Pages that link to "Item:Q494381"

The following pages link to Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381):

Displayed 6 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)