Pages that link to "Item:Q1002536"
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The following pages link to Estimation of bivariate excess probabilities for elliptical models (Q1002536):
Displaying 11 items.
- The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- On the strong Kotz approximation of Dirichlet random vectors (Q3396495) (← links)
- Limit Conditional Distributions for Bivariate Vectors with Polar Representation (Q3562373) (← links)
