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Multivariate generalized Pareto distributions

JOURNAL ARTICLE published 1 October 2006 in Bernoulli

Authors: Holger Rootzén | Nader Tajvidi

Orthant tail dependence of multivariate extreme value distributions

JOURNAL ARTICLE published January 2009 in Journal of Multivariate Analysis

Authors: Haijun Li

- Multivariate Pareto distributions

BOOK CHAPTER published 10 March 2015 in Pareto Distributions

Multivariate skew-normal distributions with applications in insurance

JOURNAL ARTICLE published April 2006 in Insurance: Mathematics and Economics

Authors: Raluca Vernic

On the extremal dependence coefficient of multivariate distributions

JOURNAL ARTICLE published August 2006 in Statistics & Probability Letters

Authors: Gabriel Frahm

Tail dependence for multivariate t -copulas and its monotonicity

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Yin Chan | Haijun Li

Tail dependence coefficients of multivariate elliptical distributions

PROCEEDINGS ARTICLE published July 2011 in 2011 International Conference on Multimedia Technology

Final Report for the ?WSU Neutron Capture Therapy Facility Support?

REPORT published 24 August 2006

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

GRANT published

Multivariate directional tail-weighted dependence measures

JOURNAL ARTICLE published April 2024 in Journal of Multivariate Analysis

Research funded by NSERC (GR010293)

Authors: Xiaoting Li | Harry Joe

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

Pareto Distribution

BOOK CHAPTER published 19 June 2006 in Handbook of Statistical Distributions with Applications

On probabilities in certain multivariate distributions: their dependence on correlations

JOURNAL ARTICLE published 1973 in Applications of Mathematics

Authors: Zbyněk Šidák

Multivariate Pareto Distributions

OTHER published 21 April 2000 in Continuous Multivariate Distributions

Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions

JOURNAL ARTICLE published May 2013 in Journal of Multivariate Analysis

Authors: Paul Ressel

General Theory of Multivariate Distributions

OTHER published 21 July 2006 in Linear Model Theory

A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics

JOURNAL ARTICLE published 21 October 2017 in Scandinavian Actuarial Journal

Authors: Harrie Hendriks | Zinoviy Landsman

Tail densities of skew-elliptical distributions

JOURNAL ARTICLE published May 2019 in Journal of Multivariate Analysis

Research funded by Shell United States (DMS 1007556) | Natural Sciences and Engineering Research Council of Canada (8698)

Authors: Harry Joe | Haijun Li

Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

JOURNAL ARTICLE published 28 May 2008 in Communications in Statistics - Theory and Methods

Authors: Haijun Li