Pages that link to "Item:Q834372"
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The following pages link to Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372):
Displaying 11 items.
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
- Modeling credit portfolio derivatives, including both a default and a prepayment feature (Q6570852) (← links)
- HR and RHR orderings of extremes of dependent variables under Archimedean copula (Q6573037) (← links)
- Estimation of nonstrict Archimedean copulas and its application to quantum networks (Q6574647) (← links)
- On multivariate orderings of some general ordered random vectors (Q6582055) (← links)
- Stochastic comparisons of series and parallel systems with dependent Burr type XII components (Q6587721) (← links)
- Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution (Q6588242) (← links)
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion (Q6588950) (← links)
- On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q6596174) (← links)
- A parametric approach to relaxing the independence assumption in relative survival analysis (Q6637118) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
