Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538): Difference between revisions

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+Q4726487
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+Extreme residual dependence for random vectors and processes
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+On the residual dependence index of elliptical distributions
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+Tail order and intermediate tail dependence of multivariate copulas
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+Q2866027
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+Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
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+Intermediate Tail Dependence: A Review and Some New Results
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+On uniform tail expansions of bivariate copulas
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+On uniform tail expansions of multivariate copulas and wide convergence of measures
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+Q4382161
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+Tail dependence functions and vine copulas
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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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+Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
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+Characterizations and examples of hidden regular variation
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+Hidden Regular Variation and Detection of Hidden Risks
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+Extreme value properties of multivariate \(t\) copulas
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+Q3771297
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+Heavy-Tail Phenomena
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+Q3281461
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