Pages that link to "Item:Q1041080"

The following pages link to Tail dependence functions and vine copulas (Q1041080):

Displaying 31 items.

• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• Tail densities of skew-elliptical distributions (Q2418530) (← links)
• Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
• Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• A New Characterization of Bivariate Copulas (Q3058396) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
• Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
• PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
• Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
• Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
• On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
• Semiparametric estimation of copula models with nonignorable missing data (Q5221301) (← links)
• Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
• On additivity of tail comonotonic risks (Q5242233) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Canadian contributions to environmetrics (Q6059426) (← links)
• On copulas with a trapezoid support (Q6076563) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
• Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
• Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
• Multivariate joint probability function of earthquake ground motion prediction equations based on vine copula approach (Q6534762) (← links)
• Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
• An extended trivariate vine copula mixed model for meta-analysis of diagnostic studies in the presence of nonevaluable outcomes (Q6636056) (← links)