Cover Image

Asymptotic independence in higher dimensions and its implications on risk management

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Das, Bikramjit, Fasen-Hartmann, Vicky
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Primary 62H05, 62H20, 62E20, Secondary 62G32, 62P05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

Measuring risk contagion in financial networks with CoVaR
by: Das, Bikramjit, et al.
Published: (2023)

Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)

Mixed orthogonality graphs for continuous-time stationary processes
by: Fasen-Hartmann, Vicky, et al.
Published: (2023)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)

Semiparametric copula-based quantile regression for semicontinuous outcomes with application to healthcare data
by: Lyu, Guanjie, et al.
Published: (2026)

Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)

Partial correlation graphs for continuous-parameter time series
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)

Estimation of Shannon differential entropy: An extensive comparative review
by: Madukaife, Mbanefo S., et al.
Published: (2024)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)

Spatio-temporal patterns of diurnal temperature: a random matrix approach I-case of India
by: Bhattacharjee, Madhuchhanda, et al.
Published: (2024)

Eliciting core spatial association from spatial time series: a random matrix approach
by: Bhattacharjee, Madhuchhanda, et al.
Published: (2026)

The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)

Lancaster correlation -- a new dependence measure linked to maximum correlation
by: Holzmann, Hajo, et al.
Published: (2023)

On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)

Estimation of the number of principal components in high-dimensional multivariate extremes
by: Butsch, Lucas, et al.
Published: (2025)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
by: Belzile, Léo R., et al.
Published: (2022)

Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions
by: Bagyan, Armine, et al.
Published: (2024)

Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)

Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)

Two approaches to multiple canonical correlation analysis for repeated measures data
by: Górecki, Tomasz, et al.
Published: (2025)

How should we aggregate ratings? Accounting for personal rating scales via Wasserstein barycenters
by: Raban, Daniel
Published: (2024)

Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
by: Cai, Zhijun, et al.
Published: (2026)

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)

Asymptotically efficient estimation under local constraint in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2024)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
by: Levine, Michael, et al.
Published: (2023)

Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
by: Cattaneo, Matias D., et al.
Published: (2025)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)

Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
by: Kaiser, Henrik, et al.
Published: (2025)

Mixed orthogonality graphs for continuous-time state space models and orthogonal projections
by: Fasen-Hartmann, Vicky, et al.
Published: (2023)

Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)

Location and association measures for interval-valued data based on Mallows' distance
by: Oliveira, M. Rosário, et al.
Published: (2024)

Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)

Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)

A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)

Principal Curves In Metric Spaces And The Space Of Probability Measures
by: Warren, Andrew, et al.
Published: (2025)

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)