Pages that link to "Item:Q951184"
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The following pages link to Tail dependence of skewed grouped \(t\)-distributions (Q951184):
Displayed 6 items.
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Tail dependence for two skew \(t\) distributions (Q968464) (← links)
- Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions'' (Q2270873) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844) (← links)
- Tail dependence and skew distributions (Q3169211) (← links)