The following pages link to (Q5262079):
Displaying 14 items.
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- Lifetime dependence models generated by multiply monotone functions (Q4583623) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)
- Pair programming with ChatGPT for sampling and estimation of copulas (Q6661264) (← links)
