Pages that link to "Item:Q2996577"
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The following pages link to Extreme residual dependence for random vectors and processes (Q2996577):
Displayed 11 items.
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)