Pages that link to "Item:Q1012111"
From MaRDI portal
The following pages link to Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111):
Displaying 10 items.
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
