Pages that link to "Item:Q3402049"

The following pages link to Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049):

Displaying 21 items.

• Tail risk of multivariate regular variation (Q429988) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
• Operator tail dependence of copulas (Q1617333) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• Extremes for multivariate expectiles (Q1756031) (← links)
• Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
• Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Extremal properties of M4 processes (Q2513932) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
• Extension of de Bruijn's identity to dependent non-Gaussian noise channels (Q3188567) (← links)
• (Q4915365) (← links)
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
• Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3) (Q5742637) (← links)
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)