Pages that link to "Item:Q2063749"
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The following pages link to Sklar's theorem, copula products, and ordering results in factor models (Q2063749):
Displaying 9 items.
- Rearranged dependence measures (Q74042) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Ordering risk bounds in factor models (Q2283650) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Dependence properties of bivariate copula families (Q6588434) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Extremality of factorizable copulas and implicit dependence copulas (Q6640885) (← links)