Pages that link to "Item:Q2567090"
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The following pages link to Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090):
Displayed 9 items.
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Measurement of aggregate risk with copulas (Q3367416) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)