The following pages link to (Q3999625):
Displaying 38 items.
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- A note on probability metrics in a categorical setting (Q328647) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- The meta-elliptical distributions with given marginals (Q697465) (← links)
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio (Q727655) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- A family of matrices, the discretized Brownian bridge, and distance-based regression (Q1369290) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Sets of random variables with a given uncorrelation structure (Q1612943) (← links)
- Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
- The Frank inequality (Q1794836) (← links)
- Representation of multivariate Bernoulli distributions with a given set of specified moments (Q1795592) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- On efficient estimation of linear functionals of a bivariate distribution with known marginals. (Q1871260) (← links)
- Uncorrelatedness sets of bounded random variables (Q1883088) (← links)
- Dependency measure for sets of random events or random variables (Q1892109) (← links)
- Applications of product space algebra of conditional events and one-point random set representations of fuzzy sets to the development of conditional fuzzy sets (Q1914465) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Updating beliefs for binary variables (Q2573516) (← links)
- On a problem by Schweizer and Sklar (Q2907897) (← links)
- (Q3057242) (← links)
- Uncorrelatedness sets for random variables with given distributions (Q3155957) (← links)
- Semiparametric Density Estimators Using Copulas (Q4678795) (← links)
- On a partially specified Bayesian nonparametric model for earthquakes occurrences (Q4970936) (← links)
- Construction of contingency tables by maximum entropy in the mean (Q5079099) (← links)
- On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions (Q5080447) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- Symmetry breaking and the geometry of reduced density matrices (Q5855123) (← links)
- Measuring conformability of probabilities (Q5937055) (← links)
- Optimal nonparametric testing of missing completely at random and its connections to compatibility (Q6183777) (← links)
