Pages that link to "Item:Q981829"

The following pages link to Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009 (Q981829):

Displaying 16 items.

• Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull (Q2792300) (← links)
• On the singular components of a copula (Q2794733) (← links)
• Evolution of the Dependence of Residual Lifetimes (Q2805801) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
• How to Prove Sklar’s Theorem (Q2864239) (← links)
• Invariant dependence structure under univariate truncation (Q2892899) (← links)
• A method for constructing higher-dimensional copulas (Q2892910) (← links)
• (Q2907897) (← links)
• (Q3098521) (← links)
• Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction (Q3389454) (← links)
• COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
• ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (Q5060524) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
• Joint chance-constrained Markov decision processes (Q6160959) (← links)