A method of moments estimator of tail dependence in meta-elliptical models (Q419290): Difference between revisions

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+Extreme behaviour for bivariate elliptical distributions
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+Extreme behavior of bivariate elliptical distributions
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+Statistics of Extremes
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+Normal rank
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+Q4023200
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+Q5485944
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+A moment estimator for the index of an extreme-value distribution
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+The t Copula and Related Copulas
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+Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
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+A method of moments estimator of tail dependence
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+Q4827954
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+The meta-elliptical distributions with given marginals
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+Q3996150
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+Extremes of asymptotically spherical and elliptical random vectors
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+A simple general approach to inference about the tail of a distribution
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+A NEW MEASURE OF RANK CORRELATION
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+Estimating the tail dependence function of an elliptical distribution
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+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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+Tail Conditional Expectations for Elliptical Distributions
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+Q3999009
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+Goodness-of-fit test for tail copulas modeled by elliptical copulas
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+On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
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+Estimating tails of probability distributions
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