A copula‐based risk aggregation model (Q5247415): Difference between revisions

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+Beyond simplified pair-copula constructions
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+Copula based hierarchical risk aggregation through sample reordering
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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+Time series: theory and methods
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+Introduction to Time Series and Forecasting
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+Q4153936
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+Selecting and estimating regular vine copulae and application to financial returns
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Tests of symmetry for bivariate copulas
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+A distribution-free approach to inducing rank correlation among input variables
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+Finding Groups in Data
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+\(H\)-extendible copulas
@@ Property / cites work: \(H\)-extendible copulas / rank @@
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+Q5706744
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+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
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+Testing for equality between two copulas
@@ Property / cites work: Testing for equality between two copulas / rank @@
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Asymptotic Statistics
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