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