Extremal dependence of random scale constructions

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Extremal dependence of random scale constructions

12 March 2018

Sebastian Engelke

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Papers citing "Extremal dependence of random scale constructions"

7 / 7 papers shown

Title
Extremal graphical modeling with latent variables via convex optimization Sebastian Engelke Armeen Taeb 105 2 0 14 Mar 2024
Extremal attractors of Liouville copulas Léo R. Belzile J. Nešlehová 44 16 0 11 Apr 2017
Asymptotic independence for unimodal densities Guus Balkema N. Nolde 50 35 0 22 Dec 2009
$Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions$ Multivariate Archimedean copulas, $d$ -monotone functions and $\ell_1$ -norm symmetric distributions A. McNeil Johanna G. Nevslehová 101 706 0 26 Aug 2009
Exact Asymptotics of Bivariate Scale Mixture Distributions E. Hashorva 104 4 0 06 Apr 2009
Limit conditional distributions for bivariate vectors with polar representation Anne-Laure Fougères P. Soulier 104 25 0 03 Apr 2009
On the residual dependence index of elliptical distributions E. Hashorva 106 35 0 21 Nov 2008

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