The following pages link to (Q3412547):
Displaying 50 items.
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- On copulas and their diagonals (Q730890) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- Copula-based regression models: a survey (Q840744) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- A scalar product for copulas (Q924107) (← links)
- A new approach for firm value and default probability estimation beyond Merton models (Q928142) (← links)
- Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence (Q928862) (← links)
- Modelling dependence (Q939341) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343) (← links)
- Top-down approaches for integrated risk management: how accurate are they? (Q1046070) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
