Pages that link to "Item:Q958921"
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The following pages link to Orthant tail dependence of multivariate extreme value distributions (Q958921):
Displayed 18 items.
- Fragility index of block tailed vectors (Q419295) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models (Q435005) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- (Q4915365) (← links)