Pages that link to "Item:Q2463697"

The following pages link to Copulas: Tales and facts (with discussion) (Q2463697):

Displaying 37 items.

• Stat trek. An interview with Christian Genest (Q325009) (← links)
• A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
• Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
• Measures of non-exchangeability for bivariate random vectors (Q451448) (← links)
• Copulas for Markovian dependence (Q453262) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
• Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
• Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
• Estimating copula densities, using model selection techniques (Q659123) (← links)
• Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
• Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
• The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
• Extremal dependence concepts (Q1790300) (← links)
• Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
• Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
• Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
• Quantile mechanics II: changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (Q2878024) (← links)
• THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
• Tail dependence and skew distributions (Q3169211) (← links)
• Dependence structure of market states (Q3302373) (← links)
• Asymptotic independence for unimodal densities (Q3578038) (← links)
• Modelling bonds and credit default swaps using a structural model with contagion (Q3605227) (← links)
• Degree-Degree Dependencies in Random Graphs with Heavy-Tailed Degrees (Q4985358) (← links)
• (Q5226051) (← links)
• Nonparametric Identification of Copula Structures (Q5327295) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970331) (← links)
• Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
• Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
• A copula-based multivariate hidden Markov model for modelling momentum in football (Q6107397) (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (Q6640104) (← links)