Pages that link to "Item:Q4391414"
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The following pages link to Concomitant tail behaviour for extremes (Q4391414):
Displayed 42 items.
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Multivariate records and hitting scenarios (Q726129) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Probabilities of Concurrent Extremes (Q3121180) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- The Noisy Secretary Problem and Some Results on Extreme Concomitant Variables (Q3165497) (← links)
- Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures (Q3193135) (← links)
- Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
- On the strong Kotz approximation of Dirichlet random vectors (Q3396495) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- On asymptotics of multivariate integrals with applications to records (Q4532395) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Diagnostics for Dependence within Time Series Extremes (Q4665872) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)