Threshold copulas and positive dependence (Q956362): Difference between revisions

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+W2107859768
@@ Property / OpenAlex ID: W2107859768 / rank @@
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+Q5480755
@@ Property / cites work: Q5480755 / rank @@
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+Limiting dependence structures for tail events, with applications to credit derivatives
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+Conjunctors and their residual implicators: characterizations and construction methods
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+Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
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+Q3534920
@@ Property / cites work: Q3534920 / rank @@
+Normal rank
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Tail dependence from a distributional point of view
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+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
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+A framework for positive dependence
@@ Property / cites work: A framework for positive dependence / rank @@
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@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Q3183810
@@ Property / cites work: Q3183810 / rank @@
+Normal rank