Tails of weakly dependent random vectors (Q5964275): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2197090424 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1402.4683 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational Chebyshev Approximations for the Inverse of the Error Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence measures for extreme value analyses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sea and wind: multivariate extremes at work / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate tail estimation: dependence in asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of Gumbel's family of extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implied Volatility of Basket Options at Extreme Strikes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the residual dependence index of elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On multivariate Gaussian tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: A directory of coefficients of tail dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation and the rank transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate extremes, aggregation and dependence in elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence functions and vine copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the tail dependence function of an elliptical distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics for near independence in multivariate extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4363950 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations and examples of hidden regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic independence and a network traffic model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme statistics. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sum characterization of hidden regular variation with likelihood inference via expectation-maximization / rank
 
Normal rank

Latest revision as of 12:44, 11 July 2024

scientific article; zbMATH DE number 6546978
Language Label Description Also known as
English
Tails of weakly dependent random vectors
scientific article; zbMATH DE number 6546978

    Statements

    Tails of weakly dependent random vectors (English)
    0 references
    0 references
    29 February 2016
    0 references
    tail dependence
    0 references
    asymptotic tail behavior
    0 references
    copulas
    0 references
    regular variation
    0 references
    Gaussian mixtures
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references