Pages that link to "Item:Q1273993"
From MaRDI portal
The following pages link to An introduction to copulas. Properties and applications (Q1273993):
Displaying 50 items.
- Causal discourse in a game of incomplete information (Q2451800) (← links)
- Identification of survival functions through hazard functions in the Clayton-family (Q2452878) (← links)
- A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) (← links)
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
- Contests with limited resources (Q2455686) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- Modelling the joint distribution of competing risks survival times using copula functions (Q2463568) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section (Q2471816) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- On multivariate dispersion orderings based on the standard construction (Q2474517) (← links)
- Negative dependence in frailty models (Q2475775) (← links)
- Conditional orderings and positive dependence (Q2476140) (← links)
- Multivariate measures of concordance (Q2477007) (← links)
- The use of stochastic analytic center for yield maximization of systems with general distributions of component values (Q2477340) (← links)
- Score tests for independence in parametric competing risks models (Q2477589) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- On the dependence between the extreme order statistics in the proportional hazards model (Q2482128) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Bivariate return periods via 2-copulas (Q2485472) (← links)
- Solution of an open problem for associative copulas (Q2486064) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Bounds for functions of multivariate risks (Q2489767) (← links)
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (Q2489785) (← links)
- Stochastic ordering of bivariate elliptical distributions (Q2489818) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Copula credibility for aggregate loss models (Q2492180) (← links)
- On ordinal sums of triangular norms on bounded lattices (Q2492377) (← links)
- Preserving multivariate dispersion: an application to the Wishart distribution (Q2493139) (← links)
- Meta-theorems on inequalities for scalar fuzzy set cardinalities (Q2493975) (← links)
- Multivariate versions of Blomqvist's beta and Spearman's footrule (Q2495336) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- On a family of copulas constructed from the diagonal section (Q2500757) (← links)
- Extremal fuzzy integrals (Q2500759) (← links)
- An application of the \(\alpha\)-power approximation in multiple life insurance (Q2507943) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- OWA trees and their role in security modeling using attack trees (Q2509227) (← links)
- Copula analysis of mixture models (Q2512740) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Copula functions for residual dependency (Q2517882) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Schur-concave triangular norms: Characterization and application in pFCSP (Q2565799) (← links)
- Bivariate survival models with Clayton aging functions (Q2567083) (← links)
- Discrete quasi-copulas (Q2567085) (← links)
- Copulas with fractal supports (Q2567086) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
