Pages that link to "Item:Q1021851"

The following pages link to Tails of multivariate Archimedean copulas (Q1021851):

Displaying 31 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• Covar of families of copulas (Q342737) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• The multivariate piecing-together approach revisited (Q443790) (← links)
• Extremes of aggregated Dirichlet risks (Q476250) (← links)
• Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
• Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
• Asymptotics of random contractions (Q661266) (← links)
• On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
• Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
• Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• On truncation invariant copulas and their estimation (Q1616354) (← links)
• Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
• A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
• Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
• An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
• Multivariate order statistics: the intermediate case (Q1744724) (← links)
• Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
• Extremes for multivariate expectiles (Q1756031) (← links)