Results 321 to 330 of about 2,223,882 (330)

Independence results for multivariate tail dependence coefficients

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

On a bivariate copula with both upper and lower full-range tail dependence

Insurance: Mathematics and Economics, 2017
Lei Hua
exaly  

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

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

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

, 2017
Walid Mensi, S. Hammoudeh, S. Shahzad, K. Al-Yahyaee, Muhammad Shahbaz   +4 more
semanticscholar   +1 more source

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

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

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

Journal of Multivariate Analysis, 1998
Holger Drees
exaly  

Dynamic tail dependence clustering of financial time series

, 2017
G. De Luca, P. Zuccolotto
semanticscholar   +1 more source

Quantile dependence: A generalization of upper and lower tail dependence

Fuzzy Sets and Systems
Ali Dastbaravarde, Ali Dolati
openaire   +1 more source

Nonparametric estimation of general multivariate tail dependence and applications to financial time series

Statistical Methods and Applications, 2014
exaly  

Nonlinear tail dependence between energy and agricultural commodities

Energy Economics
Zehra Atik, Bulent Güloĝlu, Talat Ulussever   +2 more
exaly