Pages that link to "Item:Q5943415"
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The following pages link to Dependence measures for extreme value analyses (Q5943415):
Displaying 50 items.
- On the information in extreme measurements for parameter estimation (Q2291093) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- On functional records and champions (Q2312773) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Generalized exponential geometric extreme distribution (Q2323160) (← links)
- An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- A multivariate aggregate loss model (Q2445352) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
- Extremal characteristics of conditional models (Q2688194) (← links)
- HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Aspects of Dependence in Cuadras–Auge Family (Q3585303) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Penalized likelihood inference in extreme value analyses (Q4540884) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
- Moment-based density approximations for aggregate losses (Q4576966) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)