Hierarchical Archimax copulas (Q1661344): Difference between revisions

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+The space of \(D\)-norms revisited
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+Normal rank
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+Statistics of Extremes
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+Bivariate distributions with given extreme value attractor
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+Multivariate Archimax copulas
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+Normal rank
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+Exact simulation of Brown-Resnick random fields at a finite number of locations
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+Exact simulation of max-stable processes
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+Normal rank
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+Q5624436
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+A characterization of Gumbel's family of extreme value distributions
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+A spectral representation for max-stable processes
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+Combinatorics of partial derivatives
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+Normal rank
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+Efficiently sampling nested Archimedean copulas
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+Normal rank
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+A stochastic representation and sampling algorithm for nested Archimedean copulas
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+Likelihood inference for Archimedean copulas in high dimensions under known margins
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+Q5262079
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+Normal rank
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+CDO pricing with nested Archimedean copulas
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+Composite likelihood estimation for the Brown-Resnick process
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+Maxima of normal random vectors: Between independence and complete dependence
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+Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
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+Q4382161
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+Stationary max-stable fields associated to negative definite functions
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+Multivariate extreme value copulas with factor and tree dependence structures
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+Families of Multivariate Distributions
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+Normal rank
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+Sampling nested Archimedean copulas
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+Normal rank
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+Q5253267
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+Normal rank
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+\(d\)-dimensional dependence functions and Archimax copulas
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+An introduction to copulas.
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+Extreme value properties of multivariate \(t\) copulas
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+Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
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+Semi-min-stable processes
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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+Models for stationary max-stable random fields
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+Simulating multivariate extreme value distributions of logistic type
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+Modelling multivariate extreme value distributions
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