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.
- Copulæ: some mathematical aspects (Q2862419) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
- Characterizations of Archimedean n-copulas (Q2948108) (← links)
- Poisson approximation of subgraph counts in stochastic block models and a graphon model (Q2954228) (← links)
- Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures (Q2980145) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874) (← links)
- (Q3057239) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- (Q3085450) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- (Q3183814) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- An Archimedean Copula Family with Hyperbolic Cotangent Generator (Q3448617) (← links)
- HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247) (← links)
- Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
- (Q3552469) (← links)
- AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR (Q3564639) (← links)
- MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
- A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics (Q4577205) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Lifetime dependence models generated by multiply monotone functions (Q4583623) (← links)
- Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components (Q4613933) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- Cyber Epidemic Models with Dependences (Q4985775) (← links)
- Ordering extremes of scale random variables under Archimedean copula (Q4992470) (← links)
- A law of uniform seniority for dependent lives (Q5014495) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- (Q5042608) (← links)
- STOCHASTIC ORDERING OF LIFETIMES OF PARALLEL AND SERIES SYSTEMS COMPRISING HETEROGENEOUS DEPENDENT COMPONENTS WITH GENERALIZED BIRNBAUM-SAUNDERS DISTRIBUTIONS (Q5051155) (← links)
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims (Q5051198) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS (Q5070874) (← links)
- Some ordering properties of series and parallel systems with dependent component lifetimes (Q5076934) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula (Q5079139) (← links)
- Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions (Q5089929) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios (Q5108654) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Rare-Event Simulation for Distribution Networks (Q5129201) (← links)
- A Compendium of Copulas (Q5162881) (← links)