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Tail dependence of bivariate skew normal triangular array with varying correlation coefficients
Statistical Theory and Related FieldsThe tail dependence coefficient measures extremal dependence between two random variables. In this note, we investigate the tail dependence of a bivariate skew normal triangular array with equal skewness and varying correlation coefficients [Formula: see
Shuang Hu, Zuoxiang Peng, Qian Xiong
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An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence
Journal of Probability and Statistics, 2014 Measuring tail dependence is an important issue in many applied sciences in order to quantify the risk of simultaneous extreme events. A usual measure is given by the tail dependence coefficient.
Marta Ferreira, Sérgio Silva
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A Note on Upper Tail Behavior of Liouville Copulas
Risks, 2016 The family of Liouville copulas is defined as the survival copulas of multivariate Liouville distributions, and it covers the Archimedean copulas constructed by Williamson’s d-transform.
Lei Hua
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Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
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The Tale of Tail Dependence: Modeling height–diameter relationships with elliptical copulas
Forest EcosystemsModeling height–diameter (H–D) relationships is fundamental to forest management. Copula could be used to simulate H–D distributions that mirror the underlying dependence structures of an observed relationship.
Tzeng Yih Lam
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Energies, 2021 This study investigates the dependence between extreme returns of West Texas Intermediate (WTI) crude oil prices and the Crude Oil Volatility Index (OVX) changes as well as the predictive power of OVX to generate accurate Value at Risk (VaR) forecasts ...
Krzysztof Echaust, Małgorzata Just
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Tail Dependence of the Gaussian Copula Revisited [PDF]
SSRN Electronic Journal, 2016 Tail dependence refers to clustering of extreme events. In the context of financial risk management, the clustering of high-severity risks has a devastating effect on the well-being of firms and is thus of pivotal importance in risk analysis.When it comes to quantifying the extent of tail dependence, it is generally agreed that measures of tail ...
Furman, Edward +3 more
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FEBS Letters, EarlyView.Ascidian Ciona larvae initially show strong clockwise tail twisting, which is largely corrected during development. However, a small residual twist remains. This study shows that organized helical myofibrils in tail muscles mechanically stabilize this residual asymmetry, preventing complete restoration of bilateral symmetry and revealing how embryos ...
Yuki S. Kogure +3 more
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Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes
Entropy, 2017 We introduce a simple growth model in which the sizes of entities evolve as multiplicative random processes that start at different times. A novel aspect we examine is the dependence among entities.
Arthur Matsuo Yamashita Rios de Sousa +3 more
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Tail asymptotics for dependent subexponential differences [PDF]
Siberian Mathematical Journal, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Albrecher, H +2 more
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