scientific article
From MaRDI portal
Publication:3183809
zbMath1196.62054MaRDI QIDQ3183809
Publication date: 21 October 2009
Full work available at URL: https://eudml.org/doc/33964
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inequalities; stochastic orderings (60E15) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Survival analysis and censored data (62N99)
Related Items (2)
Spatial contagion between financial markets: a copula-based approach ⋮ Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An introduction to copulas.
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- Threshold copulas and positive dependence
- Tails of multivariate Archimedean copulas
- A class of bivariate distributions including the bivariate logistic
- Copula convergence theorems for tail events.
- Tail dependence from a distributional point of view
- Convergence of Archimedean copulas
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
- Copula and semicopula transforms
- Some positive dependence stochastic orders
- A method to obtain new copulas from a given one
- Bivariate Logistic Distributions
- Limiting dependence structures for tail events, with applications to credit derivatives
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Bivariate Survival Models Induced by Frailties
- Modelling failure-time associations in data with multiple levels of clustering
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Some Concepts of Dependence
- On the multivariate probability integral transformation
This page was built for publication:
