Convergence of Archimedean copulas (Q2479336): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: On Kendall's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower tail dependence for Archimedean copulas: characterizations and pitfalls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula convergence theorems for tail events. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A probabilistic interpretation of complete monotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Survival Models Induced by Frailties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation smile matching for collateralized debt obligation tranches with α-stable distributions and fitted Archimedean copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3336431 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Semiparametric Inference for Bivariate Failure-Time Data / rank
 
Normal rank

Revision as of 19:10, 27 June 2024

scientific article
Language Label Description Also known as
English
Convergence of Archimedean copulas
scientific article

    Statements

    Identifiers