Tail-weighted measures of dependence (Q5130181): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Truncated regular vines in high dimensions with application to financial data
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+Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas
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+Weak convergence of empirical copula processes
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+Normal rank
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+Estimating the tail-dependence coefficient: properties and pitfalls
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+Goodness-of-fit tests for copulas: A review and a power study
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+A directory of coefficients of tail dependence
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+Tail order and intermediate tail dependence of multivariate copulas
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+A Goodness-of-fit Test for Copulas
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+Normal rank
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+Q4382161
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+Normal rank
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+Tail dependence functions and vine copulas
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+A framework for positive dependence
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+Factor copula models for multivariate data
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+Structured factor copula models: theory, inference and computation
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+Statistics for near independence in multivariate extreme values
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+An introduction to copulas.
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Bootstrap prediction for returns and volatilities in GARCH models
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+Q3281461
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+Normal rank