Pages that link to "Item:Q1742719"
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The following pages link to Stochastic distortion and its transformed copula (Q1742719):
Displaying 10 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Redundancy in systems with heterogeneous dependent components (Q2029402) (← links)
- Distortion representations of multivariate distributions (Q2082487) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- Random distortion risk measures (Q6543148) (← links)