Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727): Difference between revisions

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+https://doi.org/10.1080/03610920802050927
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+W2027079940
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+Tail asymptotics for the sum of two heavy-tailed dependent risks
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+Q5522002
@@ Property / cites work: Q5522002 / rank @@
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Q3412547
@@ Property / cites work: Q3412547 / rank @@
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+On a family of copulas constructed from the diagonal section
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+COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
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+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
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+On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
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+Estimating the tail-dependence coefficient: properties and pitfalls
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+A characterization of quasi-copulas
@@ Property / cites work: A characterization of quasi-copulas / rank @@
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
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+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
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+Extreme Financial Risks
@@ Property / cites work: Extreme Financial Risks / rank @@
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+On the construction of copulas and quasi-copulas with given diagonal sections
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+Non-parametric Estimation of Tail Dependence
@@ Property / cites work: Non-parametric Estimation of Tail Dependence / rank @@
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+Modelling total tail dependence along diagonals
@@ Property / cites work: Modelling total tail dependence along diagonals / rank @@
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+Publication:5494727