Pages that link to "Item:Q1273993"
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The following pages link to An introduction to copulas. Properties and applications (Q1273993):
Displaying 50 items.
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- Robust dependence measure for detecting associations in large data set (Q1636995) (← links)
- Modeling dependence in the inter-failure times. An analysis in reliability models by Markovian arrival processes (Q1643896) (← links)
- Non-parametric Bayesian networks for parameter estimation in reservoir simulation: a graphical take on the ensemble Kalman filter. I (Q1663471) (← links)
- Structural response analysis under dependent variables based on probability boxes (Q1665788) (← links)
- Factor-specific technology choice (Q1669096) (← links)
- Random first-order linear discrete models and their probabilistic solution: a comprehensive study (Q1669258) (← links)
- Sklar's theorem in an imprecise setting (Q1677016) (← links)
- Conditional information using copulas with an application to decision making (Q1677657) (← links)
- Rank correlation under categorical confounding (Q1690084) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- On \((a,b)\)-transformations of conjunctive functions (Q1697655) (← links)
- Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015 (Q1697992) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Tensor approximation of generalized correlated diffusions and functional copula operators (Q1703029) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Copula-based properties of the bivariate Dagum distribution (Q1715683) (← links)
- Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields (Q1719820) (← links)
- Determining the first probability density function of linear random initial value problems by the random variable transformation (RVT) technique: a comprehensive study (Q1722428) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Mastering uncertainty in industry. I: A global methodological approach based on examples (Q1732735) (← links)
- Mastering uncertainty in industry. II: A survey of physical and numerical statistical modelling methods (Q1732736) (← links)
- On the use of min-max combination of biomarkers to maximize the partial area under the ROC curve (Q1733157) (← links)
- Quadratic constructions of copulas (Q1749608) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- On distance distribution functions-valued submeasures related to aggregation functions (Q1759620) (← links)
- Convexity conditions on t-norms and their additive generators (Q1770790) (← links)
- Nonparametric measures of dependence for biometric data studies (Q1776852) (← links)
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes (Q1776873) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Stochastic comparisons of component and system redundancies with dependent components (Q1785235) (← links)
- Flow-based formulations for operational fixed interval scheduling problems with random delays (Q1789616) (← links)
- Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas (Q1794406) (← links)
- New applications of relational event algebra to fuzzy quantification and probabilistic reasoning (Q1810444) (← links)
- On interactive fuzzy numbers (Q1826610) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- On efficient estimation of linear functionals of a bivariate distribution with known marginals. (Q1871260) (← links)
- Multidimensional dependency measures (Q1877012) (← links)
- Best-possible bounds on sets of bivariate distribution functions (Q1882946) (← links)
- Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\) (Q1883279) (← links)
- Triangular norms. Position paper II: General constructions and parameterized families (Q1885736) (← links)
- Statistical dependence through common risk factors: With applications in uncertainty analysis (Q1887792) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Some results on shuffles of two-dimensional copulas (Q1926539) (← links)
