The following pages link to Multivariate Archimax copulas (Q2438634):
Displaying 32 items.
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- \(D_s\)-optimality in copula models (Q1697867) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
- Extremes and regular variation (Q2080146) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- A note on bivariate Archimax copulas (Q2283646) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL (Q5051939) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Conditional tail independence in Archimedean copula models (Q5235056) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- (Q5879923) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
