The following pages link to An introduction to copulas. (Q820222):
Displaying 50 items.
- Copulas for Markovian dependence (Q453262) (← links)
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- On a comparison between Mahalanobis distance and Choquet integral: the Choquet-Mahalanobis operator (Q454879) (← links)
- Biconic aggregation functions (Q454897) (← links)
- On the \(\alpha \)-migrativity of multivariate semi-copulas (Q454901) (← links)
- On the construction of minimum information bivariate copula families (Q457279) (← links)
- Reconstruction of conditional expectations from product moments with applications (Q458179) (← links)
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families (Q458633) (← links)
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals (Q464380) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
- Copulas related to Manneville-Pomeau processes (Q470362) (← links)
- Polyhazard models with dependent causes (Q470364) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Information and the dispersion of posterior expectations (Q472227) (← links)
- Ordering properties of order statistics from random variables of Archimedean copulas with applications (Q476248) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
- Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory (Q483500) (← links)
- A non-Gaussian spatial generalized linear latent variable model (Q484656) (← links)
- Copula calibration (Q485915) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- A class of distribution-free models for longitudinal mediation analysis (Q487592) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Best-possible bounds on the set of copulas with given degree of non-exchangeability (Q489032) (← links)
- On a general structure of the bivariate FGM type distributions. (Q489256) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Sharp bounds on treatment effects in a binary triangular system (Q494369) (← links)
- Singularity aspects of Archimedean copulas (Q495155) (← links)
- Copulae on products of compact Riemannian manifolds (Q495341) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Some results on a transformation of copulas and quasi-copulas (Q498027) (← links)
- On a class of circulas: copulas for circular distributions (Q498048) (← links)
- Chance constrained \(0-1\) quadratic programs using copulas (Q499685) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Multivariate higher-degree stochastic increasing convexity (Q501831) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- The empirical beta copula (Q511991) (← links)
- Some properties of bivariate Schur-constant distributions (Q512801) (← links)
- A new approach to distribution free tests in contingency tables (Q513968) (← links)
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
