Fragility index of block tailed vectors (Q419295): Difference between revisions

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+A multivariate piecing-together approach with an application to operational loss data
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+Statistics of Extremes
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+Normal rank
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+Sea and wind: multivariate extremes at work
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+Normal rank
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+Bivariate tail estimation: dependence in asymptotic independence
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+Bounds for functions of dependent risks
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+Asymptotic Conditional Distribution of Exceedance Counts
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+Asymptotic conditional distribution of exceedance counts: fragility index with different margins
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+Tail dependence between order statistics
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+Normal rank
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+Multivariate extremes, aggregation and risk estimation
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+Tail order and intermediate tail dependence of multivariate copulas
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+Q4382161
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+Normal rank
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+Measurement of aggregate risk with copulas
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+Normal rank
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+Statistics for near independence in multivariate extreme values
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+Q4363950
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+Normal rank
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+Orthant tail dependence of multivariate extreme value distributions
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+Non-parametric Estimation of Tail Dependence
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+Bivariate extreme statistics. I
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+Normal rank