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From MaRDI portal
- 2018-08-14 Paper Multivariate dependence modeling based on comonotonic factors 2017-02-23 Paper Monotonicity of Positive Dependence with Time for Stationary...10 bytes (17 words) - 17:14, 6 December 2023
- Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes 2022-03-28 Paper Measuring dependence between random vectors via optimal...10 bytes (16 words) - 10:23, 9 December 2023
- 2018-07-03 Paper Extreme Dependence Models 2017-07-04 Paper Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials...10 bytes (18 words) - 16:27, 27 February 2024
- discrete-time compound renewal risk model with dependence 2009-05-12 Paper On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern...10 bytes (17 words) - 17:54, 9 December 2023
- 2020-02-18 Paper Expressivity and Complexity of Dependence Logic 2020-02-04 Paper On Natural Deduction in Dependence Logic 2020-02-03 Paper Continuous team semantics...10 bytes (17 words) - 02:08, 10 December 2023
- estimation of the Pickands dependence function under random right censoring 2019-06-17 Paper Local robust estimation of the Pickands dependence function 2018-10-30...10 bytes (16 words) - 00:04, 10 December 2023
- regression processes under dependence and penalization 2014-11-18 Paper When uniform weak convergence fails: empirical processes for dependence functions and residuals...10 bytes (16 words) - 14:21, 10 December 2023
- Centered parameterizations and dependence limitations in Markov random field models 2012-05-18 Paper Exploring Dependence with Data on Spatial Lattices...10 bytes (18 words) - 19:12, 9 December 2023
- hazard function under dependence conditions 2002-01-08 Paper Bandwidth selection in nonparametric density estimation under dependence: a simulation study...10 bytes (21 words) - 17:11, 9 December 2023
- cross-sectional dependence in multivariate time series 2014-11-01 Paper When uniform weak convergence fails: empirical processes for dependence functions and...10 bytes (16 words) - 01:11, 10 December 2023
- tail dependence of vine copulas 2021-06-22 Paper Determining the dependence structure of multivariate extremes 2020-10-21 Paper Extremal dependence of random...10 bytes (18 words) - 14:16, 12 December 2023
- Trigonometric Regression Under Dependence 2018-07-11 Paper On non parametric statistical inference for densities under long-range dependence 2017-12-06 Paper On the...10 bytes (16 words) - 09:31, 9 December 2023
- Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula 2009-01-16 Paper On a risk model with dependence between interclaim...10 bytes (17 words) - 01:15, 11 December 2023
- Rearranged dependence measures 2024-03-26 Paper Multivariate tail dependence and local stochastic dominance 2024-03-25 Paper Rearranged dependence measures...10 bytes (18 words) - 01:15, 11 December 2023
- Properties of extremal dependence models built on bivariate MAX-linearity 2017-02-23 Paper Bayesian uncertainty management in temporal dependence of extremes 2017-02-08...10 bytes (18 words) - 22:32, 8 December 2023
- Paper Diversity, dependence and independence 2020-10-26 Paper The Logic of Approximate Dependence 2020-07-27 Paper Grelling on Dependence 2020-02-04 Paper...10 bytes (18 words) - 14:12, 10 December 2023
- Bernoulli and tail-dependence compatibility 2016-08-23 Paper Joint Mixability 2016-08-10 Paper Diversification limit of quantiles under dependence uncertainty...10 bytes (16 words) - 15:49, 10 December 2023
- and tail dependence 2020-12-29 Paper Tail Dependence Under Sample Failures 2020-02-17 Paper Estimating the extremal index through local dependence 2018-06-29...10 bytes (16 words) - 05:53, 9 December 2023
- Semimartingales and shrinkage of filtration 2021-11-04 Paper Structured Dependence between Stochastic Processes 2020-05-25 Paper Pricing and hedging of general...10 bytes (18 words) - 18:29, 11 December 2023
- safety 2003-10-22 Paper A directory of coefficients of tail dependence 2002-01-30 Paper Dependence measures for extreme value analyses 2001-09-23 Paper...10 bytes (18 words) - 05:37, 9 December 2023
