Higher order tail densities of copulas and hidden regular variation (Q2350044): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: High risk scenarios and extremes. A geometric approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: On regular variation of probability densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail negative dependence and its applications for aggregate loss modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail order and intermediate tail dependence of multivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2866027 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relations Between Hidden Regular Variation and the Tail Order of Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: On uniform tail expansions of multivariate copulas and wide convergence of measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail risk of multivariate regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence functions and vine copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence comparison of survival Marshall-Olkin copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthant tail dependence of multivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Toward a Copula Theory for Multivariate Regular Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal dependence of copulas: a tail density approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations and examples of hidden regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden Regular Variation and Detection of Hidden Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Analysis of Multivariate Tail Conditional Expectations / rank
 
Normal rank

Latest revision as of 05:44, 10 July 2024

scientific article
Language Label Description Also known as
English
Higher order tail densities of copulas and hidden regular variation
scientific article

    Statements

    Higher order tail densities of copulas and hidden regular variation (English)
    0 references
    0 references
    0 references
    18 June 2015
    0 references
    multivariate regular variation
    0 references
    tail dependence
    0 references
    upper exponent function
    0 references
    tail order function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers