Pages that link to "Item:Q494381"
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The following pages link to Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381):
Displaying 7 items.
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Spatial dependence and space-time trend in extreme events (Q2119218) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
