Pages that link to "Item:Q2476141"

The following pages link to Dependence structure of conditional Archimedean copulas (Q2476141):

Displaying 12 items.

• The partial copula: properties and associated dependence measures (Q334002) (← links)
• Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Tail dependence for regularly varying time series (Q1954603) (← links)
• Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
• A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
• Study of partial and average conditional Kendall's tau (Q2236383) (← links)
• Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
• Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
• Bounds for the Clayton copula (Q4968126) (← links)
• On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)