Pages that link to "Item:Q3411077"
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The following pages link to Non-parametric Estimation of Tail Dependence (Q3411077):
Displayed 8 items.
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Robustness of multiple testing procedures against dependence (Q1002162) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)