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.
- Lévy copulae for financial returns (Q727660) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas (Q764474) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities (Q784456) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- Inference on Archimedean copulas using mixtures of Pólya trees (Q899531) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Classical definitions of the Poisson process do not coincide in the case of generalized convolutions (Q904334) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times (Q1651660) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Factor-specific technology choice (Q1669096) (← links)
- Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula (Q1683642) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- \(D_s\)-optimality in copula models (Q1697867) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- Multivariate order statistics: the intermediate case (Q1744724) (← links)
- Generators of copulas and aggregation (Q1749092) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
