Pages that link to "Item:Q957308"
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The following pages link to Construction of asymmetric multivariate copulas (Q957308):
Displaying 45 items.
- Extremal properties of M4 processes (Q2513932) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Asymmetric dependence in the stochastic frontier model using skew normal copula (Q2658024) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Copulæ: some mathematical aspects (Q2862419) (← links)
- Constructing and generalizing given multivariate copulas: a unifying approach (Q2892878) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- (Q3085439) (← links)
- (Q3098520) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS (Q3449248) (← links)
- Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models (Q3465099) (← links)
- (Q3552467) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- On bivariate Kumaraswamy-distorted copulas (Q5081003) (← links)
- The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s <i>T<sup>2</sup></i> control charts (Q5082935) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
- Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- Bayesian Inference in Cumulative Distribution Fields (Q5266577) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- (Q5416364) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Some new developments on variable-power copulas (Q6185525) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
- Refined probabilistic response and seismic reliability evaluation of high-rise reinforced concrete structures via physically driven dimension-reduced probability density evolution equation (Q6544632) (← links)
- New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems (Q6553749) (← links)
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions (Q6573076) (← links)
- On the Gumbel-Barnett extended Celebioglu-Cuadras copula (Q6579481) (← links)
- Fitting copulas in the case of missing data (Q6581349) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
- Modeling currency exchange data with asymmetric copula functions (Q6637735) (← links)
- Construction of copulas for bivariate failure rates (Q6644383) (← links)