Pages that link to "Item:Q880485"
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The following pages link to Estimating the tail dependence function of an elliptical distribution (Q880485):
Displaying 26 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)