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On the residual dependence index of elliptical distributions

21 November 2008

Papers citing "On the residual dependence index of elliptical distributions"

4 / 4 papers shown

Title
Tails of correlation mixtures of elliptical copulas H. Manner Johan Segers 103 57 0 17 Dec 2009
Conditional Limits of W_p scale Mixture Distributions E. Hashorva 76 9 0 31 Oct 2008
Conditional Limit Results for Type I Polar Distributions E. Hashorva 80 23 0 08 Oct 2008
A method of moments estimator of tail dependence J. Einmahl A. Krajina Johan Segers 120 43 0 10 Oct 2007