Pages that link to "Item:Q1369669"

The following pages link to Dependence and order in families of Archimedean copulas (Q1369669):

Displaying 50 items.

• Constructing Archimedean copulas from diagonal sections (Q434727) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• A revision of Kimberling's results -- with an application to max-infinite divisibility of some Archimedean copulas (Q624999) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• Invariant dependence structures and Archimedean copulas (Q645464) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
• Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
• Stochastic comparisons for time transformed exponential models (Q659231) (← links)
• Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
• A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
• Threshold copulas and positive dependence (Q956362) (← links)
• From Archimedean to Liouville copulas (Q979231) (← links)
• The dominance relation in some families of continuous Archimedean t-norms and copulas (Q1038002) (← links)
• Copula convergence theorems for tail events. (Q1413327) (← links)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• Hybrid Clayton-Frank convolution-based bivariate Archimedean copula (Q1658208) (← links)
• A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
• Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
• Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
• Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
• Archimedean copulae and positive dependence (Q1776879) (← links)
• The Frank inequality (Q1794836) (← links)
• Archimedean copula and contagion modeling in epidemiology (Q1953027) (← links)
• Dependence in a background risk model (Q2001084) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
• Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence (Q2132051) (← links)
• Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
• On a generalization of Archimedean copula family (Q2407772) (← links)
• \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
• A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
• Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
• On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
• Archimedean copulas derived from utility functions (Q2514623) (← links)
• A model selection test for bivariate failure-time data (Q2886950) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874) (← links)
• CHARACTERIZATION OF ASYMPTOTICAL EXPANSIONS OF COPULAS BY THE USE OF HOMOGENEOUS FUNCTIONS (Q3181789) (← links)
• (Q3409023) (← links)
• Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
• On the monotone regression dependence for archimedian bivariate uniform (Q3473224) (← links)
• Limiting Tail Dependence Copulas (Q3652792) (← links)
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
• LTD and RTI dependence orderings (Q3979450) (← links)
• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS (Q4449070) (← links)
• LTD and RTI Dependence Orderings (Q4506100) (← links)
• The Use of Archimedean Copulas to Model Portfolio Allocations (Q4551810) (← links)
• Properties of hierarchical Archimedean copulas (Q4918190) (← links)
• Ordering extremes of scale random variables under Archimedean copula (Q4992470) (← links)