Pages that link to "Item:Q2488446"
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The following pages link to Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446):
Displaying 7 items.
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
