Export 3 results:
Filters: Keyword is intermediate tail dependence [Clear All Filters]
Tail-weighted measures of dependence. Journal of Applied Statistics, 42, pp.614-629., 2015.
Relations between hidden regular variation and the tail order of copulas. Journal of Applied Probability, 51, pp.37-57., 2014.
Strength of tail dependence based on conditional tail expectation. Journal of Multivariate Analysis, 123, pp.143-159., 2014.