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.
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis and applications” (Q5194972) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector (Q5222441) (← links)
- Integral generators of Archimedean <i>n</i>-copulas (Q5228595) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- Conditional tail independence in Archimedean copula models (Q5235056) (← links)
- NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES (Q5237615) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Eventual convexity of chance constrained feasible sets (Q5248236) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation (Q5300813) (← links)
- Modeling Multivariate Count Data Using Copulas (Q5305499) (← links)
- On the Construction of Radially Symmetric Trivariate Copulas (Q5348611) (← links)
- ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Modeling cause-of-death mortality using hierarchical Archimedean copula (Q5743530) (← links)
- FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
- On comparison of two parallel systems having Log–Lindley distributed components (Q5875205) (← links)
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model (Q5875248) (← links)
- Uncertainty quantification in complex simulation models using ensemble copula coupling (Q5965044) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970327) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970328) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970331) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform (Q6074484) (← links)
- On copulas with a trapezoid support (Q6076563) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions (Q6082462) (← links)
- On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy (Q6084753) (← links)
- Stochastic comparisons of series and parallel systems with dependent log-logistic components (Q6107612) (← links)
- Vector random fields on the probability simplex with metric-dependent covariance matrix functions (Q6111899) (← links)
- Ordering and aging properties of systems with dependent components governed by the Archimedean copula (Q6162781) (← links)
- Ordering properties of the smallest order statistic from Weibull-G random variables (Q6164725) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
- Exceedance counts and GOD's order statistics (Q6167555) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
- Copula-based conditional tail indices (Q6200942) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence (Q6200952) (← links)
- A flexible Clayton-like spatial copula with application to bounded support data (Q6200954) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Stochastic comparison of the second-order statistics arising from exponentiated location-scale model (Q6541095) (← links)
- Ordering and ageing properties of developed sequential order statistics governed by the Archimedean copula (Q6546546) (← links)
