Pages that link to "Item:Q4804609"
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The following pages link to Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609):
Displaying 50 items.
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Tail dependence for two skew \(t\) distributions (Q968464) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
- Multivariate moment based extreme value index estimators (Q1695426) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Quantile predictions for elliptical random fields (Q2011511) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting (Q2111964) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Flexible multivariate Hill estimators (Q2190231) (← links)
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- A note on the coefficients of elliptical random variables (Q2322659) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Factor copula models for item response data (Q2348188) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Outcrossings of safe regions by generalized hyperbolic processes (Q2435736) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Kendall's tau for hierarchical data (Q2451632) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Copula credibility for aggregate loss models (Q2492180) (← links)
- On the regular variation of elliptical random vectors (Q2497802) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
