Multivariate directional tail-weighted dependence measures-Reference-Cited by-同舟云学术

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Multivariate directional tail-weighted dependence measures

Published:2024-09 Issue: Volume:203 Page:105319
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Li Xiaoting^ORCID,Joe Harry

Funder

NSERC

Publisher

Elsevier BV

Reference22 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insurance Math. Econom.,2009

2. The multivariate skew-normal distribution;Azzalini;Biometrika,1996

3. Financial risk and heavy tails;Bradley,2003

4. An M-estimator for tail dependence in arbitrary dimensions;Einmahl;Ann. Statist.,2012

5. Weak convergence of empirical copula processes;Fermanian;Bernoulli,2004

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence;Entropy;2024-07-19

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