Results 231 to 240 of about 1,865,927 (246)

Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach

International Journal of Approximate Reasoning, 2021
Giovanni de Luca, Paola Zuccolotto
exaly  

Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams

Statistical Analysis and Data Mining, 2020
Alastair Gregory, Kaushik Jana
exaly  

Independence results for multivariate tail dependence coefficients

Fuzzy Sets and Systems, 2016
Manuel Ubeda Flores, Juan Fernandez-Sanchez, Roger Nelsen   +2 more
exaly  

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

Journal of Multivariate Analysis, 2019
Harry Joe, Pavel Krupskii
exaly  

Estimating the tail-dependence coefficient: Properties and pitfalls

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

A note on distortion effects on the strength of bivariate copula tail dependence

Statistics and Probability Letters, 2020
Jungsywan Sepanski
exaly  

Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

Communications in Statistics - Theory and Methods, 2014

exaly  

Tail dependence coefficients of multivariate elliptical distributions

2011
Dawei Lu
exaly  

Analyzing portfolios based on tail dependence coefficients

2010
Danhui Yi
exaly  

Asymmetry in tail dependence in equity portfolios

Computational Statistics and Data Analysis, 2016
Eric Jondeau
exaly