Pages that link to "Item:Q1699336"
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The following pages link to On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336):
Displaying 9 items.
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- (Q6141218) (← links)
