Hashorva, Enkelejd; Padoan, Simone A.; Rizzelli, Stefano Multivariate extremes over a random number of observations. (English) Zbl 07396646 Scand. J. Stat. 48, No. 3, 845-880 (2021). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Scand. J. Stat. 48, No. 3, 845--880 (2021; Zbl 07396646) Full Text: DOI OpenURL
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. (English) Zbl 07394086 Bernoulli 27, No. 4, 2217-2240 (2021). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{T. M. Kasper} et al., Bernoulli 27, No. 4, 2217--2240 (2021; Zbl 07394086) Full Text: DOI OpenURL
Genest, Christian; Jaworski, Piotr On the class of bivariate Archimax copulas under constraints. (English) Zbl 1467.62074 Fuzzy Sets Syst. 415, 37-53 (2021). MSC: 62H05 PDF BibTeX XML Cite \textit{C. Genest} and \textit{P. Jaworski}, Fuzzy Sets Syst. 415, 37--53 (2021; Zbl 1467.62074) Full Text: DOI OpenURL
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for ruin probabilities of a discrete-time risk model under double dependence structures and numerical simulations. (Chinese. English summary) Zbl 07365848 Adv. Math., Beijing 50, No. 2, 290-302 (2021). MSC: 62P05 91G05 91G70 62G32 PDF BibTeX XML Cite \textit{H. Jing} et al., Adv. Math., Beijing 50, No. 2, 290--302 (2021; Zbl 07365848) Full Text: DOI OpenURL
De Luca, Giovanni; Zuccolotto, Paola Regime dependent interconnectedness among fuzzy clusters of financial time series. (English) Zbl 07363876 Adv. Data Anal. Classif., ADAC 15, No. 2, 315-336 (2021). MSC: 62H30 62M10 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Adv. Data Anal. Classif., ADAC 15, No. 2, 315--336 (2021; Zbl 07363876) Full Text: DOI OpenURL
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDF BibTeX XML Cite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI OpenURL
Simpson, Emma S.; Wadsworth, Jennifer L.; Tawn, Jonathan A. A geometric investigation into the tail dependence of vine copulas. (English) Zbl 1467.62079 J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021). MSC: 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{E. S. Simpson} et al., J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021; Zbl 1467.62079) Full Text: DOI OpenURL
Huser, Raphaël; Opitz, Thomas; Thibaud, Emeric Max-infinitely divisible models and inference for spatial extremes. (English) Zbl 1467.62167 Scand. J. Stat. 48, No. 1, 321-348 (2021). MSC: 62P12 60G52 62G08 62G32 62M30 PDF BibTeX XML Cite \textit{R. Huser} et al., Scand. J. Stat. 48, No. 1, 321--348 (2021; Zbl 1467.62167) Full Text: DOI OpenURL
Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. Estimation and uncertainty quantification for extreme quantile regions. (English) Zbl 1466.62291 Extremes 24, No. 2, 349-375 (2021); erratum ibid. 24, No. 2, 377-378 (2021). MSC: 62G08 62G32 62H12 60F10 62P12 PDF BibTeX XML Cite \textit{B. Beranger} et al., Extremes 24, No. 2, 349--375 (2021; Zbl 1466.62291) Full Text: DOI OpenURL
Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip Basin-wide spatial conditional extremes for severe ocean storms. (English) Zbl 07353325 Extremes 24, No. 2, 241-265 (2021). MSC: 60G70 62F15 62G20 62G32 62H11 62M30 62P12 62P30 62P35 PDF BibTeX XML Cite \textit{R. Shooter} et al., Extremes 24, No. 2, 241--265 (2021; Zbl 07353325) Full Text: DOI OpenURL
Saunders, K. R.; Stephenson, A. G.; Karoly, D. J. A regionalisation approach for rainfall based on extremal dependence. (English) Zbl 07353324 Extremes 24, No. 2, 215-240 (2021). MSC: 60G70 62P12 62G32 62D05 PDF BibTeX XML Cite \textit{K. R. Saunders} et al., Extremes 24, No. 2, 215--240 (2021; Zbl 07353324) Full Text: DOI OpenURL
Rohrbeck, Christian; Simpson, Emma S.; Towe, Ross P. A spatio-temporal model for Red Sea surface temperature anomalies. (English) Zbl 1466.62425 Extremes 24, No. 1, 129-144 (2021). MSC: 62P12 62G32 62H11 62M30 60F10 60G15 PDF BibTeX XML Cite \textit{C. Rohrbeck} et al., Extremes 24, No. 1, 129--144 (2021; Zbl 1466.62425) Full Text: DOI OpenURL
Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 07345052 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 07345052) Full Text: DOI OpenURL
Wang, Zhuo; Jiang, Yujing; Wan, Hui; Yan, Jun; Zhang, Xuebin Toward optimal fingerprinting in detection and attribution of changes in climate extremes. (English) Zbl 1457.62149 J. Am. Stat. Assoc. 116, No. 533, 1-13 (2021). MSC: 62G32 62M30 62P12 PDF BibTeX XML Cite \textit{Z. Wang} et al., J. Am. Stat. Assoc. 116, No. 533, 1--13 (2021; Zbl 1457.62149) Full Text: DOI OpenURL
Siburg, Karl Friedrich; Strothmann, Christopher A Markov product for tail dependence functions. (English) Zbl 07318531 J. Math. Anal. Appl. 498, No. 2, Article ID 124942, 29 p. (2021). MSC: 11Nxx 26-XX 26Axx 11Kxx PDF BibTeX XML Cite \textit{K. F. Siburg} and \textit{C. Strothmann}, J. Math. Anal. Appl. 498, No. 2, Article ID 124942, 29 p. (2021; Zbl 07318531) Full Text: DOI OpenURL
Salazar Flores, Yuri; Díaz Hernández, Adán Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach. (English) Zbl 1464.62286 J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021). MSC: 62H05 62G05 62G32 62M10 60F10 60G55 62P05 PDF BibTeX XML Cite \textit{Y. Salazar Flores} and \textit{A. Díaz Hernández}, J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021; Zbl 1464.62286) Full Text: DOI OpenURL
Lai, Wing-Choong; Goh, Kim-Leng Copulas and tail dependence in finance. (English) Zbl 1455.62200 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499-2524 (2021). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{W.-C. Lai} and \textit{K.-L. Goh}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499--2524 (2021; Zbl 1455.62200) Full Text: DOI OpenURL
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng Simultaneously capturing multiple dependence features in bank risk integration: a mixture copula framework. (English) Zbl 1454.91334 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1485-1518 (2021). MSC: 91G40 62P05 62H05 PDF BibTeX XML Cite \textit{X. Zhu} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1485--1518 (2021; Zbl 1454.91334) Full Text: DOI OpenURL
Segers, Johan One- versus multi-component regular variation and extremes of Markov trees. (English) Zbl 07378187 Adv. Appl. Probab. 52, No. 3, 855-878 (2020). MSC: 60G70 62G32 62H12 PDF BibTeX XML Cite \textit{J. Segers}, Adv. Appl. Probab. 52, No. 3, 855--878 (2020; Zbl 07378187) Full Text: DOI OpenURL
Aldhufairi, Fadal A. A.; Sepanski, Jungsywan H. New families of bivariate copulas via unit Weibull distortion. (English) Zbl 07371697 J. Stat. Distrib. Appl. 7, Paper No. 8, 20 p. (2020). MSC: 62H05 62H10 60E05 PDF BibTeX XML Cite \textit{F. A. A. Aldhufairi} and \textit{J. H. Sepanski}, J. Stat. Distrib. Appl. 7, Paper No. 8, 20 p. (2020; Zbl 07371697) Full Text: DOI OpenURL
Scheffer, Marcus; Weiß, Gregor N. F. Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk. (English) Zbl 1466.91317 Quant. Finance 20, No. 3, 425-446 (2020). MSC: 91G15 91G45 62P05 62H05 PDF BibTeX XML Cite \textit{M. Scheffer} and \textit{G. N. F. Weiß}, Quant. Finance 20, No. 3, 425--446 (2020; Zbl 1466.91317) Full Text: DOI OpenURL
Shiryaeva, L. K. On tail dependence for three-parameter Grubbs’ copula. (English. Russian original) Zbl 1466.62329 Russ. Math. 64, No. 12, 46-66 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 12, 51-73 (2020). MSC: 62H05 62G30 PDF BibTeX XML Cite \textit{L. K. Shiryaeva}, Russ. Math. 64, No. 12, 46--66 (2020; Zbl 1466.62329); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 12, 51--73 (2020) Full Text: DOI OpenURL
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. Lorenz-generated bivariate Archimedean copulas. (English) Zbl 1457.62156 Depend. Model. 8, 186-209 (2020). MSC: 62H05 62H10 62G30 60E15 PDF BibTeX XML Cite \textit{A. Fontanari} et al., Depend. Model. 8, 186--209 (2020; Zbl 1457.62156) Full Text: DOI OpenURL
Ferreira, Helena; Ferreira, Marta Dissecting the multivariate extremal index and tail dependence. (English) Zbl 1457.60076 REVSTAT 18, No. 4, 501-520 (2020). MSC: 60G70 PDF BibTeX XML Cite \textit{H. Ferreira} and \textit{M. Ferreira}, REVSTAT 18, No. 4, 501--520 (2020; Zbl 1457.60076) Full Text: Link OpenURL
Sepanski, Jungsywan H. A note on distortion effects on the strength of bivariate copula tail dependence. (English) Zbl 1456.62096 Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{J. H. Sepanski}, Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020; Zbl 1456.62096) Full Text: DOI OpenURL
Sun, Ning; Yang, Chen; Zitikis, Ričardas A statistical methodology for assessing the maximal strength of tail dependence. (English) Zbl 1459.62074 ASTIN Bull. 50, No. 3, 799-825 (2020). MSC: 62G32 62H05 60G70 PDF BibTeX XML Cite \textit{N. Sun} et al., ASTIN Bull. 50, No. 3, 799--825 (2020; Zbl 1459.62074) Full Text: DOI OpenURL
Simpson, E. S.; Wadsworth, J. L.; Tawn, J. A. Determining the dependence structure of multivariate extremes. (English) Zbl 1451.62059 Biometrika 107, No. 3, 513-532 (2020). MSC: 62H12 62G32 62P12 86A05 PDF BibTeX XML Cite \textit{E. S. Simpson} et al., Biometrika 107, No. 3, 513--532 (2020; Zbl 1451.62059) Full Text: DOI OpenURL
Gregory, Alastair; Jana, Kaushik Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams. (English) Zbl 07260661 Stat. Anal. Data Min. 13, No. 1, 14-30 (2020). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{A. Gregory} and \textit{K. Jana}, Stat. Anal. Data Min. 13, No. 1, 14--30 (2020; Zbl 07260661) Full Text: DOI OpenURL
Mai, Jan-Frederik; Scherer, Matthias On the structure of exchangeable extreme-value copulas. (English) Zbl 1453.60042 J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020). MSC: 60E07 62G32 62H05 65C10 PDF BibTeX XML Cite \textit{J.-F. Mai} and \textit{M. Scherer}, J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020; Zbl 1453.60042) Full Text: DOI OpenURL
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. (English) Zbl 1447.62052 Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020). MSC: 62G32 62E20 60F10 PDF BibTeX XML Cite \textit{R. Li} et al., Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020; Zbl 1447.62052) Full Text: DOI OpenURL
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI OpenURL
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 PDF BibTeX XML Cite \textit{M. Boutahar} et al., Lith. Math. J. 60, No. 2, 129--146 (2020; Zbl 1443.62127) Full Text: DOI OpenURL
Shyamalkumar, Nariankadu D.; Tao, Siyang On tail dependence matrices. The realization problem for parametric families. (English) Zbl 1445.62127 Extremes 23, No. 2, 245-285 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H20 62H05 60G70 68Q17 62-08 PDF BibTeX XML Cite \textit{N. D. Shyamalkumar} and \textit{S. Tao}, Extremes 23, No. 2, 245--285 (2020; Zbl 1445.62127) Full Text: DOI OpenURL
Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing Robust nonparametric estimation of the conditional tail dependence coefficient. (English) Zbl 1441.62141 J. Multivariate Anal. 178, Article ID 104607, 19 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62H12 62G32 62G35 62P12 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., J. Multivariate Anal. 178, Article ID 104607, 19 p. (2020; Zbl 1441.62141) Full Text: DOI OpenURL
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Bias correction in conditional multivariate extremes. (English) Zbl 1439.62120 Electron. J. Stat. 14, No. 1, 1773-1795 (2020). MSC: 62G32 62H12 62G05 62G20 62L20 60F05 60G70 62P12 PDF BibTeX XML Cite \textit{M. Escobar-Bach} et al., Electron. J. Stat. 14, No. 1, 1773--1795 (2020; Zbl 1439.62120) Full Text: DOI Euclid OpenURL
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor A comparison of tail dependence estimators. (English) Zbl 1441.62267 Eur. J. Oper. Res. 284, No. 2, 728-742 (2020). MSC: 62P05 62H05 91G30 PDF BibTeX XML Cite \textit{H. Supper} et al., Eur. J. Oper. Res. 284, No. 2, 728--742 (2020; Zbl 1441.62267) Full Text: DOI OpenURL
Cai, Juan-juan; Musta, Eni Estimation of the marginal expected shortfall under asymptotic independence. (English) Zbl 1444.62071 Scand. J. Stat. 47, No. 1, 56-83 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62P12 PDF BibTeX XML Cite \textit{J.-j. Cai} and \textit{E. Musta}, Scand. J. Stat. 47, No. 1, 56--83 (2020; Zbl 1444.62071) Full Text: DOI OpenURL
Nasri, Bouchra R. On non-central squared copulas. (English) Zbl 1440.62189 Stat. Probab. Lett. 161, Article ID 108704, 10 p. (2020). MSC: 62H05 62H12 PDF BibTeX XML Cite \textit{B. R. Nasri}, Stat. Probab. Lett. 161, Article ID 108704, 10 p. (2020; Zbl 1440.62189) Full Text: DOI OpenURL
Mai, Jan-Frederik Canonical spectral representation for exchangeable max-stable sequences. (English) Zbl 1457.60053 Extremes 23, No. 1, 151-169 (2020). MSC: 60G09 60G70 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai}, Extremes 23, No. 1, 151--169 (2020; Zbl 1457.60053) Full Text: DOI OpenURL
Leonelli, Manuele; Gamerman, Dani Semiparametric bivariate modelling with flexible extremal dependence. (English) Zbl 1436.62176 Stat. Comput. 30, No. 2, 221-236 (2020). MSC: 62G32 62H05 62G08 PDF BibTeX XML Cite \textit{M. Leonelli} and \textit{D. Gamerman}, Stat. Comput. 30, No. 2, 221--236 (2020; Zbl 1436.62176) Full Text: DOI OpenURL
Ferreira, M.; Ferreira, H. Tail dependence under sample failures. (English) Zbl 1436.62174 Theory Probab. Appl. 64, No. 4, 636-645 (2020) and Teor. Veroyatn. Primen. 64, No. 4, 798-810 (2019). MSC: 62G32 62M10 60G70 PDF BibTeX XML Cite \textit{M. Ferreira} and \textit{H. Ferreira}, Theory Probab. Appl. 64, No. 4, 636--645 (2020; Zbl 1436.62174) Full Text: DOI OpenURL
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric tail- and range-value-at-risk. (English) Zbl 1431.91441 ASTIN Bull. 50, No. 1, 265-292 (2020). MSC: 91G70 91G05 62P05 PDF BibTeX XML Cite \textit{K. Herrmann} et al., ASTIN Bull. 50, No. 1, 265--292 (2020; Zbl 1431.91441) Full Text: DOI OpenURL
Cooley, D.; Thibaud, E. Decompositions of dependence for high-dimensional extremes. (English) Zbl 1464.62278 Biometrika 106, No. 3, 587-604 (2019). MSC: 62G32 60F10 62P12 62P05 PDF BibTeX XML Cite \textit{D. Cooley} and \textit{E. Thibaud}, Biometrika 106, No. 3, 587--604 (2019; Zbl 1464.62278) Full Text: DOI OpenURL
Tursunalieva, Ainura; Hudson, Irene; Chase, Geoff Copula modelling of nurses’ agitation-sedation rating of ICU patients. (English) Zbl 1445.62292 Nguyen, Hien (ed.), Statistics and data science. Proceedings of the research school on statistics and data science, RSSDS 2019, Melbourne, Australia, July 24–26, 2019. Singapore: Springer. Commun. Comput. Inf. Sci. 1150, 148-161 (2019). MSC: 62P10 62H05 PDF BibTeX XML Cite \textit{A. Tursunalieva} et al., Commun. Comput. Inf. Sci. 1150, 148--161 (2019; Zbl 1445.62292) Full Text: DOI OpenURL
Ressel, Paul Copulas, stable tail dependence functions, and multivariate monotonicity. (English) Zbl 1445.62107 Depend. Model. 7, 247-258 (2019). MSC: 62H05 62H10 60E05 26A48 PDF BibTeX XML Cite \textit{P. Ressel}, Depend. Model. 7, 247--258 (2019; Zbl 1445.62107) Full Text: DOI OpenURL
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. Probability of ruin in discrete insurance risk model with dependent Pareto claims. (English) Zbl 1439.62214 Depend. Model. 7, 215-233 (2019). MSC: 62P05 91B05 62E15 62G32 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Depend. Model. 7, 215--233 (2019; Zbl 1439.62214) Full Text: DOI OpenURL
Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena; Girschig, Côme New copulas based on general partitions-of-unity. III: The continuous case. (English) Zbl 1439.62133 Depend. Model. 7, 181-201 (2019). MSC: 62H05 62H12 62H17 62H20 PDF BibTeX XML Cite \textit{D. Pfeifer} et al., Depend. Model. 7, 181--201 (2019; Zbl 1439.62133) Full Text: DOI OpenURL
Ghalibaf, M. Bolbolian Testing for lower tail dependence in extreme value models. (English) Zbl 07193854 J. Stat. Comput. Simulation 89, No. 13, 2583-2593 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{M. B. Ghalibaf}, J. Stat. Comput. Simulation 89, No. 13, 2583--2593 (2019; Zbl 07193854) Full Text: DOI OpenURL
Lebedev, Alexey V. On the interrelation between dependence coefficients of bivariate extreme value copulas. (English) Zbl 1436.62187 Markov Process. Relat. Fields 25, No. 4, 639-648 (2019). Reviewer: Kurt Marti (München) MSC: 62H05 60G70 62G32 62H20 62N05 PDF BibTeX XML Cite \textit{A. V. Lebedev}, Markov Process. Relat. Fields 25, No. 4, 639--648 (2019; Zbl 1436.62187) OpenURL
Mao, Yanzhu; Wang, Kaiyong Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English) Zbl 1449.91036 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487-490 (2019). MSC: 91B05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Mao} and \textit{K. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487--490 (2019; Zbl 1449.91036) Full Text: DOI OpenURL
Engelke, Sebastian; Opitz, Thomas; Wadsworth, Jennifer Extremal dependence of random scale constructions. (English) Zbl 1427.60097 Extremes 22, No. 4, 623-666 (2019). MSC: 60G70 60E05 62H20 PDF BibTeX XML Cite \textit{S. Engelke} et al., Extremes 22, No. 4, 623--666 (2019; Zbl 1427.60097) Full Text: DOI arXiv OpenURL
Ahmed, Hanan; Einmahl, John H. J. Improved estimation of the extreme value index using related variables. (English) Zbl 1434.62072 Extremes 22, No. 4, 553-569 (2019). MSC: 62G32 62G05 62G20 62P05 60F05 60G70 PDF BibTeX XML Cite \textit{H. Ahmed} and \textit{J. H. J. Einmahl}, Extremes 22, No. 4, 553--569 (2019; Zbl 1434.62072) Full Text: DOI arXiv OpenURL
Martins, A. P.; Sebastião, J. R. Methods for estimating the upcrossings index: improvements and comparison. (English) Zbl 1432.62143 Stat. Pap. 60, No. 4, 1317-1347 (2019). MSC: 62G32 60G70 60F05 60G10 62M10 62P05 PDF BibTeX XML Cite \textit{A. P. Martins} and \textit{J. R. Sebastião}, Stat. Pap. 60, No. 4, 1317--1347 (2019; Zbl 1432.62143) Full Text: DOI OpenURL
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung On additivity of tail comonotonic risks. (English) Zbl 1426.91210 Scand. Actuar. J. 2019, No. 10, 837-866 (2019). MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 10, 837--866 (2019; Zbl 1426.91210) Full Text: DOI OpenURL
Xie, Jiehua; Yang, Jingping; Zhu, Wenhao A family of transformed copulas with a singular component. (English) Zbl 1426.62157 Fuzzy Sets Syst. 354, 20-47 (2019). MSC: 62H05 PDF BibTeX XML Cite \textit{J. Xie} et al., Fuzzy Sets Syst. 354, 20--47 (2019; Zbl 1426.62157) Full Text: DOI OpenURL
Geng, Bingzhen; Ji, Ronglin; Wang, Shijie Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 07113578 J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019). MSC: 60-XX 91-XX PDF BibTeX XML Cite \textit{B. Geng} et al., J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019; Zbl 07113578) Full Text: DOI OpenURL
Zhang, Ting; Li, Feng; Yang, Yang; Lin, Jinguan Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables. (Chinese. English summary) Zbl 1438.62021 Chin. J. Appl. Probab. Stat. 35, No. 1, 39-50 (2019). MSC: 62E20 62P05 91B05 62G32 PDF BibTeX XML Cite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI OpenURL
Bücher, Axel; Volgushev, Stanislav; Zou, Nan On second order conditions in the multivariate block maxima and peak over threshold method. (English) Zbl 1422.62171 J. Multivariate Anal. 173, 604-619 (2019). MSC: 62G32 62H12 PDF BibTeX XML Cite \textit{A. Bücher} et al., J. Multivariate Anal. 173, 604--619 (2019; Zbl 1422.62171) Full Text: DOI arXiv OpenURL
Buhl, Sven; Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina Semiparametric estimation for isotropic max-stable space-time processes. (English) Zbl 1434.62183 Bernoulli 25, No. 4A, 2508-2537 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 60G52 PDF BibTeX XML Cite \textit{S. Buhl} et al., Bernoulli 25, No. 4A, 2508--2537 (2019; Zbl 1434.62183) Full Text: DOI Euclid arXiv OpenURL
Hua, Lei; Polansky, Alan; Pramanik, Paramahansa Assessing bivariate tail non-exchangeable dependence. (English) Zbl 1460.62073 Stat. Probab. Lett. 155, Article ID 108556, 8 p. (2019). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{L. Hua} et al., Stat. Probab. Lett. 155, Article ID 108556, 8 p. (2019; Zbl 1460.62073) Full Text: DOI OpenURL
Huang, Whitney K.; Cooley, Daniel S.; Ebert-Uphoff, Imme; Chen, Chen; Chatterjee, Snigdhansu New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks. (English) Zbl 1426.62349 J. Agric. Biol. Environ. Stat. 24, No. 3, 484-501 (2019). MSC: 62P12 62G32 60G70 86A32 PDF BibTeX XML Cite \textit{W. K. Huang} et al., J. Agric. Biol. Environ. Stat. 24, No. 3, 484--501 (2019; Zbl 1426.62349) Full Text: DOI OpenURL
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDF BibTeX XML Cite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI OpenURL
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 15, No. 2, 481--505 (2019; Zbl 1438.91119) Full Text: DOI OpenURL
Tian, Ding-shi; Cai, Zong-wu; Fang, Ying Econometric modeling of risk measures: a selective review of the recent literature. (English) Zbl 1438.62159 Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 205-228 (2019). MSC: 62M10 62-02 62G08 91B84 91B05 PDF BibTeX XML Cite \textit{D.-s. Tian} et al., Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 205--228 (2019; Zbl 1438.62159) Full Text: DOI OpenURL
Lebedev, A. V. Multivariate extremes of random scores of particles in branching processes with max-linear heredity. (English. Russian original) Zbl 1415.60095 Math. Notes 105, No. 3, 376-384 (2019); translation from Mat. Zametki 105, No. 3, 395-405 (2019); erratum ibid. 107, No. 6, 1046 (2020). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{A. V. Lebedev}, Math. Notes 105, No. 3, 376--384 (2019; Zbl 1415.60095); translation from Mat. Zametki 105, No. 3, 395--405 (2019); erratum ibid. 107, No. 6, 1046 (2019) Full Text: DOI OpenURL
Chen, Lamei; Wang, Kaiyong; Gao, Miaomiao; Dong, Yilun Probability inequalities for sums of WUOD random variables and their applications. (English) Zbl 07082133 J. Math. Inequal. 13, No. 1, 187-203 (2019). MSC: 60E15 60F05 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Math. Inequal. 13, No. 1, 187--203 (2019; Zbl 07082133) Full Text: DOI OpenURL
Chiapino, Maël; Sabourin, Anne; Segers, Johan Identifying groups of variables with the potential of being large simultaneously. (English) Zbl 1420.62226 Extremes 22, No. 2, 193-222 (2019). MSC: 62G32 62H15 PDF BibTeX XML Cite \textit{M. Chiapino} et al., Extremes 22, No. 2, 193--222 (2019; Zbl 1420.62226) Full Text: DOI OpenURL
Krupskii, Pavel; Joe, Harry Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. (English) Zbl 1419.62116 J. Multivariate Anal. 172, 147-161 (2019). MSC: 62G32 62H12 62H05 62P05 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{H. Joe}, J. Multivariate Anal. 172, 147--161 (2019; Zbl 1419.62116) Full Text: DOI OpenURL
Côté, Marie-Pier; Genest, Christian Dependence in a background risk model. (English) Zbl 1419.62295 J. Multivariate Anal. 172, 28-46 (2019). MSC: 62P05 62H05 62H20 91B30 60E05 PDF BibTeX XML Cite \textit{M.-P. Côté} and \textit{C. Genest}, J. Multivariate Anal. 172, 28--46 (2019; Zbl 1419.62295) Full Text: DOI OpenURL
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Robust estimation of the Pickands dependence function under random right censoring. (English) Zbl 1419.62113 Insur. Math. Econ. 87, 101-114 (2019). MSC: 62G32 62G05 62G35 62N01 62P05 62H12 91B30 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 87, 101--114 (2019; Zbl 1419.62113) Full Text: DOI OpenURL
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDF BibTeX XML Cite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv OpenURL
Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman’s rho or Kendall’s tau. (English) Zbl 1418.62224 J. Math. Anal. Appl. 472, No. 1, 920-936 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H05 62H20 62G32 PDF BibTeX XML Cite \textit{N. Kamnitui} et al., J. Math. Anal. Appl. 472, No. 1, 920--936 (2019; Zbl 1418.62224) Full Text: DOI OpenURL
Grigoriu, Mircea PC translation models for random vectors and multivariate extremes. (English) Zbl 1411.60011 SIAM J. Sci. Comput. 41, No. 2, A1228-A1251 (2019). MSC: 60B10 60B12 62H10 62H20 62H86 PDF BibTeX XML Cite \textit{M. Grigoriu}, SIAM J. Sci. Comput. 41, No. 2, A1228--A1251 (2019; Zbl 1411.60011) Full Text: DOI OpenURL
Ilić, Ivana; Veličković, Vladica M. Simple tail index estimation for dependent and heterogeneous data with missing values. (English) Zbl 1414.62420 Braz. J. Probab. Stat. 33, No. 1, 192-203 (2019). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{I. Ilić} and \textit{V. M. Veličković}, Braz. J. Probab. Stat. 33, No. 1, 192--203 (2019; Zbl 1414.62420) Full Text: DOI Euclid OpenURL
Beranger, B.; Padoan, S. A.; Xu, Y.; Sisson, S. A. Extremal properties of the multivariate extended skew-normal distribution. Part B. (English) Zbl 1412.62052 Stat. Probab. Lett. 147, 105-114 (2019). MSC: 62G30 62H10 60E05 62G32 62H05 PDF BibTeX XML Cite \textit{B. Beranger} et al., Stat. Probab. Lett. 147, 105--114 (2019; Zbl 1412.62052) Full Text: DOI OpenURL
Chen, Yang; Yang, Yang; Jiang, Tao Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English) Zbl 1416.91164 J. Math. Anal. Appl. 469, No. 2, 525-536 (2019). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Math. Anal. Appl. 469, No. 2, 525--536 (2019; Zbl 1416.91164) Full Text: DOI OpenURL
Yoshiba, Toshinao Maximum likelihood estimation of skew-\(t\) copulas with its applications to stock returns. (English) Zbl 07192670 J. Stat. Comput. Simulation 88, No. 13, 2489-2506 (2018). MSC: 62E17 62H10 62H20 65C60 PDF BibTeX XML Cite \textit{T. Yoshiba}, J. Stat. Comput. Simulation 88, No. 13, 2489--2506 (2018; Zbl 07192670) Full Text: DOI OpenURL
Durante, Fabrizio; Perrone, Elisa Asymmetric copulas and their application in design of experiments. (English) Zbl 1429.60024 Saminger-Platz, Susanne (ed.) et al., On logical, algebraic, and probabilistic aspects of fuzzy set theory. Cham: Springer. Stud. Fuzziness Soft Comput. 336, 157-172 (2018). MSC: 60E05 60A86 62K05 62K86 PDF BibTeX XML Cite \textit{F. Durante} and \textit{E. Perrone}, Stud. Fuzziness Soft Comput. 336, 157--172 (2018; Zbl 1429.60024) Full Text: DOI OpenURL
Diallo, Moumouni; Diabaté, Lassina; Kané, Ladji; Barro, Diakarya General characterization of some statistical tools for measuring asymptotic dependence. (English) Zbl 1433.62138 Far East J. Theor. Stat. 54, No. 3, 225-237 (2018). MSC: 62H11 62G32 62H05 62H10 PDF BibTeX XML Cite \textit{M. Diallo} et al., Far East J. Theor. Stat. 54, No. 3, 225--237 (2018; Zbl 1433.62138) Full Text: DOI OpenURL
Yang, Chen; Jiang, Wenjun; Wu, Jiang; Liu, Xin; Li, Zhichuan Clustering of financial instruments using jump tail dependence coefficient. (English) Zbl 1427.62124 Stat. Methods Appl. 27, No. 3, 491-513 (2018). MSC: 62P05 62H30 62H05 60G51 PDF BibTeX XML Cite \textit{C. Yang} et al., Stat. Methods Appl. 27, No. 3, 491--513 (2018; Zbl 1427.62124) Full Text: DOI OpenURL
Pettere, Gaida; Voronova, Irina; Zariņa, Ilze Behaviour of multivariate tail dependence coefficients. (English) Zbl 1420.62231 Acta Comment. Univ. Tartu. Math. 22, No. 2, 299-310 (2018). MSC: 62H05 62H20 62H12 62G32 PDF BibTeX XML Cite \textit{G. Pettere} et al., Acta Comment. Univ. Tartu. Math. 22, No. 2, 299--310 (2018; Zbl 1420.62231) Full Text: DOI OpenURL
Yang, Yang; Shi, Xi-Xi; Huang, Xing-Fang A note on the asymptotics for the randomly stopped weighted sums. (English) Zbl 1420.60056 Nonlinear Anal., Model. Control 23, No. 2, 204-212 (2018). MSC: 60G50 60F15 PDF BibTeX XML Cite \textit{Y. Yang} et al., Nonlinear Anal., Model. Control 23, No. 2, 204--212 (2018; Zbl 1420.60056) Full Text: DOI OpenURL
Chen, Lamei; Gao, Miaomiao; Wang, Kaiyong; Chen, Shurong Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary) Zbl 1424.62174 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12-17 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI OpenURL
Fung, Thomas; Seneta, Eugene Quantile function expansion using regularly varying functions. (English) Zbl 1411.60020 Methodol. Comput. Appl. Probab. 20, No. 4, 1091-1103 (2018). MSC: 60E05 41A60 PDF BibTeX XML Cite \textit{T. Fung} and \textit{E. Seneta}, Methodol. Comput. Appl. Probab. 20, No. 4, 1091--1103 (2018; Zbl 1411.60020) Full Text: DOI arXiv OpenURL
Maciak, Matúš; Peštová, Barbora; Pešta, Michal Structural breaks in dependent, heteroscedastic, and extremal panel data. (English) Zbl 1463.62149 Kybernetika 54, No. 6, 1106-1121 (2018). MSC: 62G32 62D20 62G10 62G20 PDF BibTeX XML Cite \textit{M. Maciak} et al., Kybernetika 54, No. 6, 1106--1121 (2018; Zbl 1463.62149) Full Text: DOI OpenURL
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Extremes for multivariate expectiles. (English) Zbl 1408.62106 Stat. Risk. Model. 35, No. 3-4, 111-140 (2018). MSC: 62H12 62G32 91G70 PDF BibTeX XML Cite \textit{V. Maume-Deschamps} et al., Stat. Risk. Model. 35, No. 3--4, 111--140 (2018; Zbl 1408.62106) Full Text: DOI OpenURL
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh An estimator of the stable tail dependence function based on the empirical beta copula. (English) Zbl 1410.62073 Extremes 21, No. 4, 581-600 (2018). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62G30 62H05 PDF BibTeX XML Cite \textit{A. Kiriliouk} et al., Extremes 21, No. 4, 581--600 (2018; Zbl 1410.62073) Full Text: DOI OpenURL
Sharma, Kshitij; Chavez-Demoulin, Valérie; Dillenbourg, Pierre Nonstationary modelling of tail dependence of two subjects’ concentration. (English) Zbl 1405.62244 Ann. Appl. Stat. 12, No. 2, 1293-1311 (2018). MSC: 62P25 62H05 62G32 PDF BibTeX XML Cite \textit{K. Sharma} et al., Ann. Appl. Stat. 12, No. 2, 1293--1311 (2018; Zbl 1405.62244) Full Text: DOI Euclid OpenURL
Pelster, Matthias; Vilsmeier, Johannes The determinants of CDS spreads: evidence from the model space. (English) Zbl 1404.62110 Rev. Deriv. Res. 21, No. 1, 63-118 (2018). MSC: 62P05 62H05 62F15 91G40 PDF BibTeX XML Cite \textit{M. Pelster} and \textit{J. Vilsmeier}, Rev. Deriv. Res. 21, No. 1, 63--118 (2018; Zbl 1404.62110) Full Text: DOI OpenURL
Li, Haijun Operator tail dependence of copulas. (English) Zbl 1405.62054 Methodol. Comput. Appl. Probab. 20, No. 3, 1013-1027 (2018). MSC: 62H05 62H20 62E20 62G32 PDF BibTeX XML Cite \textit{H. Li}, Methodol. Comput. Appl. Probab. 20, No. 3, 1013--1027 (2018; Zbl 1405.62054) Full Text: DOI arXiv OpenURL
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Local robust estimation of the Pickands dependence function. (English) Zbl 1408.62095 Ann. Stat. 46, No. 6A, 2806-2843 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 60F05 60G70 62P12 PDF BibTeX XML Cite \textit{M. Escobar-Bach} et al., Ann. Stat. 46, No. 6A, 2806--2843 (2018; Zbl 1408.62095) Full Text: DOI Euclid OpenURL
Wu, Jintang; Li, Xiaohu Asymptotic finite-time ruin probability for multivariate heavy-tailed claims. (English) Zbl 1413.91045 Chin. J. Appl. Probab. Stat. 34, No. 1, 21-36 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Wu} and \textit{X. Li}, Chin. J. Appl. Probab. Stat. 34, No. 1, 21--36 (2018; Zbl 1413.91045) Full Text: DOI OpenURL
Krause, Daniel; Scherer, Matthias; Schwinn, Jonas; Werner, Ralf Membership testing for Bernoulli and tail-dependence matrices. (English) Zbl 1420.62254 J. Multivariate Anal. 168, 240-260 (2018). MSC: 62H15 52B12 62H20 90C08 PDF BibTeX XML Cite \textit{D. Krause} et al., J. Multivariate Anal. 168, 240--260 (2018; Zbl 1420.62254) Full Text: DOI OpenURL
Barlow, Anna Maria; Rohrbeck, Christian; Sharkey, Paul; Shooter, Rob; Simpson, Emma S. A Bayesian spatio-temporal model for precipitation extremes – STOR team contribution to the EVA2017 challenge. (English) Zbl 1404.62133 Extremes 21, No. 3, 431-439 (2018). Reviewer: Fraser Daly (Edinburgh) MSC: 62P12 62G32 62F15 62M30 62E20 PDF BibTeX XML Cite \textit{A. M. Barlow} et al., Extremes 21, No. 3, 431--439 (2018; Zbl 1404.62133) Full Text: DOI OpenURL
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Local estimation of the conditional stable tail dependence function. (English) Zbl 1402.62089 Scand. J. Stat. 45, No. 3, 590-617 (2018). MSC: 62G32 62H12 60F17 62G20 PDF BibTeX XML Cite \textit{M. Escobar-Bach} et al., Scand. J. Stat. 45, No. 3, 590--617 (2018; Zbl 1402.62089) Full Text: DOI OpenURL
Oesting, Marco Equivalent representations of max-stable processes via \(\ell^p\)-norms. (English) Zbl 1401.60100 J. Appl. Probab. 55, No. 1, 54-68 (2018). MSC: 60G70 60G52 PDF BibTeX XML Cite \textit{M. Oesting}, J. Appl. Probab. 55, No. 1, 54--68 (2018; Zbl 1401.60100) Full Text: DOI arXiv OpenURL
Sharifonnasabi, Zahra; Alamatsaz, Mohammad Hossein; Kazemi, Iraj A large class of new bivariate copulas and their properties. (English) Zbl 1398.62131 Braz. J. Probab. Stat. 32, No. 3, 497-524 (2018). MSC: 62H05 60E05 PDF BibTeX XML Cite \textit{Z. Sharifonnasabi} et al., Braz. J. Probab. Stat. 32, No. 3, 497--524 (2018; Zbl 1398.62131) Full Text: DOI Euclid OpenURL
Hofert, Marius; Huser, Raphaël; Prasad, Avinash Hierarchical Archimax copulas. (English) Zbl 1418.62223 J. Multivariate Anal. 167, 195-211 (2018). MSC: 62H05 60E05 62E15 PDF BibTeX XML Cite \textit{M. Hofert} et al., J. Multivariate Anal. 167, 195--211 (2018; Zbl 1418.62223) Full Text: DOI arXiv OpenURL
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K. The joint distribution of the sum and maximum of dependent Pareto risks. (English) Zbl 1410.60019 J. Multivariate Anal. 167, 136-156 (2018). MSC: 60E05 60G50 60G70 62E15 62F10 PDF BibTeX XML Cite \textit{M. Arendarczyk} et al., J. Multivariate Anal. 167, 136--156 (2018; Zbl 1410.60019) Full Text: DOI OpenURL