scientific article; zbMATH DE number 7660129
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Publication:5879924
DOI10.11329/JJSSJ.51.157MaRDI QIDQ5879924FDOQ5879924
Authors: Toshinao Yoshiba
Publication date: 7 March 2023
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Cites Work
- Dependence modeling with copulas
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- Approximate distributions of order statistics. With applications to nonparametric statistics
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- Tail dependence of the Gaussian copula revisited
- A directory of coefficients of tail dependence
- Tail dependence of skewed grouped \(t\)-distributions
- Tail dependence for two skew \(t\) distributions
- Multivariate extreme value theory and D-norms
- Tail asymptotics for the bivariate skew normal
- Tail densities of skew-elliptical distributions
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- Copula-based measures of asymmetry between the lower and upper tail probabilities
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