The following pages link to Strong approximation of copulas (Q1270687):
Displaying 35 items.
- Rearranged dependence measures (Q74042) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Some approximations of \(n\)-copulas (Q601773) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
- A scalar product for copulas (Q924107) (← links)
- Shuffles of copulas (Q1018701) (← links)
- Uniform approximation of associative copulas by strict and non-strict copulas (Q1347354) (← links)
- An extension of Kemperman's characterization on \(k\)-independence and its application (Q1645172) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Baire category results for exchangeable copulas (Q1697318) (← links)
- Characterization of copulas with given diagonal and opposite diagonal sections (Q1699334) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- A metric space of subcopulas -- an approach via Hausdorff distance (Q2037447) (← links)
- On convergence of associative copulas and related results (Q2063750) (← links)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226) (← links)
- A typical copula is singular (Q2348433) (← links)
- On differential properties of copulas (Q2445413) (← links)
- On a distribution form of subcopulas (Q2658020) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Approximations of copulas via transformed moments (Q2684963) (← links)
- Patched approximations and their convergence (Q2815934) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Q4653561) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- Copulas Constructed from Horizontal Sections (Q5438342) (← links)
- A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (Q6143884) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
