Search results

Yuri Goegebeur (section List of research outcomes)
Estimation of the Conditional Stable Tail Dependence Function 2018-10-08 Paper Bias-corrected and robust estimation of the bivariate stable tail dependence function...

10 bytes (16 words) - 00:04, 10 December 2023
Samah Betteka (section List of research outcomes)
Publication Date of Publication Type Optimal number of upper order statistics used in estimation for the coefficient of tail dependence 2017-05-16 Paper...

10 bytes (16 words) - 03:23, 25 September 2023
Christophe Dutang (section List of research outcomes)
estimation of the coefficient of tail dependence 2015-01-28 Paper On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing...

10 bytes (16 words) - 14:44, 10 December 2023
Martin Schlather (section List of research outcomes)
functions 2002-05-23 Paper Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution 2002-04-07...

10 bytes (17 words) - 16:24, 7 December 2023
Armelle Guillou (section List of research outcomes)
Robust and bias-corrected estimation of the coefficient of tail dependence 2015-01-28 Paper Estimation of the parameters of a Markov-modulated loss process...

10 bytes (16 words) - 14:27, 7 December 2023
Brahim Brahimi (section List of research outcomes)
for the coefficient of tail dependence 2017-05-16 Paper Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses...

10 bytes (16 words) - 00:30, 10 December 2023
Janet E. Heffernan (section List of research outcomes)
analysis of a large designed experiment: a case study in bulk carrier safety 2003-10-22 Paper A directory of coefficients of tail dependence 2002-01-30...

10 bytes (18 words) - 05:37, 9 December 2023
Ji-Eun Choi (section List of research outcomes)
based on U-statistics 2023-09-19 Paper Quantile correlation coefficient: a new tail dependence measure 2022-08-23 Paper Bootstrapping volatility spillover...

10 bytes (17 words) - 19:42, 13 December 2023
Stéphane Girard (section List of research outcomes)
quantile estimators of Weibull tail-distributions 2008-03-11 Paper Estimation of the Weibull tail-coefficient with linear combination of upper order statistics...

10 bytes (16 words) - 04:36, 9 December 2023
Irène Gijbels (section List of research outcomes)
Consistency of non-integrated depths for functional data 2015-09-10 Paper On the distribution of sums of random variables with copula-induced dependence 2015-02-03...

10 bytes (17 words) - 16:36, 27 February 2024
Étienne Marceau (section List of research outcomes)
computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks 2014-07-24 Paper Risk models with dependence between...

10 bytes (17 words) - 17:54, 9 December 2023
Remigijus Leipus (section List of research outcomes)
Publication Date of Publication Type On the distribution-tail behaviour of the product of normal random variables 2023-11-30 Paper Aggregation of network traffic...

10 bytes (17 words) - 17:28, 8 December 2023
Jan Beirlant (section List of research outcomes)
Bias reduced tail estimation for censored Pareto type distributions 2015-12-30 Paper Bias-corrected estimation of stable tail dependence function 2015-12-23...

10 bytes (16 words) - 16:13, 8 December 2023
Hélène Cossette (section List of research outcomes)
computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks 2014-07-24 Paper Risk models with dependence between...

10 bytes (17 words) - 01:15, 11 December 2023
Joe, Harry (section List of research outcomes)
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients 2019-07-02 Paper Tail densities of skew-elliptical distributions...

10 bytes (17 words) - 17:14, 6 December 2023
Vladas Pipiras (section List of research outcomes)
Wavelet-type expansion of the Rosenblatt process 2005-05-09 Paper Convergence of weighted sums of random variables with long-range dependence. 2004-09-22 Paper...

10 bytes (16 words) - 01:08, 10 December 2023
Dong Wan Shin (section List of research outcomes)
Publication Date of Publication Type Quantile correlation coefficient: a new tail dependence measure 2022-08-23 Paper Bootstrapping volatility spillover...

10 bytes (17 words) - 19:03, 9 December 2023
Philippe Soulier (section List of research outcomes)
Date of Publication Type Branching random walk with infinite progeny mean: a tale of two tails 2023-05-17 Paper The tail process and tail measure of continuous...

10 bytes (17 words) - 18:19, 8 December 2023
Claudia Klüppelberg (section List of research outcomes)
Paper The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. 2004-09-15 Paper Renewal theory for functionals of a Markov...

10 bytes (17 words) - 23:04, 9 December 2023
Rafael Schmidt (section List of research outcomes)
Estimation of Tail Dependence 2006-12-08 Paper https://portal.mardi4nfdi.de/entity/Q5493537 2006-10-23 Paper Estimating the tail-dependence coefficient: properties...

10 bytes (16 words) - 11:39, 7 October 2023