Results 291 to 298 of about 1,282,215 (298)

Tail-weighted dependence measures with limit being the tail dependence coefficient

Journal of Nonparametric Statistics, 2018
Harry Joe, Pavel Krupskii, David Lee
exaly  

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

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

Tail Dependence Comparison of Survival Marshall–Olkin Copulas

Methodology and Computing in Applied Probability, 2007
Haijun Li
exaly  

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function

Journal of Multivariate Analysis, 1998
Holger Drees
exaly  

Modelling Dependence within Joint Tail Regions

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

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Insurance: Mathematics and Economics, 2007
Johan Segers, Arthur Charpentier
exaly  

Quantile dependence: A generalization of upper and lower tail dependence

Fuzzy Sets and Systems
Ali Dastbaravarde, Ali Dolati
openaire   +2 more sources

Estimation of the coefficient of tail dependence in bivariate extremes

Statistics and Probability Letters, 1999
exaly