Matches in SemOpenAlex for { <https://semopenalex.org/work/W2046629976> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2046629976 endingPage "155" @default.
- W2046629976 startingPage "143" @default.
- W2046629976 abstract "A notion of higher order tail densities for copulas is introduced using multivariate regular variation of copula densities, and densities of multivariate extremes with various margins can then be studied in a unified fashion. We show that the tail of a multivariate density can be decomposed into the tail density of the underlying copula, coupled with marginal tail transforms of the three types: Fréchet, Gumbel, and Weibull types. We also derive the relation between the tail density and tail order functions of a copula in the context of hidden regular variation. Some illustrative examples are given." @default.
- W2046629976 created "2016-06-24" @default.
- W2046629976 creator A5001225225 @default.
- W2046629976 creator A5074241952 @default.
- W2046629976 date "2015-06-01" @default.
- W2046629976 modified "2023-09-30" @default.
- W2046629976 title "Higher order tail densities of copulas and hidden regular variation" @default.
- W2046629976 cites W1749634062 @default.
- W2046629976 cites W1783762153 @default.
- W2046629976 cites W1966356699 @default.
- W2046629976 cites W1970867543 @default.
- W2046629976 cites W1972870850 @default.
- W2046629976 cites W1989948625 @default.
- W2046629976 cites W1997182029 @default.
- W2046629976 cites W2008305541 @default.
- W2046629976 cites W2051640039 @default.
- W2046629976 cites W2083899010 @default.
- W2046629976 cites W2085612082 @default.
- W2046629976 cites W2087692025 @default.
- W2046629976 cites W2092918649 @default.
- W2046629976 cites W2114336414 @default.
- W2046629976 cites W2120238068 @default.
- W2046629976 cites W2121864813 @default.
- W2046629976 cites W2122861691 @default.
- W2046629976 cites W2129995017 @default.
- W2046629976 cites W2142012965 @default.
- W2046629976 cites W2165935095 @default.
- W2046629976 cites W2170276199 @default.
- W2046629976 cites W2185395673 @default.
- W2046629976 cites W2267790470 @default.
- W2046629976 cites W2798180542 @default.
- W2046629976 cites W2799137445 @default.
- W2046629976 cites W3100486754 @default.
- W2046629976 cites W602946569 @default.
- W2046629976 doi "https://doi.org/10.1016/j.jmva.2014.12.010" @default.
- W2046629976 hasPublicationYear "2015" @default.
- W2046629976 type Work @default.
- W2046629976 sameAs 2046629976 @default.
- W2046629976 citedByCount "10" @default.
- W2046629976 countsByYear W20466299762016 @default.
- W2046629976 countsByYear W20466299762017 @default.
- W2046629976 countsByYear W20466299762018 @default.
- W2046629976 countsByYear W20466299762019 @default.
- W2046629976 countsByYear W20466299762020 @default.
- W2046629976 countsByYear W20466299762021 @default.
- W2046629976 crossrefType "journal-article" @default.
- W2046629976 hasAuthorship W2046629976A5001225225 @default.
- W2046629976 hasAuthorship W2046629976A5074241952 @default.
- W2046629976 hasBestOaLocation W20466299761 @default.
- W2046629976 hasConcept C10138342 @default.
- W2046629976 hasConcept C105795698 @default.
- W2046629976 hasConcept C121332964 @default.
- W2046629976 hasConcept C121864883 @default.
- W2046629976 hasConcept C149782125 @default.
- W2046629976 hasConcept C161584116 @default.
- W2046629976 hasConcept C162324750 @default.
- W2046629976 hasConcept C17618745 @default.
- W2046629976 hasConcept C182306322 @default.
- W2046629976 hasConcept C2777606061 @default.
- W2046629976 hasConcept C2778334786 @default.
- W2046629976 hasConcept C33923547 @default.
- W2046629976 hasConcept C44870925 @default.
- W2046629976 hasConceptScore W2046629976C10138342 @default.
- W2046629976 hasConceptScore W2046629976C105795698 @default.
- W2046629976 hasConceptScore W2046629976C121332964 @default.
- W2046629976 hasConceptScore W2046629976C121864883 @default.
- W2046629976 hasConceptScore W2046629976C149782125 @default.
- W2046629976 hasConceptScore W2046629976C161584116 @default.
- W2046629976 hasConceptScore W2046629976C162324750 @default.
- W2046629976 hasConceptScore W2046629976C17618745 @default.
- W2046629976 hasConceptScore W2046629976C182306322 @default.
- W2046629976 hasConceptScore W2046629976C2777606061 @default.
- W2046629976 hasConceptScore W2046629976C2778334786 @default.
- W2046629976 hasConceptScore W2046629976C33923547 @default.
- W2046629976 hasConceptScore W2046629976C44870925 @default.
- W2046629976 hasFunder F4320306076 @default.
- W2046629976 hasLocation W20466299761 @default.
- W2046629976 hasOpenAccess W2046629976 @default.
- W2046629976 hasPrimaryLocation W20466299761 @default.
- W2046629976 hasRelatedWork W1552518416 @default.
- W2046629976 hasRelatedWork W2027141038 @default.
- W2046629976 hasRelatedWork W2114336414 @default.
- W2046629976 hasRelatedWork W222700272 @default.
- W2046629976 hasRelatedWork W2279180773 @default.
- W2046629976 hasRelatedWork W2362429250 @default.
- W2046629976 hasRelatedWork W2384729036 @default.
- W2046629976 hasRelatedWork W2607162769 @default.
- W2046629976 hasRelatedWork W2907698882 @default.
- W2046629976 hasRelatedWork W3111592449 @default.
- W2046629976 hasVolume "138" @default.
- W2046629976 isParatext "false" @default.
- W2046629976 isRetracted "false" @default.
- W2046629976 magId "2046629976" @default.
- W2046629976 workType "article" @default.