On the public citation graph

On Tail Dependence Parameters for Non-Continuous and Autocorrelated Margins

0 signed · 12 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-3-0348-6336-0openalex-snapshot

Statistical Analysis of Extreme Values

inferredcites →https://doi.org/10.1007/s001860200191openalex-snapshot

Tail dependence for elliptically contoured distributions

inferredcites →https://doi.org/10.1007/s11009-017-9592-1openalex-snapshot

Operator Tail Dependence of Copulas

inferredcites →https://doi.org/10.1007/s13385-019-00197-yopenalex-snapshot

Bivariate regular variation among randomly weighted sums in general insurance

inferredcites →https://doi.org/10.1016/j.insmatheco.2006.08.004openalex-snapshot

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

inferredcites →https://doi.org/10.1016/j.spl.2024.110307openalex-snapshot

The heavy-tail behavior of the difference of two dependent random variables

inferredcites →https://doi.org/10.1093/jrsssb/qkae030openalex-snapshot

Statistical inference for multivariate extremes via a geometric approach

inferredcites →https://doi.org/10.1111/1467-9868.00080openalex-snapshot

Modelling Dependence within Joint Tail Regions

inferredcites →https://doi.org/10.1201/9780367803896openalex-snapshot

Multivariate Models and Multivariate Dependence Concepts

inferredcites →https://doi.org/10.1201/b17116openalex-snapshot

Dependence Modeling with Copulas

inferredcites →https://doi.org/10.3150/bj/1082380219openalex-snapshot

Bivariate tail estimation: dependence in asymptotic independence

inferredcites →https://doi.org/10.48550/arxiv.2412.18761openalex-snapshot

Tail Dependence of Multivariate Archimedean Copulas

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.