Pages that link to "Item:Q998294"
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The following pages link to Tail dependence for multivariate copulas and its monotonicity (Q998294):
Displaying 6 items.
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions (Q900540) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)