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Extremal attractors of Liouville copulas

Extremal attractors of Liouville copulas

11 April 2017
Léo R. Belzile
J. Nešlehová
ArXivPDFHTML

Papers citing "Extremal attractors of Liouville copulas"

3 / 3 papers shown
Title
Limiting Behavior of Maxima under Dependence
Limiting Behavior of Maxima under Dependence
Klaus Herrmann
Marius Hofert
Johanna G. Neslehova
22
0
0
05 May 2024
Inference and Sampling for Archimax Copulas
Inference and Sampling for Archimax Copulas
Yuting Ng
Ali Hasan
Vahid Tarokh
26
5
0
27 May 2022
Extremal dependence of random scale constructions
Extremal dependence of random scale constructions
Sebastian Engelke
Thomas Opitz
J. Wadsworth
13
35
0
12 Mar 2018
1