Inference in multivariate Archimedean copula models (Q1761523): Difference between revisions

@@ Property / author @@
+Johanna F. Ziegel
@@ Property / author: Johanna F. Ziegel / 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 / full work available at URL @@
+https://doi.org/10.1007/s11749-011-0250-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2093133099
@@ Property / OpenAlex ID: W2093133099 / rank @@
+Normal rank
@@ Property / cites work @@
+On Kendall's process
@@ Property / cites work: On Kendall's process / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Spearman's ρ is larger than kendall's τ for positively dependent random variables
+Normal rank
@@ Property / cites work @@
+Convergence of Archimedean copulas
@@ Property / cites work: Convergence of Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3924998
@@ Property / cites work: Q3924998 / rank @@
+Normal rank
@@ Property / cites work @@
+GeD spline estimation of multivariate Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting Dependence With Kendall Plots
@@ Property / cites work: Detecting Dependence With Kendall Plots / rank @@
+Normal rank
@@ Property / cites work @@
+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+A characterization of Gumbel's family of extreme value distributions
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+On the multivariate probability integral transformation
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
+Normal rank
@@ Property / cites work @@
+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of semiparametric and parametric methods for estimating copulas
+Normal rank
@@ Property / cites work @@
+A probabilistic interpretation of complete monotonicity
+Normal rank
@@ Property / cites work @@
+Archimedean copula estimation using Bayesian splines smoothing techniques
+Normal rank
@@ Property / cites work @@
+Extremal behavior of Archimedean copulas
@@ Property / cites work: Extremal behavior of Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulae and positive dependence
@@ Property / cites work: Archimedean copulae and positive dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Some properties of Schur-constant survival models and their copulas
+Normal rank
@@ Property / cites work @@
+Kendall distribution functions.
@@ Property / cites work: Kendall distribution functions. / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate Survival Models Induced by Frailties
@@ Property / cites work: Bivariate Survival Models Induced by Frailties / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution
+Normal rank
@@ Property / cites work @@
+Q5445400
@@ Property / cites work: Q5445400 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for parametric families of Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distortion of a copula and its margins
@@ Property / cites work: On the distortion of a copula and its margins / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Local dependence estimation using semiparametric archimedean copulas
+Normal rank
@@ Property / cites work @@
+Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
+Normal rank
@@ Property / cites work @@
+Supermodular dependence ordering on a class of multivariate copulas
+Normal rank
@@ Property / cites work @@
+Functional analysis
@@ Property / cites work: Functional analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Multiply monotone functions and their Laplace transforms
+Normal rank