value properties of multivariate \(t\) copulas
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank