Hierarchical Archimax copulas (Q1661344): Difference between revisions

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+copula
@@ Property / describes a project that uses: copula / rank @@
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+.00517
@@ Property / arXiv ID: 1707.00517 / rank @@
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+The space of \(D\)-norms revisited
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+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
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+Bivariate distributions with given extreme value attractor
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@@ Property / cites work @@
+Multivariate Archimax copulas
@@ Property / cites work: Multivariate Archimax copulas / rank @@
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@@ Property / cites work @@
+Exact simulation of Brown-Resnick random fields at a finite number of locations
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@@ Property / cites work @@
+Exact simulation of max-stable processes
@@ Property / cites work: Exact simulation of max-stable processes / rank @@
+Normal rank
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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+A characterization of Gumbel's family of extreme value distributions
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+A spectral representation for max-stable processes
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@@ Property / cites work @@
+Combinatorics of partial derivatives
@@ Property / cites work: Combinatorics of partial derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiently sampling nested Archimedean copulas
@@ Property / cites work: Efficiently sampling nested Archimedean copulas / rank @@
+Normal rank
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+A stochastic representation and sampling algorithm for nested Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Likelihood inference for Archimedean copulas in high dimensions under known margins
+Normal rank
@@ Property / cites work @@
+Q5262079
@@ Property / cites work: Q5262079 / rank @@
+Normal rank
@@ Property / cites work @@
+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Composite likelihood estimation for the Brown-Resnick process
+Normal rank
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+Maxima of normal random vectors: Between independence and complete dependence
+Normal rank
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+Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
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+Stationary max-stable fields associated to negative definite functions
+Normal rank
@@ Property / cites work @@
+Multivariate extreme value copulas with factor and tree dependence structures
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5253267
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@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
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+\(d\)-dimensional dependence functions and Archimax copulas
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Extreme value properties of multivariate \(t\) copulas
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+Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
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@@ Property / cites work @@
+Semi-min-stable processes
@@ Property / cites work: Semi-min-stable processes / rank @@
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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@@ Property / cites work @@
+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating multivariate extreme value distributions of logistic type
+Normal rank
@@ Property / cites work @@
+Modelling multivariate extreme value distributions
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