Pages that link to "Item:Q1020182"
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The following pages link to Quantile curves and dependence structure for bivariate distributions (Q1020182):
Displaying 14 items.
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- On a new NBUE property in multivariate sense: an application (Q1942905) (← links)
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function (Q2218561) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Bivariate Quantile Functions and their Applications to Reliability Modelling (Q6100889) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
