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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"

5 / 5 papers shown

Title
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution Thomas Fung E. Seneta 13 0 0 13 Oct 2020
Extremal dependence of random scale constructions Sebastian Engelke Thomas Opitz J. Wadsworth 50 36 0 12 Mar 2018
Exact Asymptotics of Bivariate Scale Mixture Distributions E. Hashorva 152 4 0 06 Apr 2009
Asymptotics for Kotz Type III Elliptical Distributions E. Hashorva 70 4 0 05 Nov 2008
Conditional Limit Results for Type I Polar Distributions E. Hashorva 90 23 0 08 Oct 2008