Comments on: Inference in multivariate Archimedean copula models (Q5970326): Difference between revisions

@@ Property / cites work @@
+The frailty model.
@@ Property / cites work: The frailty model. / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate hierarchical copulas with shocks
@@ Property / cites work: Multivariate hierarchical copulas with shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
+Normal rank
@@ Property / cites work @@
+Inference in multivariate Archimedean copula models
+Normal rank
@@ Property / cites work @@
+Sampling Archimedean copulas
@@ Property / cites work: Sampling Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling defaults with nested Archimedean copulas
@@ Property / cites work: Modeling defaults with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiently sampling nested Archimedean copulas
@@ Property / cites work: Efficiently sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Erratum to ``Construction of asymmetric multivariate copulas''
+Normal rank
@@ Property / cites work @@
+Q4801536
@@ Property / cites work: Q4801536 / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for parametric families of Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Q3293719
@@ Property / cites work: Q3293719 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating from Exchangeable Archimedean Copulas
@@ Property / cites work: Simulating from Exchangeable Archimedean Copulas / rank @@
+Normal rank