Pages that link to "Item:Q979196"

The following pages link to On the residual dependence index of elliptical distributions (Q979196):

Displaying 15 items.

• Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
• On conditional extreme values of random vectors with polar representation (Q488091) (← links)
• Tail asymptotics for the bivariate skew normal (Q901284) (← links)
• Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
• Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
• Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← 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)
• Extremal dependence of random scale constructions (Q2283053) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)