Pages that link to "Item:Q2513443"

The following pages link to Distorted mix method for constructing copulas with tail dependence (Q2513443):

Displaying 8 items.

• Tail dependence of the Gaussian copula revisited (Q343977) (← links)
• Interval estimation for a measure of tail dependence (Q495494) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• On bivariate Kumaraswamy-distorted copulas (Q5081003) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)