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On the residual dependence index of elliptical distributions
v1v2 (latest)

On the residual dependence index of elliptical distributions

21 November 2008
E. Hashorva
ArXiv (abs)PDFHTML

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

5 / 5 papers shown
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
Thomas Fung
E. Seneta
63
0
0
13 Oct 2020
Extremal dependence of random scale constructions
Extremal dependence of random scale constructions
Sebastian Engelke
Thomas Opitz
J. Wadsworth
277
46
0
12 Mar 2018
Exact Asymptotics of Bivariate Scale Mixture Distributions
Exact Asymptotics of Bivariate Scale Mixture Distributions
E. Hashorva
361
7
0
06 Apr 2009
Asymptotics for Kotz Type III Elliptical Distributions
Asymptotics for Kotz Type III Elliptical Distributions
E. Hashorva
227
4
0
05 Nov 2008
Conditional Limit Results for Type I Polar Distributions
Conditional Limit Results for Type I Polar Distributions
E. Hashorva
195
23
0
08 Oct 2008
1
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