New copulas based on general partitions-of-unity and their applications to risk management (Q324993): Difference between revisions

@@ Property / DOI @@
-.1515/demo-2016-0006
@@ Property / DOI: 10.1515/demo-2016-0006 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H17
@@ Property / Mathematics Subject Classification ID: 62H17 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6639982
@@ Property / zbMATH DE Number: 6639982 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copulas
@@ Property / zbMATH Keywords: copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partition-of-unity
@@ Property / zbMATH Keywords: partition-of-unity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail dependence
@@ Property / zbMATH Keywords: tail dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymmetry
@@ Property / zbMATH Keywords: asymmetry / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3098140061
@@ Property / OpenAlex ID: W3098140061 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00288
@@ Property / arXiv ID: 1505.00288 / rank @@
+Normal rank
@@ Property / cites work @@
+Mutual information as a measure of multivariate association: analytical properties and statistical estimation
+Normal rank
@@ Property / cites work @@
+Q2966119
@@ Property / cites work: Q2966119 / rank @@
+Normal rank
@@ Property / cites work @@
+Advancing the frontiers of simulation. A Festschrift in honor of George Samuel Fishman
+Normal rank
@@ Property / cites work @@
+Q4917832
@@ Property / cites work: Q4917832 / rank @@
+Normal rank
@@ Property / cites work @@
+Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
+Normal rank
@@ Property / cites work @@
+On approximation of copulas
@@ Property / cites work: On approximation of copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Some Extensions of Singular Mixture Copulas
@@ Property / cites work: Some Extensions of Singular Mixture Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Strong approximation of copulas
@@ Property / cites work: Strong approximation of copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Counting unrooted maps on the plane
@@ Property / cites work: Counting unrooted maps on the plane / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating Copulas
@@ Property / cites work: Simulating Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3060311
@@ Property / cites work: Q3060311 / rank @@
+Normal rank
@@ Property / cites work @@
+COMPOSITE BERNSTEIN COPULAS
@@ Property / cites work: COMPOSITE BERNSTEIN COPULAS / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of bivariate copulas by patched bivariate Fréchet copulas
+Normal rank
@@ Property / DOI @@
+.1515/DEMO-2016-0006
@@ Property / DOI: 10.1515/DEMO-2016-0006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:324993