Archimedean copulae and positive dependence (Q1776879): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2004.04.003
+Normal rank
@@ Property / OpenAlex ID @@
+W1980339238
@@ Property / OpenAlex ID: W1980339238 / rank @@
+Normal rank
@@ Property / cites work @@
+LTD and RTI Dependence Orderings
@@ Property / cites work: LTD and RTI Dependence Orderings / rank @@
+Normal rank
@@ Property / cites work @@
+Q4238880
@@ Property / cites work: Q4238880 / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulas, exchangeability, and max-stability
+Normal rank
@@ Property / cites work @@
+Q4158362
@@ Property / cites work: Q4158362 / rank @@
+Normal rank
@@ Property / cites work @@
+Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
+Normal rank
@@ Property / cites work @@
+Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
+Normal rank
@@ Property / cites work @@
+Spearman's ρ is larger than kendall's τ for positively dependent random variables
+Normal rank
@@ Property / cites work @@
+Are copulas unimodal?
@@ Property / cites work: Are copulas unimodal? / rank @@
+Normal rank
@@ Property / cites work @@
+Q3049592
@@ Property / cites work: Q3049592 / rank @@
+Normal rank
@@ Property / cites work @@
+Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
+Normal rank
@@ Property / cites work @@
+Using copulae to bound the value-at-risk for functions of dependent risks
+Normal rank
@@ Property / cites work @@
+Q3996620
@@ Property / cites work: Q3996620 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+Compound Poisson approximations for individual models with dependent risks.
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+The Use of Archimedean Copulas to Model Portfolio Allocations
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+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 @@
+Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
+Normal rank
@@ Property / cites work @@
+A probabilistic interpretation of complete monotonicity
+Normal rank
@@ Property / cites work @@
+Uniform representations of bivariate distributions
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Comparison of Random Vectors with a Common Copula
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Multivariate survival distributions
@@ Property / cites work: Multivariate survival distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Another Proof that Convex Functions are Locally Lipschitz
+Normal rank
@@ Property / cites work @@
+Q3336431
@@ Property / cites work: Q3336431 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Supermodular dependence ordering on a class of multivariate copulas
+Normal rank