Pages that link to "Item:Q1424483"
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The following pages link to Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483):
Displaying 13 items.
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- A counterexample to a conjecture of Hutchinson and Lai (Q961007) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model (Q1952681) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas (Q2283656) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (Q2455698) (← links)
- (Q5879923) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
