Pages that link to "Item:Q5718585"
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The following pages link to Extreme behaviour for bivariate elliptical distributions (Q5718585):
Displayed 9 items.
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)