Pages that link to "Item:Q4563753"
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The following pages link to PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753):
Displayed 10 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- Modeling bivariate data using linear exponential and Weibull distributions as marginals (Q6133206) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)