Pages that link to "Item:Q626284"

The following pages link to Extreme value properties of multivariate \(t\) copulas (Q626284):

Displaying 50 items.

• Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
• Bernoulli and tail-dependence compatibility (Q303963) (← links)
• Non-stationary dependence structures for spatial extremes (Q321454) (← links)
• Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
• Extreme dependence models based on event magnitude (Q391856) (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Tail risk of multivariate regular variation (Q429988) (← links)
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
• Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• Operator tail dependence of copulas (Q1617333) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Gaussian copula marginal regression (Q1950871) (← links)
• Tail dependence for regularly varying time series (Q1954603) (← links)
• Empirical tail copulas for functional data (Q2054523) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• Extremal properties of the beta-normal distribution (Q2157726) (← links)
• Projecting flood-inducing precipitation with a Bayesian analogue model (Q2209862) (← links)
• Conditional normal extreme-value copulas (Q2231306) (← links)
• Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
• Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
• Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
• Univariate conditioning of vine copulas (Q2350041) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
• Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
• Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)