Results 241 to 246 of about 1,865,927 (246)

Serial dependence in ARCH-models as measured by tail dependence coefficients

Extremes, 2008
exaly  

The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution

Extremes, 2011
exaly  

Non-parametric Estimation of Tail Dependence

Scandinavian Journal of Statistics, 2006
exaly  

Comparison of Estimators of Tail Dependence Coefficient

2010
Danhui Yi
exaly  

Modelling Dependence within Joint Tail Regions

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002
exaly  

Tail Dependence Matrices and Tests Based on Spearman’s ρ and Kendall’s τ

Acta Mathematica Sinica, English Series
Hengjian Cui, Dawei Lu
exaly