Threshold copulas and positive dependence (Q956362): Difference between revisions

@@ Property / author @@
-Fabio L. Spizzichino
@@ Property / author: Fabio L. Spizzichino / rank @@
-Normal rank
@@ Property / author @@
+Fabio L. Spizzichino
@@ Property / author: Fabio L. Spizzichino / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2107859768
@@ Property / OpenAlex ID: W2107859768 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480755
@@ Property / cites work: Q5480755 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting dependence structures for tail events, with applications to credit derivatives
+Normal rank
@@ Property / cites work @@
+Conjunctors and their residual implicators: characterizations and construction methods
+Normal rank
@@ Property / cites work @@
+Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
+Normal rank
@@ Property / cites work @@
+Q3534920
@@ Property / cites work: Q3534920 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence from a distributional point of view
+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 @@
+A framework for positive dependence
@@ Property / cites work: A framework for positive dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3183810
@@ Property / cites work: Q3183810 / rank @@
+Normal rank