Pages that link to "Item:Q997082"
From MaRDI portal
The following pages link to Extreme behavior of bivariate elliptical distributions (Q997082):
Displaying 8 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
