Bernoulli and tail-dependence compatibility (Q303963): Difference between revisions

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+.08212
@@ Property / arXiv ID: 1606.08212 / rank @@
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+Q4405832
@@ Property / cites work: Q4405832 / rank @@
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+Q5493414
@@ Property / cites work: Q5493414 / rank @@
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+An Introduction to Credit Risk Modeling
@@ Property / cites work: An Introduction to Credit Risk Modeling / rank @@
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+Range of correlation matrices for dependent Bernoulli random variables
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+The safest dependence structure among risks.
@@ Property / cites work: The safest dependence structure among risks. / rank @@
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+The realization problem for tail correlation functions
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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+Extreme value properties of multivariate \(t\) copulas
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+Characterization of dependence concepts in normal distributions
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+Tail correlation functions of max-stable processes
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+A class of multivariate copulas with bivariate Fréchet marginal copulas
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