scientific article
From MaRDI portal
Publication:4043845
zbMath0292.60036MaRDI QIDQ4043845
Publication date: 1973
Full work available at URL: https://eudml.org/doc/28992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Optimal allocation of policy limits in layer reinsurance treaties ⋮ Unnamed Item ⋮ Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ The Choquet kernel on the use of regression problem ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Spatial Interpolation of Extreme PM1 Values Using Copulas ⋮ Uniform in bandwidth consistency of nonparametric regression based on copula representation ⋮ Bounds for functions of dependent risks ⋮ Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-tcopula approach ⋮ Spatial variable selection methods for investigating acute health effects of fine particulate matter components ⋮ Reverse Bayesianism and act independence ⋮ Copula regression spline models for binary outcomes ⋮ Bivariate copula additive models for location, scale and shape ⋮ Bootstrap prediction intervals for Markov processes ⋮ Bivariate copulas on the Hotelling's T2 control chart ⋮ Unnamed Item ⋮ Applications of product space algebra of conditional events and one-point random set representations of fuzzy sets to the development of conditional fuzzy sets ⋮ The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T2 control charts ⋮ Unnamed Item ⋮ Linear time-varying regression with copula-DCC-GARCH models for volatility ⋮ Conditional information using copulas with an application to decision making ⋮ Portfolio optimization for inventory financing: copula-based approaches ⋮ Sklar's theorem derived using probabilistic continuation and two consistency results ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ A differential characterization of the \(d\)-increasingness property ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Independence versus indetermination: basis of two canonical clustering criteria ⋮ 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 ⋮ The simulation of random processes on digital computers with Chebyshev mixing transformations ⋮ Copula-based estimation of value at risk for the portfolio problem ⋮ Income and democracy: a bivariate copula approach ⋮ Partial correlation with copula modeling ⋮ A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\) ⋮ Intermuscular coupling network analysis of upper limbs based on R-vine copula transfer entropy ⋮ Pattern recognition and subjective belief learning in a repeated constant-sum game ⋮ Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis ⋮ A CLT for empirical processes involving time-dependent data ⋮ Copulae of probability measures on product spaces ⋮ A new bivariate Archimedean copula with application to the evaluation of VaR ⋮ Construction of leading economic index for recession prediction using vine copulas ⋮ Random utility models with all choice probabilities expressible as functions of the binary choice probabilities ⋮ On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas ⋮ Sklar's theorem obtained via regularization techniques ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ Numerical methods to quantify the model risk of basket default swaps ⋮ Foundations for an algebraic theory of conditioning ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model ⋮ A generalization of the Archimedean class of bivariate copulas ⋮ Unnamed Item ⋮ Modelling total tail dependence along diagonals ⋮ Dependence structure of market states ⋮ A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions ⋮ Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015) ⋮ Kac's representation for empirical copula process from an asymptotic viewpoint ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Combining various types of belief structures ⋮ Copulas, diagonals, and tail dependence ⋮ A characterization for the solution of the Monge--Kantorovich mass transference problem ⋮ Measures of risk ⋮ Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric ⋮ Multiplications on the space of probability distribution functions ⋮ Associativity in a class of operations on spaces of distribution functions ⋮ Rearrangement inequalities for functionals with monotone integrands ⋮ Some advances in the study of the compatibility of three bivariate copulas ⋮ Quasi-copulas and signed measures ⋮ Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio ⋮ Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory ⋮ An analytical formula for pricing \(m\)-th to default swaps ⋮ Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas ⋮ Probability pooling for dependent agents in collective learning ⋮ Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis ⋮ Naturalness in Mathematics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence ⋮ An extreme limit theorem for dependency bounds of normalized sums of random variables ⋮ New results on perturbation-based copulas ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Some new characterizations and properties of quasi-copulas ⋮ Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy ⋮ Bridging Conditional and Marginal Inference for Spatially Referenced Binary Data ⋮ World commodity prices and economic activity in advanced and emerging economies ⋮ Worst VaR scenarios ⋮ Efficiency effects in a copula based stochastic frontier model ⋮ Distributions with known initial hazard rate functions ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ A characterization of joint distribution of two-valued random variables and its applications ⋮ Maximal coupling of empirical copulas for discrete vectors ⋮ Unnamed Item ⋮ On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk ⋮ New estimates and tests of independence in some copula models
Cites Work
- A probabilistic interpretation of complete monotonicity
- The probability of the triangle inequality in probabilistic metric squares
- A grammar of functions
- Note on K. Menger's probabilistic geometry
- Best Possible Triangle Inequalities for Statistical Metric Spaces
- Statistical Metrics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: