Pages that link to "Item:Q2476141"
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The following pages link to Dependence structure of conditional Archimedean copulas (Q2476141):
Displaying 36 items.
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Dependence and order in families of Archimedean copulas (Q1369669) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Archimedean copula and contagion modeling in epidemiology (Q1953027) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Inequalities for Gaussian random variables under Archimedean copula dependence (Q2189752) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- Selecting the suitable copula function when only values of distribution functions are avaliable (Q2849156) (← links)
- Conditionalization of Copula-Based Models (Q2963444) (← links)
- Stochastic Dependence Modelling Using Conditional Elliptical Processes (Q2965244) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- Two copulas associated with extremum (Q3402953) (← links)
- (Q3409023) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
- Median and quantile conditional copulas (Q6641512) (← links)