Pages that link to "Item:Q3552944"

The following pages link to Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944):

Displaying 32 items.

• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
• A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
• Tail risk of multivariate regular variation (Q429988) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• Invariant dependence structures and Archimedean copulas (Q645464) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• A method of moments estimator of tail dependence (Q1002534) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• Operator tail dependence of copulas (Q1617333) (← links)
• A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
• Extremes for multivariate expectiles (Q1756031) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
• Extremes and regular variation (Q2080146) (← links)
• Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
• Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
• Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
• On multivariate separating Hill estimator under estimated location and scatter (Q4632274) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Multivariate Hill Estimators (Q6064653) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)