Results 311 to 320 of about 2,223,882 (330)

On tail dependence for Grubbs’ copula-function

Russian Mathematics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

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

Applied Mathematical Modelling, 2022
Wanqing Song, He Liu, E. Zio
semanticscholar   +1 more source

Estimating the tail-dependence coefficient: Properties and pitfalls

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

Modelling Dependence within Joint Tail Regions

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

Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification

, 2019
J. Beckmann, Theo Berger, Robert L. Czudaj, T. Hoang   +3 more
semanticscholar   +1 more source

Tail dependence for elliptically contoured distributions

Mathematical Methods of Operations Research, 2002
Rafael Schmidt
exaly  

Tail Dependence

2005
openaire   +1 more source

Asymmetry in tail dependence in equity portfolios

Computational Statistics and Data Analysis, 2016
Eric Jondeau
exaly  

Tail-weighted measures of dependence

Journal of Applied Statistics, 2015
Pavel Krupskii, Harry Joe
exaly  

Tail Dependence Comparison of Survival Marshall–Olkin Copulas

Methodology and Computing in Applied Probability, 2007
Haijun Li, Li Haijun
exaly