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Tail dependence for elliptically contoured distributions

✍ Scribed by Rafael Schmidt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Elliptically contoured distributions

✍ Yehoram Gordon 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 368 KB

Multivariate Elliptically Contoured Dist

✍ J. K. Lindsey 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 399 KB

Wang’s capital allocation formula for el

✍ Emiliano A. Valdez; Andrew Chernih 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 206 KB

Non-central Cochran's theorem for ellipt

✍ Fan Jianqing 📂 Article 📅 1986 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 509 KB

On the theory of elliptically contoured

✍ Stamatis Cambanis; Steel Huang; Gordon Simons 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 893 KB

On the Least-Squares Method for Elliptic

✍ Kuritsyn, Yu. G. 📂 Article 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 393 KB