Results 281 to 290 of about 1,343,672 (294)
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Estimating the tail-dependence coefficient: Properties and pitfalls
Insurance: Mathematics and Economics, 2005Gabriel Frahm, Rafael Schmidt
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Modelling Dependence within Joint Tail Regions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002Jonathan Tawn
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Asymmetry in tail dependence in equity portfolios
Computational Statistics and Data Analysis, 2016Eric Jondeau
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Tail-weighted measures of dependence
Journal of Applied Statistics, 2015Harry Joe, Pavel Krupskii
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On a bivariate copula with both upper and lower full-range tail dependence
Insurance: Mathematics and Economics, 2017Lei Hua
exaly
Tail Dependence Comparison of Survival Marshall–Olkin Copulas
Methodology and Computing in Applied Probability, 2007Li Haijun
exaly
Tail-weighted dependence measures with limit being the tail dependence coefficient
Journal of Nonparametric Statistics, 2018Harry Joe, Pavel Krupskii, David Lee
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Independence results for multivariate tail dependence coefficients
Fuzzy Sets and Systems, 2016José Juan Quesada-Molina +2 more
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Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
Insurance: Mathematics and Economics, 2007Johan Segers, Arthur Charpentier
exaly