Pages that link to "Item:Q1880891"
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The following pages link to Tail dependence from a distributional point of view (Q1880891):
Displaying 40 items.
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Threshold copulas and positive dependence (Q956362) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- Bayesian copula selection (Q1010423) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Environmental contours as Voronoi cells (Q2158813) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← 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)
- (Q3183812) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Diversification for general copula dependence (Q3542547) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- Law of large numbers and large deviations for dependent risks (Q3623412) (← links)
- Limiting Tail Dependence Copulas (Q3652792) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Statistical analysis of dependent competing risks model in accelerated life testing under progressively hybrid censoring using copula function (Q4976589) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← links)
