The following pages link to (Q2923332):
Displaying 11 items.
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- (Q6174111) (← links)
