The following pages link to On multivariate Gaussian tails (Q1881414):
Displaying 8 items.
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- A note on multivariate Gaussian estimates (Q1018328) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
