On the residual dependence index of elliptical distributions (Q979196): Difference between revisions

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+.3552
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+Extreme behaviour for bivariate elliptical distributions
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+Estimation of bivariate excess probabilities for elliptical models
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+Sojourns and extremes of stationary processes
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+Sojourns and extremes of Fourier sums and series with random coefficients
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+On the theory of elliptically contoured distributions
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+Identification of the parameters of a multivariate normal vector by the distribution of the maximum
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+Comparison of tail index estimators
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+Bias-reduced extreme quantile estimators of Weibull tail-distributions
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+The convex hull of a spherically symmetric sample
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+A Hill Type Estimator of the Weibull Tail-Coefficient
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+Extremes of asymptotically spherical and elliptical random vectors
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+Asymptotics and bounds for multivariate Gaussian tails
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+Gaussian Approximation of Conditional Elliptical Random Vectors
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+On the regular variation of elliptical random vectors
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+Exact tail asymptotics in bivariate scale mixture models
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+Asymptotic properties of type I elliptical random vectors
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+Conditional limiting distribution of beta-independent random vectors
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+Conditional limit results for type I polar distributions
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+Conditional limits of \(W_{p}\) scale mixture distributions
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+Remarks on compound Poisson approximation of Gaussian random sequences
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+Testing asymptotic independence in bivariate extremes
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+Estimating the tail dependence function of an elliptical distribution
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+Goodness-of-fit test for tail copulas modeled by elliptical copulas
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+THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS
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+Estimating the Probability of a Rare Event via Elliptical Copulas
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+Tails of correlation mixtures of elliptical copulas
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+Approximate distributions of order statistics. With applications to nonparametric statistics
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+Estimation of the precision matrix of multivariate Kotz type model
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+The subexponentiality of products revisited
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+From light tails to heavy tails through multiplier
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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