The following pages link to On multivariate Gaussian tails (Q1881414):
Displaying 18 items.
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- A note on multivariate Gaussian estimates (Q1018328) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Asymptotics and bounds for multivariate Gaussian tails (Q1776117) (← links)
- Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics (Q2240875) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- A note on the estimates of multivariate Gaussian probability (Q2807778) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution (Q5177620) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
