Tail Dependence

BOOK CHAPTER published in Statistical Tools for Finance and Insurance

Authors: Rafael Schmidt

Quantile correlation coefficient: a new tail dependence measure

JOURNAL ARTICLE published August 2022 in Statistical Papers

Research funded by National Research Foundation of Korea (2019R1A2C1004679,2021R1F1A1059212)

Authors: Ji-Eun Choi | Dong Wan Shin

Tail dependence coefficient of generalized hyperbolic distribution

JOURNAL ARTICLE published 2017 in Journal of Statistical Theory and Applications

Authors: Mohalilou Aleiyouka | Alexandre Berred | Mohammad Ahsanullah

Clustering of financial instruments using jump tail dependence coefficient

JOURNAL ARTICLE published August 2018 in Statistical Methods & Applications

Authors: Chen Yang | Wenjun Jiang | Jiang Wu | Xin Liu | Zhichuan Li

Asymmetry Properties of the Partial Correlation Coefficient

OTHER published 3 December 2020 in Direction Dependence in Statistical Modeling

Authors: Wolfgang Wiedermann

Estimating Load-Sharing Properties in a Dynamic Reliability System

JOURNAL ARTICLE published March 2005 in Journal of the American Statistical Association

Authors: Paul H Kvam | Edsel A Peña

Estimating a Particular Function of the Multiple Correlation Coefficient

JOURNAL ARTICLE published December 1985 in Journal of the American Statistical Association

Authors: Robb J. Muirhead

Estimating a Particular Function of the Multiple Correlation Coefficient

JOURNAL ARTICLE published December 1985 in Journal of the American Statistical Association

Authors: Robb J. Muirhead

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

JOURNAL ARTICLE published 2 January 2021 in Statistical Theory and Related Fields

Authors: Yongcheng Qi

Robust estimation of the conditional stable tail dependence function

JOURNAL ARTICLE published April 2023 in Annals of the Institute of Statistical Mathematics

Authors: Yuri Goegebeur | Armelle Guillou | Jing Qin

Use of Random Coefficient Model for Fruit Bearing Prediction in Crop Insurance

JOURNAL ARTICLE published 1 August 2005 in Communications for Statistical Applications and Methods

Authors: Heungsun Park | Yong-Bum Jun | Young-Soo Gil

Estimating Risks of Identification Disclosure in Microdata

JOURNAL ARTICLE published December 2005 in Journal of the American Statistical Association

Authors: Jerome P Reiter

Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach

JOURNAL ARTICLE published June 2018 in Annals of the Institute of Statistical Mathematics

Authors: Weihua Zhao | Jianbo Li | Heng Lian

Comparisons between simultaneous and componentwise splines for varying coefficient models

JOURNAL ARTICLE published December 2005 in Annals of the Institute of Statistical Mathematics

Authors: Chin-Tsang Chiang

Some properties of multivariate extreme value distributions and multivariate tail equivalence

JOURNAL ARTICLE published December 1987 in Annals of the Institute of Statistical Mathematics

Authors: Rinya Takahashi

Estimating long-range dependence: finite sample properties and confidence intervals

JOURNAL ARTICLE published September 2002 in Physica A: Statistical Mechanics and its Applications

Authors: Rafał Weron

Estimating Size and Composition of Biological Communities by Modeling the Occurrence of Species

JOURNAL ARTICLE published June 2005 in Journal of the American Statistical Association

Authors: Robert M Dorazio | J. Andrew Royle

Population-Calibrated Gene Characterization

JOURNAL ARTICLE published June 2005 in Journal of the American Statistical Association

Authors: Edwin S Iversen | Sining Chen

On estimating a common multivariate normal mean vector

JOURNAL ARTICLE published December 1985 in Annals of the Institute of Statistical Mathematics

Authors: Wen-Jau Chiou | Arthur Cohen

Estimating population or group sensitivity and its precision from a set of individual d′

JOURNAL ARTICLE published May 2005 in British Journal of Mathematical and Statistical Psychology

Authors: Jian Bi