Recommendations
Cites work
- A Multivariate Exponential Distribution
- An introduction to copulas.
- Bivariate extreme statistics. I
- Bivariate tail estimation: dependence in asymptotic independence
- Dependence measures for extreme value analyses
- Estimating the tail-dependence coefficient: properties and pitfalls
- Fitting and validation of a bivariate model for large claims
- scientific article; zbMATH DE number 3757528 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Non-parametric Estimation of Tail Dependence
- On the extremal dependence coefficient of multivariate distributions
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- One-sided refinements of the strong law of large numbers and the Glivenko-Cantelli theorem
- Orthant tail dependence of multivariate extreme value distributions
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- Tail dependence comparison of survival Marshall-Olkin copulas
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
- Tail order and intermediate tail dependence of multivariate copulas
- Weak convergence of empirical copula processes
Cited in
(21)- Time-varying extreme value dependence with application to leading European stock markets
- Estimating the extremal index through local dependence
- Clustering of high values in random fields
- On extremal dependence: some contributions
- Extremal dependence of random scale constructions
- Extremes of scale mixtures of multivariate time series
- Extremal properties of M4 processes
- Estimating multivariate extremal dependence: a new proposal
- Improving financial risk assessment through dependency
- Extremes of multivariate ARMAX processes
- Fragility index of block tailed vectors
- A structural break test for extremal dependence in -mixing random vectors
- Tail dependence under sample failures
- Extreme dependence for multivariate data
- Decompositions of dependence for high-dimensional extremes
- Statistical methods for assessing the contagion of spatial extreme events among regions
- Tails of weakly dependent random vectors
- A new blocks estimator for the extremal index
- A crossinggram for random fields on lattices
- Multidimensional extremal dependence coefficients
- Modelling total tail dependence along diagonals
This page was built for publication: On extremal dependence of block vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4915365)
