Results 201 to 210 of about 37,332 (211)

The General Tail Dependence Function in the Marshall-Olkin and Other Parametric Copula Models with an Application to Financial Time Series

Sankhya B, 2021
Adan Díaz-Hernández, Yuri Salazar Flores   +1 more
exaly  

Long-range dependence and heavy tail characteristics for remaining useful life prediction in rolling bearing degradation

Applied Mathematical Modelling, 2022
Song Wanqing, He Liu, Enrico Zio
exaly  

The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach

European Journal of Finance, 2023
William A Barnett, Hai-Chuan Xu, Wei-Xing Zhou   +2 more
exaly  

Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case

Scandinavian Journal of Statistics, 2008
Claudia Klüppelberg, Liang Peng
exaly  

Hypothesis testing for tail dependence parameters on the boundary of the parameter space

Econometrics and Statistics, 2020
Anna Kiriliouk
exaly  

AnM-Estimator of Spatial Tail Dependence

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2016
John Einmahl, Johan Segers, Anna Kiriliouk   +2 more
exaly  

Estimating the tail dependence function of an elliptical distribution

Bernoulli, 2007
Claudia Klüppelberg, Liang Peng
exaly  

Best attainable rates of convergence for estimates the stable tail dependence function

1996
Drees, H, Huang, X
openaire   +1 more source

A method of moments estimator of tail dependence

Bernoulli, 2008
John Einmahl, Johan Segers
exaly  

Estimating the tail-dependence coefficient: Properties and pitfalls

Insurance: Mathematics and Economics, 2005
Gabriel Frahm, Rafael Schmidt
exaly