Pages that link to "Item:Q1424686"
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The following pages link to Hidden regular variation, second order regular variation and asymptotic independence (Q1424686):
Displayed 50 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- A formula for hidden regular variation behavior for symmetric stable distributions (Q2027093) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
