Pages that link to "Item:Q1697565"
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The following pages link to Dependence measures for perturbations of copulas (Q1697565):
Displaying 18 items.
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Perturbation of bivariate copulas (Q529361) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Perturbations of copulas and mixing properties (Q2126028) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- Dual volatility and dependence parameters and the copula (Q2270425) (← links)
- (Q3712865) (← links)
- (Q3822899) (← links)
- (Q4540820) (← links)
- Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (Q4559456) (← links)
- Weighted Entropic Copula from Preliminary Knowledge of Dependence (Q5227882) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
- New copula families and mixing properties (Q6640090) (← links)
