Pages that link to "Item:Q3518409"
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The following pages link to Sampling nested Archimedean copulas (Q3518409):
Displayed 28 items.
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Kendall's tau for hierarchical data (Q2451632) (← links)
- Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286) (← links)
- The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- (Q3183816) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- On the Construction of Radially Symmetric Trivariate Copulas (Q5348611) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions (Q6050786) (← links)
- Group sequential testing for cluster randomized trials with time‐to‐event endpoint (Q6055678) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)