Tail order and intermediate tail dependence of multivariate copulas
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Cited in
(70)- Assessing copula models for mixed continuous-ordinal variables
- Using copulas to model dependence between crude oil prices of west Texas intermediate and Brent-Europe
- Second-order regular variation inherited from Laplace-Stieltjes transforms
- Advances in statistical modeling of spatial extremes
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- Relations between hidden regular variation and the tail order of copulas
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- On bivariate Kumaraswamy-distorted copulas
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- Four theorems and a financial crisis
- Structured factor copula models: theory, inference and computation
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- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
- Tail-weighted measures of dependence
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- The effect of aggregation on extremes from asymptotically independent light-tailed risks
- Multivariate dependence modeling based on comonotonic factors
- A general approach to full-range tail dependence copulas
- A note on distortion effects on the strength of bivariate copula tail dependence
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Intermediate tail dependence: a review and some new results
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
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