Tail dependence between order statistics (Q764486): Difference between revisions

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+Q4304868
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+Serial dependence in ARCH-models as measured by tail dependence coefficients
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+Q5629053
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+Dependence between two multivariate extremes
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+Tail and dependence behavior of levels that persist for a fixed period of time
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+On the extremal dependence coefficient of multivariate distributions
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+Asymptotically (in)dependent multivariate maxima of moving maxima process
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+Q4382161
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+Tail dependence functions and vine copulas
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+On the dependence structure of order statistics and concomitants of order statistics
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+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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+Statistics for near independence in multivariate extreme values
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+Q4363950
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+Diagnostics for Dependence within Time Series Extremes
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+Tail dependence comparison of survival Marshall-Olkin copulas
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+Orthant tail dependence of multivariate extreme value distributions
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+Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
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+A Multivariate Exponential Distribution
@@ Property / cites work: A Multivariate Exponential Distribution / rank @@
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+On the multivariate extremal index
@@ Property / cites work: On the multivariate extremal index / rank @@
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+Extreme value properties of multivariate \(t\) copulas
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+Q3771297
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+Inequalities for the extremal coefficients of multivariate extreme value distributions
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+Tail dependence for elliptically contoured distributions
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+Non-parametric Estimation of Tail Dependence
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+Bivariate extreme statistics. I
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+A Problem of Berkson, and Minimum Variance Orderly Estimators
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+Q3940670
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+Extremal financial risk models and portfolio evaluation
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