Pages that link to "Item:Q391924"
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The following pages link to Strength of tail dependence based on conditional tail expectation (Q391924):
Displaying 17 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Nearest-neighbor mixture models for non-Gaussian spatial processes (Q6203346) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
