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

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