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.
- Copulas from the Fokker-Planck equation (Q2257535) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Dual volatility and dependence parameters and the copula (Q2270425) (← links)
- The measurement of rank mobility (Q2271381) (← links)
- Maxima of random particles scores in Markov branching processes with continuous time (Q2271710) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- Bayesian methods for multiple mediators: relating principal stratification and causal mediation in the analysis of power plant emission controls (Q2281243) (← links)
- M-vine decomposition and VAR(1) models (Q2288813) (← links)
- A nonparametric spatial test to identify factors that shape a microbiome (Q2291523) (← links)
- On extension of joint distribution functions on quantum logics (Q2300808) (← links)
- Spatially homogeneous copulas (Q2304259) (← links)
- Modeling continuous levels of resistance to multidrug therapy in cancer (Q2307049) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Principles of inclusion and exclusion for fuzzy sets (Q2351468) (← links)
- Lipschitz continuity of triangular subnorms (Q2351616) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Towards adding probabilities and correlations to interval computations (Q2379837) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- Sparse conditional copula models for structured output regression (Q2417829) (← links)
- Bounded M-O extended exponential distribution with applications (Q2420764) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- On the solvability of bipolar max-product fuzzy relation equations with the product negation (Q2423569) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Monge properties, discrete convexity and applications (Q2432877) (← links)
- Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum (Q2433845) (← links)
- A note on the stochastic properties of a scale change random effects model (Q2435769) (← links)
- Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791) (← links)
- Extreme value analysis for evaluating ozone control strategies (Q2443142) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- Extension of dependence properties to semi-copulas and applications to the mean-variance model (Q2445415) (← links)
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas (Q2445532) (← links)
- Probabilistic implications (Q2445534) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Simplified modeling strategies for surrogate validation with multivariate failure-time data (Q2445595) (← links)
- Public news announcements and quoting activity in the Euro/Dollar foreign exchange market (Q2445698) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Consistent estimation of the fixed effects stochastic frontier model (Q2451786) (← links)
- A flexible parametric approach for estimating switching regime models and treatment effect parameters (Q2451788) (← links)
