The following pages link to Sampling from Archimedean copulas (Q4610241):
Displaying 31 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach (Q1752290) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- HMM and HAC (Q2805807) (← links)
- Sampling a survival and conditional class of Archimedean processes (Q2862586) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- (Q5101800) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Analysis for partially accelerated dependent competing risks model with masked data based on copula function (Q6553001) (← links)
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters (Q6663322) (← links)
