A method for constructing higher-dimensional copulas (Q2892910): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate hierarchical copulas with shocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: An empirical analysis of multivariate copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction of asymmetric multivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-frailty copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of copulas with piecewise linear horizontal sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate copulas with cubic sections in one variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate copulas with quadratic sections in one variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3901719 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some new parametric families of multivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of bivariate copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry and dependence properties within a semiparametric family of bivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of non-exchangeability for bivariate random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on a Multivariate Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of independence and randomness based on the empirical copula process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A strategy for constructing multivariate distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate return periods via 2-copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric estimation procedure of dependence parameters in multivariate families of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of three semiparametric methods for estimating dependence parameters in copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for copulas: A review and a power study / rank
 
Normal rank

Latest revision as of 10:03, 5 July 2024

scientific article
Language Label Description Also known as
English
A method for constructing higher-dimensional copulas
scientific article

    Statements

    A method for constructing higher-dimensional copulas (English)
    0 references
    0 references
    25 June 2012
    0 references
    0 references
    Farlie-Gumbel-Morgenstern distribution
    0 references
    sampling procedures
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references