The following pages link to Sampling Archimedean copulas (Q1023887):
Displaying 50 items.
- Densities of nested Archimedean copulas (Q391619) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Estimation of copula-based models for lifetime medical costs (Q498053) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← 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)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← 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)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Systemic risk and copula models (Q1787919) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- A new multivariate quadrature rule for calculating statistical moments of stochastic response (Q2059658) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Distributed optimal dispatch of virtual power plant based on ELM transformation (Q2438437) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Sampling a survival and conditional class of Archimedean processes (Q2862586) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- (Q3183816) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector (Q5222441) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Bayesian Inference in Cumulative Distribution Fields (Q5266577) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
