The following pages link to (Q4043845):
Displaying 49 items.
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas (Q2445532) (← links)
- A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- Rearrangement inequalities for functionals with monotone integrands (Q2491629) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Intermuscular coupling network analysis of upper limbs based on R-vine copula transfer entropy (Q2688610) (← links)
- A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Bridging Conditional and Marginal Inference for Spatially Referenced Binary Data (Q2846469) (← links)
- (Q3183806) (← links)
- (Q3183813) (← links)
- (Q3183817) (← links)
- Dependence structure of market states (Q3302373) (← links)
- (Q3329945) (← links)
- Spatial variable selection methods for investigating acute health effects of fine particulate matter components (Q3465743) (← links)
- (Q3552468) (← links)
- (Q3552469) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Some advances in the study of the compatibility of three bivariate copulas (Q3598315) (← links)
- Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-<i>t</i>copula approach (Q4554244) (← links)
- Bivariate copulas on the Hotelling's <i>T</i><sup>2</sup> control chart (Q4563420) (← links)
- (Q4915363) (← links)
- Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis (Q4964524) (← links)
- On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- (Q5039916) (← links)
- Spatial Interpolation of Extreme PM1 Values Using Copulas (Q5050420) (← links)
- The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s <i>T<sup>2</sup></i> control charts (Q5082935) (← links)
- Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model (Q5144186) (← links)
- Naturalness in Mathematics (Q5213636) (← links)
- (Q5230852) (← links)
- Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates (Q5274970) (← links)
- (Q5389821) (← links)
- (Q5389822) (← links)
- (Q5389871) (← links)
- (Q5446376) (← links)
- (Q5446387) (← links)
- A differential characterization of the \(d\)-increasingness property (Q6058034) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
- Independence versus indetermination: basis of two canonical clustering criteria (Q6103805) (← links)
- Bayesian and non-Bayesian estimation for the parameter of bivariate generalized Rayleigh distribution based on Clayton copula under progressive type-II censoring with random removal (Q6112554) (← links)
- (Q6154768) (← links)
- Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
