Cover Image

Tail Dependence of Multivariate Archimedean Copulas

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Li, Haijun
Format:	Preprint
Published:	2024
Subjects:	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)

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

Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
by: Arab, Idir, et al.
Published: (2026)

Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
by: Wang, Kai, et al.
Published: (2024)

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

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

Toward a Hazard Rate Framework for Regular and Rapid Variation
by: Li, Haijun
Published: (2025)

Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
by: Blanchet, Jose, et al.
Published: (2025)

Multivariate Self-Exciting Processes with Dependencies
by: Hillairet, Caroline, et al.
Published: (2025)

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

On Sharpest Tail Bounds for Functions of Tail Bounded Random Variables
by: Harrison, Stephen Jordan
Published: (2026)

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

The Non-Gaussian Weak-Lensing Likelihood: A Multivariate Copula Construction and Impact on Cosmological Constraints
by: Oehl, Veronika, et al.
Published: (2026)

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

Non-Archimedean GUE corners and Hecke modules
by: Shen, Jiahe, et al.
Published: (2024)

Strongly Tail-Optimal Scheduling in the Light-Tailed M/G/1
by: Yu, George, et al.
Published: (2024)

Tail Bounds via Southwest Boundary
by: Harrison, Stephen Jordan
Published: (2026)

Elementary Tail Bounds on the Hypergeometric Distribution
by: Mannalath, Vaisakh, et al.
Published: (2025)

Quantifying Multivariate Graph Dependencies: Theory and Estimation for Multiplex Graphs
by: Skeja, Anda, et al.
Published: (2024)

A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
by: Milek, Janusz
Published: (2026)

Multivariate CLT for critical points
by: Azaïs, Jean-Marc, et al.
Published: (2024)

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

SPLIT: SymPathy for Large jobs Improves Tail latency
by: Li, Zhouzi, et al.
Published: (2026)

Tail behavior of randomly weighted sums with interdependent summands
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Exact Simulation for Multivariate Itô Diffusions
by: Blanchet, Jose, et al.
Published: (2017)

Tail estimates for the stationary stochastic six vertex model and ASEP
by: Landon, Benjamin, et al.
Published: (2023)

Tail distributions of cover times of once-reinforced random walks
by: Huang, Xiangyu, et al.
Published: (2025)

Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
by: Wang, Xingyu, et al.
Published: (2023)

Multivariate strong subexponential distributions: properties and applications
by: Passalidis, Charalampos D.
Published: (2025)

On Iterated Lorenz Curves with Applications: The Multivariate Case
by: Yordanov, Vilimir
Published: (2025)

Copula-based analytical results of horizontal visibility graphs for correlated time series
by: Lee, Jeong-Min, et al.
Published: (2025)

Extension of the Risk Model From a Hawkes Variable Memory Process via the Spearman Copula
by: Souleymane Badini, et al.
Published: (2026)

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process
by: Chen, Xinxin, et al.
Published: (2025)

Tail probability of maximal displacement in critical and subcritical branching stable processes
by: Hou, Haojie, et al.
Published: (2025)

Tail asymptotics and precise large deviations for some Poisson cluster processes
by: Baeriswyl, Fabien, et al.
Published: (2023)

First-Exit Time Analysis for Truncated Heavy-Tailed Dynamical Systems
by: Wang, Xingyu, et al.
Published: (2026)

Copula-based analysis of the autocorrelation function for simple temporal networks
by: Jo, Hang-Hyun
Published: (2022)

Tails of extinction time and maximal displacement for critical branching killed Lévy process
by: Hou, Haojie, et al.
Published: (2024)

On the Simulation of General Multivariate Gamma Distributions using Dickman Approximations
by: Grabchak, Michael, et al.
Published: (2024)

Fluctuations and Long-Time Stability of Multivariate Ensemble Kalman Filters
by: Del Moral, Pierre, et al.
Published: (2026)