Pages that link to "Item:Q5130181"
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The following pages link to Tail-weighted measures of dependence (Q5130181):
Displaying 14 items.
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- New measure of the bivariate asymmetry (Q2023847) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Nonparametric predictive inference for stock returns (Q5138622) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
