Pages that link to "Item:Q1413327"
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The following pages link to Copula convergence theorems for tail events. (Q1413327):
Displaying 45 items.
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← 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)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Threshold copulas and positive dependence (Q956362) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
- Invariant dependence structure under univariate truncation (Q2892899) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- (Q3183809) (← links)
- (Q3183810) (← links)
- (Q3183812) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Diversification for general copula dependence (Q3542547) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- Limiting Tail Dependence Copulas (Q3652792) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
- A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET (Q5305106) (← links)
- New Families of Copulas Based on Periodic Functions (Q5314576) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Extreme Value Theory and Archimedean Copulas (Q5430577) (← links)
- Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
