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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Outliers"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariate distribution"
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Outliers
Multivariate distribution
96
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95
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39
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39
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22
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Hou, Yanxi
2
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1
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ECONIS (ZBW)
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1
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
2
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
3
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
4
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
Saved in:
5
On a bivariate copula with both upper and lower full-range tail dependence
Hua, Lei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 94-104
Persistent link: https://www.econbiz.de/10011702049
Saved in:
6
Tail dependence of the Gaussian copula revisited
Furman, Edward
;
Kuznetsov, Alexey
;
Su, Jianxi
;
Zitikis, …
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
Saved in:
7
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
8
Quantifying the risk using copulae with nonparametric marginals
Bolancé, Catalina
;
Bahroui, Zuhair
;
Artís Ortuño, Manuel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010437637
Saved in:
9
Distorted mix method for constructing copulas with tail dependence
Li, Lujun
;
Yuen, K. C.
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010402723
Saved in:
10
Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe
;
Goegebeur, Yuri
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
Saved in:
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