The following pages link to (Q3405573):
Displaying 7 items.
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)