Tail dependence functions and vine copulas (Q1041080): Difference between revisions

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-.1016/j.jmva.2009.08.002
@@ Property / DOI: 10.1016/j.jmva.2009.08.002 / rank @@
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-Joe, Harry
@@ Property / author: Joe, Harry / rank @@
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+Joe, Harry
@@ Property / author: Joe, Harry / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2009.08.002
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+W2114336414
@@ Property / OpenAlex ID: W2114336414 / rank @@
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@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
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@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
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@@ Property / cites work @@
+Uncertainty Analysis with High Dimensional Dependence Modelling
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
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@@ Property / cites work @@
+On the extremal dependence coefficient of multivariate distributions
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@@ Property / cites work @@
+Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
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@@ Property / cites work @@
+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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@@ Property / cites work @@
+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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@@ Property / cites work @@
+Orthant tail dependence of multivariate extreme value distributions
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+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas: Tales and facts (with discussion)
@@ Property / cites work: Copulas: Tales and facts (with discussion) / rank @@
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@@ Property / cites work @@
+Extreme value properties of multivariate \(t\) copulas
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@@ Property / cites work @@
+Multivariate Pareto Distributions
@@ Property / cites work: Multivariate Pareto Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Note on the multivariate Burr's distribution
@@ Property / cites work: Note on the multivariate Burr's distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform representations of bivariate distributions
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@@ Property / cites work @@
+Q3924998
@@ Property / cites work: Q3924998 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of Gumbel's family of extreme value distributions
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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@@ Property / cites work @@
+Q5533688
@@ Property / cites work: Q5533688 / rank @@
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@@ Property / DOI @@
+.1016/J.JMVA.2009.08.002
@@ Property / DOI: 10.1016/J.JMVA.2009.08.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1041080