Orthant tail dependence of multivariate extreme value distributions (Q958921): Difference between revisions

@@ Property / cites work @@
+Q3395941
@@ Property / cites work: Q3395941 / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Values in Finance, Telecommunications, and the Environment
+Normal rank
@@ Property / cites work @@
+A characterization of Gumbel's family of extreme value distributions
+Normal rank
@@ Property / cites work @@
+A Conditional Approach for Multivariate Extreme Values (with Discussion)
+Normal rank
@@ Property / cites work @@
+Dependence estimation and visualization in multivariate extremes with applications to financial data
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate distributions from mixtures of max-infinitely divisible distributions
+Normal rank
@@ Property / cites work @@
+Q4493303
@@ Property / cites work: Q4493303 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence comparison of survival Marshall-Olkin copulas
+Normal rank
@@ Property / cites work @@
+Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
+Normal rank
@@ Property / cites work @@
+On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
+Normal rank
@@ Property / cites work @@
+A Multivariate Exponential Distribution
@@ Property / cites work: A Multivariate Exponential Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring the extremal dependence
@@ Property / cites work: Measuring the extremal dependence / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate generalized Pareto distributions
@@ Property / cites work: Multivariate generalized Pareto distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
+Normal rank
@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank