Pages that link to "Item:Q2567090"
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The following pages link to Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090):
Displayed 50 items.
- A note on tail dependence regression (Q391808) (← links)
- Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Does terrorism trigger online hate speech? On the association of events and time series (Q2044252) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Optimising portfolio diversification and dimensionality (Q2679246) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)
- Measurement of aggregate risk with copulas (Q3367416) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- (Q4915363) (← links)
- (Q4915365) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
- PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)