Pages that link to "Item:Q5953980"
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The following pages link to Distribution functions of copulas: A class of bivariate probability integral transforms (Q5953980):
Displayed 17 items.
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Kendall distribution functions and associative copulas (Q834519) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Kendall distribution functions. (Q1423086) (← links)
- Distribution functions of multivariate copulas. (Q1423150) (← links)
- On interactive fuzzy numbers (Q1826610) (← links)
- On the exact region determined by Spearman's footrule and Gini's gamma (Q2122045) (← links)
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (Q2226323) (← links)
- Relation between non-exchangeability and measures of concordance of copulas (Q2306211) (← links)
- On the exact regions determined by Kendall's tau and other concordance measures (Q2687663) (← links)
- (Q3183813) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- On the exact region determined by Spearman's rho and Spearman's footrule (Q6049283) (← links)
- Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)