Tails of correlation mixtures of elliptical copulas

17 December 2009

Papers citing "Tails of correlation mixtures of elliptical copulas"

6 / 6 papers shown

Title
Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition Thomas Fung E. Seneta 49 0 0 21 Feb 2015
Convergence rate to a lower tail dependence coefficient of a skew-t distribution Thomas Fung E. Seneta 55 12 0 03 Dec 2013
Modeling high dimensional time-varying dependence using D-vine SCAR models Carlos Almeida C. Czado H. Manner 90 17 0 09 Feb 2012
On Beta-Product Convolutions E. Hashorva 141 9 0 26 Jan 2010
Exact Asymptotics of Bivariate Scale Mixture Distributions E. Hashorva 158 4 0 06 Apr 2009
On the residual dependence index of elliptical distributions E. Hashorva 151 35 0 21 Nov 2008