Pages that link to "Item:Q5952100"
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The following pages link to Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100):
Displaying 11 items.
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)