Cover Image

Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Kai, Ling, Chengxiu
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Operator Tail Densities of Multivariate Copulas
by: Li, Haijun
Published: (2025)

Diffusion Models with Heavy-Tailed Targets: Score Estimation and Sampling Guarantees
by: Yu, Yifeng, et al.
Published: (2026)

Tail Bounds for Canonical $U$-Statistics and $U$-Processes with Unbounded Kernels
by: Chakrabortty, Abhishek, et al.
Published: (2025)

A Method For Bounding Tail Probabilities
by: Zlatanov, Nikola
Published: (2024)

Variational Tail Bounds for Norms of Random Vectors and Matrices
by: Bahmani, Sohail
Published: (2025)

Crossing the Kolmogorov-Smirnov Boundary: Exact Tails, Sharp Bounds, and Broken Pivots
by: Cui, Elvis Han, et al.
Published: (2025)

Finite-length Analysis on Tail probability for Markov Chain and Application to Simple Hypothesis Testing
by: Watanabe, Shun, et al.
Published: (2014)

Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy
by: Huang, Zhiyuan, et al.
Published: (2023)

Wasserstein distance in terms of the comonotonicity Copula
by: Abdellatif, Mariem, et al.
Published: (2024)

Sharp Concentration Inequalities: Phase Transition and Mixing of Orlicz Tails with Variance
by: Shen, Yinan, et al.
Published: (2026)

Validity and Power of Heavy-Tailed Combination Tests under Asymptotic Dependence
by: Gui, Lin, et al.
Published: (2025)

A Topological Proof of the Archimedean Axiom for Archimedean Copulas
by: Idowu, Victory
Published: (2025)

Quenched Amplification and Tail Shaping in Networked Systems with Memory and Regime Switching
by: Herrera-Marín, Mauricio
Published: (2026)

Tail-Aware Information-Theoretic Generalization for RLHF and SGLD
by: Zhang, Huiming, et al.
Published: (2026)

Asymptotic Classification Error for Heavy-Tailed Renewal Processes
by: Rong, Xinhui, et al.
Published: (2024)

Copula Entropy: Theory and Applications
by: Ma, Jian
Published: (2025)

Robust Mean Estimation for Optimization: The Impact of Heavy Tails
by: van Parys, Bart P. G., et al.
Published: (2025)

Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas)
by: Pappert, Sven
Published: (2024)

The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
by: Hu, Jiang, et al.
Published: (2025)

New Three Different Generators for Constructing New Three Different Bivariate Copulas
by: Attia, Iman Mohamed
Published: (2025)

Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
by: Blanchet, Jose, et al.
Published: (2025)

Tail-Sensitive KL and Rényi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings
by: Bou-Rabee, Nawaf, et al.
Published: (2026)

Two-Sample Covariance Inference in High-Dimensional Elliptical Models
by: Dörnemann, Nina
Published: (2025)

Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk
by: Gribkova, Nadezhda, et al.
Published: (2026)

The Asymptotics of Wide Remedians
by: Labo, Philip T.
Published: (2024)

Heavy-Tailed NGG Mixture Models
by: Ramirez, Vianey Palacios, et al.
Published: (2022)

Tail Index Estimation for Discrete Heavy-Tailed Distributions
by: Bertail, Patrice, et al.
Published: (2024)

Generalized Taylor's Law for Dependent and Heterogeneous Heavy-Tailed Data
by: Cheng, Pok Him, et al.
Published: (2025)

Asymptotically efficient estimators for tail probabilities of extremals of $β$-Jacobi ensembles
by: Ma, Yutao, et al.
Published: (2024)

Extreme Limit Theory of Competing Risks under Power Normalization
by: Hu, Kaihao, et al.
Published: (2023)

Asymptotic Inference for Exchangeable Gibbs Partitions
by: Koriyama, Takuya
Published: (2025)

Asymptotics for irregularly observed long memory processes
by: Ould-Haye, Mohamedou, et al.
Published: (2024)

Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
by: Pereda, Ana Isabel Castillo
Published: (2026)

Asymptotic analysis of the finite predictor for the fractional Gaussian noise
by: Chigansky, P., et al.
Published: (2025)

Heavy Tailed Homogeneous Structural Causal Models
by: Routh, Vishal, et al.
Published: (2026)

Asymptotic Normality of Subgraph Counts in Sparse Inhomogeneous Random Graphs
by: Chatterjee, Sayak, et al.
Published: (2025)

Tail Dependence of Multivariate Archimedean Copulas
by: Li, Haijun
Published: (2024)

Generating Networks to Target Assortativity via Archimedean Copula Graphons
by: Idowu, Victory
Published: (2025)

Asymptotic mixed normality of maximum likelihood estimator for Ewens--Pitman partition
by: Koriyama, Takuya, et al.
Published: (2022)

On the Square Root of Wishart Matrices: Exact Distributions and Asymptotic Gaussian Behavior
by: Liu, Fengcheng
Published: (2025)