The following pages link to An introduction to copulas. (Q820222):
Displaying 50 items.
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- Application of copulas to multivariate control charts (Q393636) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- Discrete integrals and axiomatically defined functionals (Q398508) (← links)
- Optimal bounds for integrals with respect to copulas and applications (Q398667) (← links)
- Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- On the duality of aggregation operators and \(k\)-negations (Q409757) (← links)
- Dominance in the family of Sugeno-Weber t-norms (Q409766) (← links)
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities (Q414611) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Aggregation functions and contradictory information (Q419026) (← links)
- Binary survival aggregation functions (Q419033) (← links)
- Characterization of all copulas associated with non-continuous random variables (Q419034) (← links)
- Some results on the convergence of (quasi-) copulas (Q419036) (← links)
- A note on metrics induced by copulas (Q419037) (← links)
- On the nonidentifiability property of Archimedean copula models under dependent censoring (Q419193) (← links)
- On reliability analysis of a two-dependent-unit series system with a standby unit (Q419528) (← links)
- Directional dependence in multivariate distributions (Q421436) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- A study on the transitivity of probabilistic and fuzzy relations (Q429429) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Ultramodular aggregation functions (Q433066) (← links)
- Comparisons of coherent systems with non-identically distributed components (Q434521) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- Elementary multivariate rearrangements and stochastic dominance on a Fréchet class (Q435907) (← links)
- Moments and associated measures of copulas with fractal support (Q440759) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- How close are pairwise and mutual independence? (Q451165) (← links)
- Idempotent and multivariate copulas with fractal support (Q451185) (← links)
- Measures of non-exchangeability for bivariate random vectors (Q451448) (← links)
- Symmetry of functions and exchangeability of random variables (Q451473) (← links)
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
