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Tails of correlation mixtures of elliptical copulas

Tails of correlation mixtures of elliptical copulas

H. Manner
Johan Segers
ArXiv (abs)PDFHTML

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
Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition
Thomas Fung
E. Seneta
51
0
0
21 Feb 2015
Convergence rate to a lower tail dependence coefficient of a skew-t distribution
Convergence rate to a lower tail dependence coefficient of a skew-t distribution
Thomas Fung
E. Seneta
57
12
0
03 Dec 2013
Modeling high dimensional time-varying dependence using D-vine SCAR models
Modeling high dimensional time-varying dependence using D-vine SCAR models
Carlos Almeida
C. Czado
H. Manner
92
17
0
09 Feb 2012
On Beta-Product Convolutions
On Beta-Product Convolutions
E. Hashorva
151
9
0
26 Jan 2010
Exact Asymptotics of Bivariate Scale Mixture Distributions
Exact Asymptotics of Bivariate Scale Mixture Distributions
E. Hashorva
158
4
0
06 Apr 2009
On the residual dependence index of elliptical distributions
On the residual dependence index of elliptical distributions
E. Hashorva
151
35
0
21 Nov 2008