Quantile curves and dependence structure for bivariate distributions
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 51 (2007)
Issue (Month): 10 (June)
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Web page: http://www.elsevier.com/locate/csda
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- Areski Cousin & Elena Di Bernadino, 2011. "On Multivariate Extensions of Value-at-Risk," Papers 1111.1349, arXiv.org, revised Apr 2013.
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"Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory,"
- Di Bernardino, Elena & Rullière, Didier, 2013. "Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 190-205.
- Berghaus, Betina & Bücher, Axel, 2014. "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, vol. 180(2), pages 117-126.
- Elena Di Bernardino & Didier Rullière, 2012. "Distortions of multivariate risk measures: a level-sets based approach," Working Papers hal-00756387, HAL.
- Elena Di Bernardino & Didier Rullière, 2014. "Estimation of multivariate critical layers: Applications to rainfall data," Working Papers hal-00940089, HAL.
- Elena Di Bernardino & Thomas Laloë & Véronique Maume-Deschamps & Clémentine Prieur, 2013. "Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory," Post-Print hal-00580624, HAL.
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