On the extremal dependence coefficient of multivariate distributions

JOURNAL ARTICLE published August 2006 in Statistics & Probability Letters

Authors: Gabriel Frahm

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

Conditional Dependence of Trivariate Generalized Pareto Distributions

JOURNAL ARTICLE published 15 June 2010 in Asian Journal of Mathematics & Statistics

Authors: Diakarya Barro

Multivariate Pareto Distributions

OTHER published 21 April 2000 in Continuous Multivariate Distributions

Conditional Dependence of Trivariate Generalized Pareto Distributions

JOURNAL ARTICLE published 15 April 2009 in Asian Journal of Mathematics & Statistics

Authors: Diakarya Barro

Multivariate weighted distributions: a review and some extensions

JOURNAL ARTICLE published February 2006 in Statistics

Authors: Jorge Navarro | Jose M. Ruiz | Yolanda Del Aguila

Multivariate Burr, Pareto, and Logistic Distributions

OTHER published 23 January 1987 in Multivariate Statistical Simulation

Regime-switching Pareto distributions for ACD models

JOURNAL ARTICLE published December 2006 in Computational Statistics & Data Analysis

Authors: Giovanni De Luca | Paola Zuccolotto

Pareto Distribution

BOOK CHAPTER published 19 June 2006 in Statistics: A Series of Textbooks and Monographs

ON LOCAL DEPENDENCE FUNCTION FOR MULTIVARIATE DISTRIBUTIONS

BOOK CHAPTER published in Multivariate Statistics

Authors: ISMIHAN BAIRAMOV | SAMUEL KOTZ

Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

JOURNAL ARTICLE published 17 December 2014 in Communications in Statistics - Theory and Methods

Authors: Helena Ferreira

Non‐parametric Estimation of Tail Dependence

JOURNAL ARTICLE published June 2006 in Scandinavian Journal of Statistics

Authors: RAFAEL SCHMIDT | ULRICH STADTMÜLLER

Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions

BOOK CHAPTER published 2016 in Springer Proceedings in Mathematics & Statistics

Authors: Ernst August v. Hammerstein

Tail asymptotics of the th convolution of super-exponential distributions

JOURNAL ARTICLE published May 2006 in Statistics & Probability Letters

Authors: A. Nagaev | G. Tsitsiashvili

Multivariate Pareto Distributions

JOURNAL ARTICLE published September 1962 in The Annals of Mathematical Statistics

Authors: K. V. Mardia

On Influence Diagnostics in Multivariate Regression Models under Elliptical Distributions

PROCEEDINGS ARTICLE published October 2006 in Contributions to Probability and Statistics: Applications and Challenges

Authors: Shuangzhe Liu

Multivariate Non-Linear Regression with Applications

BOOK CHAPTER published 2006 in Lecture Notes in Statistics

Authors: Tata Subba Rao | Gyorgy Terdik

Modelling multi-stage processes through multivariate distributions

JOURNAL ARTICLE published March 2006 in Journal of Applied Statistics

Authors: Ashis Sengupta | Fidelis I. Ugwuowo

Quadratic forms of multivariate skew normal-symmetric distributions

JOURNAL ARTICLE published May 2006 in Statistics & Probability Letters

Authors: Wen-Jang Huang | Yan-Hau Chen

APPROXIMATION OF MULTIVARIATE PROBABILITY FUNCTIONS BY EMPIRICAL MARGINAL DISTRIBUTIONS AND DEPENDENCE MEASURES

BOOK CHAPTER published in Multivariate Statistics

Authors: E.-M. TIIT | M. VÄHI