Pages that link to "Item:Q1041080"
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The following pages link to Tail dependence functions and vine copulas (Q1041080):
Displaying 50 items.
- Factor tree copula models for item response data (Q72193) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- A Markov product for tail dependence functions (Q1998722) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Extremes and regular variation (Q2080146) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
- Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953) (← links)
- Distribution modeling for reliability analysis: impact of multiple dependences and probability model selection (Q2295880) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
