Pages that link to "Item:Q957308"
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The following pages link to Construction of asymmetric multivariate copulas (Q957308):
Displaying 50 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- New families of symmetric/asymmetric copulas (Q279436) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Some results on a transformation of copulas and quasi-copulas (Q498027) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
- Erratum to ``Construction of asymmetric multivariate copulas'' (Q632759) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- A weak version of bivariate lack of memory property (Q1620938) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
- Copula-based dependence between frequency and class in car insurance with excess zeros (Q1785232) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- Sibuya copulas (Q1931871) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Copula-based geostatistical modeling of continuous and discrete data including covariates (Q2002020) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables (Q2052078) (← links)
- The key role of convexity in some copula constructions (Q2181914) (← links)
- On structural properties of an asymmetric copula family and its statistical implication (Q2219344) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- A trivariate Gaussian copula stochastic frontier model with sample selection (Q2237545) (← links)
- Non-exchangeable copulas and multivariate total positivity (Q2279694) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Ultramodularity and copulas (Q2453639) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
