Pages that link to "Item:Q3411077"

The following pages link to Non-parametric Estimation of Tail Dependence (Q3411077):

Displaying 50 items.

• Ortholinear and paralinear semi-copulas (Q279434) (← links)
• Extremes of multivariate ARMAX processes (Q384759) (← links)
• Jump tail dependence in Lévy copula models (Q385630) (← links)
• Lower semiquadratic copulas with a given diagonal section (Q389257) (← links)
• A note on tail dependence regression (Q391808) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Fragility index of block tailed vectors (Q419295) (← links)
• Strong approximations of level exceedences related to multiple hypothesis testing (Q453269) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Semiquadratic copulas based on horizontal and vertical interpolation (Q529107) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• Parametric tail copula estimation and model testing (Q928859) (← links)
• Bootstrap approximation of tail dependence function (Q943615) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• Robustness of multiple testing procedures against dependence (Q1002162) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
• An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
• The multiplex dependency structure of financial markets (Q1674860) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• A streaming algorithm for bivariate empirical copulas (Q1738002) (← links)
• Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• On extremal dependence: some contributions (Q1936535) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• A Markov product for tail dependence functions (Q1998722) (← links)
• The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
• Empirical tail copulas for functional data (Q2054523) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Extremes and regular variation (Q2080146) (← links)