Pages that link to "Item:Q5253394"
From MaRDI portal
The following pages link to Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (Q5253394):
Displaying 8 items.
- Usual and stochastic tail orders between hitting times for two Markov chains (Q4624945) (← links)
- A stochastic model of cyber attacks with imperfect detection (Q5077413) (← links)
- Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions (Q5089929) (← links)
- On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution (Q5093716) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- On relevation redundancy to coherent systems at component and system levels (Q6198963) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
