Pages that link to "Item:Q958921"
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The following pages link to Orthant tail dependence of multivariate extreme value distributions (Q958921):
Displaying 50 items.
- Fragility index of block tailed vectors (Q419295) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models (Q435005) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Dependence matrices for spatial extreme events (Q2832633) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- (Q4915365) (← links)
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
- Stability and contagion measures for spatial extreme value analyses (Q5179069) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
