Pages that link to "Item:Q1769776"
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The following pages link to Bivariate tail estimation: dependence in asymptotic independence (Q1769776):
Displayed 16 items.
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)