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 50 items.
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Aggregation-based extensions of fuzzy measures (Q1759619) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q1761524) (← links)
- Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
- Flow-based formulations for operational fixed interval scheduling problems with random delays (Q1789616) (← links)
- On the construction of radially symmetric copulas in higher dimensions (Q1794838) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Testing for bivariate spherical symmetry (Q1944366) (← links)
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
- A probabilistic view on semilinear copulas (Q1999166) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Partially Schur-constant models (Q2001085) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- A note on the smoothness of densities (Q2059437) (← links)
- On partially Schur-constant models and their associated copulas (Q2063746) (← links)
- Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors (Q2063755) (← links)
- Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes (Q2063756) (← links)
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems (Q2076911) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Duals of multiplicative relationships involving beta and gamma random variables (Q2081781) (← links)
- Random games under elliptically distributed dependent joint chance constraints (Q2082241) (← links)
- New perspectives on knockoffs construction (Q2095099) (← links)
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence (Q2132051) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- Stochastic species abundance models involving special copulas (Q2149977) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula (Q2186919) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples (Q2202038) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Nonparametric Archimedean generator estimation with implications for multiple testing (Q2218565) (← links)
- A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
- Modeling dependent series systems with q-Weibull distribution and Clayton copula (Q2243368) (← links)
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
