Pages that link to "Item:Q654832"

The following pages link to Second order regular variation and conditional tail expectation of multiple risks (Q654832):

Displaying 13 items.

• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• The second-order version of Karamata's theorem with applications (Q385111) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
• Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
• The joint distribution of the sum and the maximum of heterogeneous exponential random variables (Q1642422) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)