Pages that link to "Item:Q634561"

The following pages link to Tail order and intermediate tail dependence of multivariate copulas (Q634561):

Displaying 50 items.

• Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
• Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
• Factor copula models for multivariate data (Q391802) (← links)
• Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Fragility index of block tailed vectors (Q419295) (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
• Tail asymptotics for the bivariate skew normal (Q901284) (← links)
• On the worst and least possible asymptotic dependence (Q901291) (← links)
• Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
• Operator tail dependence of copulas (Q1617333) (← links)
• Model selection for discrete regular vine copulas (Q1658513) (← links)
• Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
• Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
• An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
• Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
• Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
• A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
• Conditional normal extreme-value copulas (Q2231306) (← links)
• Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
• Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (Q2244594) (← links)
• Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• Conditional quantiles and tail dependence (Q2350042) (← links)
• On an interaction function for copulas (Q2350043) (← links)
• Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
• Four theorems and a financial crisis (Q2353915) (← links)
• Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• Tail densities of skew-elliptical distributions (Q2418530) (← links)
• Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
• Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
• (Q4915365) (← links)
• Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)