Pages that link to "Item:Q2446001"
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The following pages link to Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001):
Displaying 9 items.
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- On the length of copula level curves (Q1661365) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- On a new class of multivariate prior distributions: theory and application in reliability (Q2057367) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Nonparametric estimation of multivariate quantiles (Q6625895) (← links)
