Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Dependence function"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
stable tail dependence function
13
Multivariate Verteilung
10
Multivariate distribution
10
Statistical distribution
10
Statistische Verteilung
10
multivariate extreme values
9
Ausreißer
8
Estimation theory
8
Outliers
8
Schätztheorie
8
dependence function
7
Risikomaß
6
Risk measure
6
decomposition of tail dependence
6
subsample bootstrap
6
tail correlation
6
Pickands dependence function
5
Bahadur efficiency
3
Copula
3
Dependence function
3
Kac empirical process
3
Risk management
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
decomposition of multivariate tail dependence
3
extreme dependence modeling
3
multivariate extremes
3
tail dependence function
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Brown-resnick process
2
Correlation
2
Kiefer-Müller process
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Probability theory
2
Stable tail dependence function
2
more ...
less ...
Online availability
All
Undetermined
20
Free
17
Type of publication
All
Article
20
Book / Working Paper
18
Type of publication (narrower categories)
All
Working Paper
12
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Language
All
English
20
Undetermined
18
Author
All
Bormann, Carsten
9
Schaumburg, Julia
9
Schienle, Melanie
9
Klüppelberg, Claudia
3
Kuhn, Gabriel
3
Einmahl, John H. J.
2
Hsing, Tailen
2
Kiriliouk, Anna
2
Segers, J.
2
Segers, Johan
2
Barakat, H.
1
Beghin, L.
1
Beghin, Luisa
1
Begin, L.
1
Chang, Meng-Shiuh
1
Charpentier, A.
1
Drees, Holger
1
Einmahl, John
1
Falk, Michael
1
Fils-Villetard, A.
1
Fougères, A.-L.
1
Fougères, Anne-Laure
1
Frick, Melanie
1
Genest, C.
1
Goegebeur, Yuri
1
Guillou, A.
1
Guillou, Armelle
1
Gupta, Ramesh
1
Held, Leonhard
1
Hofert, Marius
1
Huang, Xin
1
Kato, Shogo
1
Kiriliouk, A.
1
Koike, Takaaki
1
Kolev, Nikolai
1
Krajina, A.
1
Krajina, Andrea
1
Ledwina, Teresa
1
Li, Lujun
1
Mercadier, Cécile
1
more ...
less ...
Institution
All
Tilburg University, Center for Economic Research
2
Graduate School of Economics and Business Administration, Hokkaido University
1
International Centre for Economic Research (ICER)
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
Published in...
All
Journal of Multivariate Analysis
7
Discussion Paper
4
Annals of the Institute of Statistical Mathematics
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion paper / Center for Economic Research, Tilburg University
2
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Discussion paper / Tinbergen Institute
1
Discussion paper series. A
1
ICER Working Papers
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
KIT Working Paper Series in Economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Metrika
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
SFB 649 discussion paper
1
Statistical Inference for Stochastic Processes
1
Statistical Methods and Applications
1
Statistical Papers / Springer
1
Statistics & Probability Letters
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Working paper series in economics
1
more ...
less ...
Source
All
RePEc
20
ECONIS (ZBW)
11
EconStor
7
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic subadditivity/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
2
Measuring non-exchangeable tail dependence using tail copulas
Koike, Takaaki
;
Kato, Shogo
;
Hofert, Marius
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 466-487
Persistent link: https://www.econbiz.de/10014320337
Saved in:
3
Beyond dimension two: A test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
-
2016
based on a decomposition of the stable tail
dependence
function
describing multivariate tail dependence. The asymptotic …
Persistent link: https://www.econbiz.de/10011414987
Saved in:
4
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
5
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
-
2016
based on a decomposition of the stable tail
dependence
function
describing multivariate tail dependence. The asymptotic …
Persistent link: https://www.econbiz.de/10011414706
Saved in:
6
Validation of association
Ćmiel, Bogdan
;
Ledwina, Teresa
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 55-67
Persistent link: https://www.econbiz.de/10012241981
Saved in:
7
Robust estimation of the Pickands
dependence
function
under random right censoring
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 101-114
Persistent link: https://www.econbiz.de/10012058926
Saved in:
8
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
9
A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
-
2014
than two. Our test statistic is based on a decomposition of the stable tail
dependence
function
, which is standard in …
Persistent link: https://www.econbiz.de/10010377208
Saved in:
10
Beyond dimension two: A test for higher-order tail risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
-
2014
. Our test statistic is based on a decomposition of the stable tail
dependence
function
, which is standard in extreme value …
Persistent link: https://www.econbiz.de/10010427063
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
