Pages that link to "Item:Q2996576"
From MaRDI portal
The following pages link to Extremal behavior of Archimedean copulas (Q2996576):
Displaying 8 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
