Pages that link to "Item:Q1273993"
From MaRDI portal
The following pages link to An introduction to copulas. Properties and applications (Q1273993):
Displaying 50 items.
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- Improving the estimation of Kendall's tau when censoring affects only one of the variables (Q1020671) (← links)
- A Bayesian semi-parametric bivariate failure time model (Q1020712) (← links)
- Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Multivariate reduced rank regression in non-Gaussian contexts, using copulas (Q1023624) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343) (← links)
- Characterizations of degree one bivariate measures of concordance (Q1026365) (← links)
- Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
- Optimization strategies in credit portfolio management (Q1029683) (← links)
- A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type (Q1037867) (← links)
- On some construction methods for 1-Lipschitz aggregation functions (Q1037893) (← links)
- Parametric characterization of aggregation functions (Q1037900) (← links)
- T-evaluators and S-evaluators (Q1037999) (← links)
- On special fuzzy implications (Q1038005) (← links)
- Recent advances to model anisotropic space-time data (Q1039971) (← links)
- Study of some measures of dependence between order statistics and systems (Q1041063) (← links)
- Are copulas unimodal? (Q1400143) (← links)
- Spatio-temporal stationary covariance models (Q1400145) (← links)
- Bivariate analysis of survivorship and persistency (Q1413291) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- On the interplay between variability and negative dependence for bivariate distributions. (Q1413897) (← links)
- Kendall distribution functions. (Q1423086) (← links)
- Distribution functions of multivariate copulas. (Q1423150) (← links)
- Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
- Estimation of a bivariate symmetric distribution function. (Q1423208) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- A new class of bivariate copulas. (Q1427718) (← links)
- On the rate of convergence to asymptotic independence between order statistics. (Q1427722) (← links)
- Triangular norms. Position paper I: Basic analytical and algebraic properties. (Q1428670) (← links)
- Measure-based aggregation operators. (Q1430869) (← links)
- Kernel aggregation operators and their marginals. (Q1430873) (← links)
- Shift invariant binary aggregation operators. (Q1430876) (← links)
- Measures of multivariate dependence based on a distance between Fisher information matrices (Q1582361) (← links)
- Some mathematical structures for computational information (Q1594852) (← links)
- An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Correspondence analysis and diagonal expansions in terms of distribution functions (Q1600718) (← links)
- On the covariance between functions (Q1604615) (← links)
- Efficient nonparametric estimation of a distribution function. (Q1608626) (← links)
- Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
- The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property (Q1613092) (← links)
