Multivariate dependence modeling based on comonotonic factors (Q512029): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmva.2017.01.008
@@ Property / DOI: 10.1016/j.jmva.2017.01.008 / rank @@
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@@ Property / author @@
-Joe, Harry
@@ Property / author: Joe, Harry / rank @@
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@@ Property / author @@
+Joe, Harry
@@ Property / author: Joe, Harry / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H99
@@ Property / Mathematics Subject Classification ID: 62H99 / rank @@
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@@ Property / zbMATH DE Number @@
+6688299
@@ Property / zbMATH DE Number: 6688299 / rank @@
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@@ Property / zbMATH Keywords @@
+bi-factor
@@ Property / zbMATH Keywords: bi-factor / rank @@
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@@ Property / zbMATH Keywords @@
+copula
@@ Property / zbMATH Keywords: copula / rank @@
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@@ Property / zbMATH Keywords @@
+dependence clusters/groups
@@ Property / zbMATH Keywords: dependence clusters/groups / rank @@
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@@ Property / zbMATH Keywords @@
+Laplace transform
@@ Property / zbMATH Keywords: Laplace transform / rank @@
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@@ Property / zbMATH Keywords @@
+parsimonious dependence models
@@ Property / zbMATH Keywords: parsimonious dependence models / rank @@
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@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2017.01.008
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+W2573623087
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Hierarchical Kendall copulas: Properties and inference
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+Truncated regular vines in high dimensions with application to financial data
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+Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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+Some inequalities for the expectation of a product of functions of a random variable and for the multivariate distribution function at a random point
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+Tail negative dependence and its applications for aggregate loss modeling
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+Tail order and intermediate tail dependence of multivariate copulas
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
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+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
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+Factor copula models for multivariate data
@@ Property / cites work: Factor copula models for multivariate data / rank @@
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+Structured factor copula models: theory, inference and computation
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+The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
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+Simulating Copulas
@@ Property / cites work: Simulating Copulas / rank @@
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@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
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+Q5253267
@@ Property / cites work: Q5253267 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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@@ Property / cites work @@
+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
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@@ Property / cites work @@
+Pair Copula Constructions for Multivariate Discrete Data
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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@@ Property / cites work @@
+A generalized beta copula with applications in modeling multivariate long-tailed data
+Normal rank
@@ Property / DOI @@
+.1016/J.JMVA.2017.01.008
@@ Property / DOI: 10.1016/J.JMVA.2017.01.008 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:512029