Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: Haijun Li | Yannan Sun

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: Haijun Li | Yannan Sun

Orthant tail dependence of multivariate extreme value distributions

JOURNAL ARTICLE published January 2009 in Journal of Multivariate Analysis

Authors: Haijun Li

Properties of tail moments of heavy-tailed distributions

DISSERTATION published

Authors: Saulius Paukštys

Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Aboubacrène Ag Ahmad | El Hadji Deme | Aliou Diop | Stéphane Girard

Conditional tail expectations for multivariate phase-type distributions

JOURNAL ARTICLE published September 2005 in Journal of Applied Probability

Authors: Jun Cai | Haijun Li

Estimation of Tail Indices of Heavy-Tailed Distributions with Application

DISSERTATION published

Authors: Amenah AL-Najafi

Convolutions of Long-Tailed and Subexponential Distributions

JOURNAL ARTICLE published September 2009 in Journal of Applied Probability

Authors: Sergey Foss | Dmitry Korshunov | Stan Zachary

Tail behavior of negatively associated heavy-tailed sums

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Jaap Geluk | Kai W. Ng

On the foundations of multivariate heavy-tail analysis

JOURNAL ARTICLE published 2004 in Journal of Applied Probability

Authors: Sidney Resnick

On the joint tail behavior of randomly weighted sums of heavy-tailed random variables

JOURNAL ARTICLE published March 2018 in Journal of Multivariate Analysis

Research funded by National Natural Science Foundation of China (11371020)

Authors: Jinzhu Li

From the central limit theorem to heavy-tailed distributions

JOURNAL ARTICLE published September 2003 in Journal of Applied Probability

Authors: Jinwen Chen

Long Range Dependence in Heavy Tailed Stochastic Processes

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: BORJANA RACHEVA-IOTOVA | GENNADY SAMORODNITSKY

Box–Cox transformations and heavy-tailed distributions

JOURNAL ARTICLE published 2004 in Journal of Applied Probability

Authors: Jef L. Teugels | Giovanni Vanroelen

Characterizing Heavy-Tailed Distributions Induced by Retransmissions

JOURNAL ARTICLE published March 2013 in Advances in Applied Probability

Authors: Predrag R. Jelenković | Jian Tan

Gamma shape mixtures for heavy-tailed distributions

JOURNAL ARTICLE published 1 June 2008 in The Annals of Applied Statistics

Authors: Sergio Venturini | Francesca Dominici | Giovanni Parmigiani

Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims

JOURNAL ARTICLE published June 2015 in Methodology and Computing in Applied Probability

Authors: Xiaohu Li | Jintang Wu | Jinsen Zhuang

On Large Deviations of Multivariate Heavy-Tailed Random Walks

JOURNAL ARTICLE published March 2009 in Journal of Theoretical Probability

Authors: Harri Nyrhinen

Orderings for Positive Dependence on Multivariate Empirical Distributions

JOURNAL ARTICLE published 1 November 1993 in The Annals of Applied Probability

Authors: Magdy H. Metry | Allan R. Sampson

Long range dependence of heavy-tailed random functions

JOURNAL ARTICLE published September 2021 in Journal of Applied Probability

Authors: Rafal Kulik | Evgeny Spodarev