Pages that link to "Item:Q2849526"
From MaRDI portal
The following pages link to Assessing and Modeling Asymmetry in Bivariate Continuous Data (Q2849526):
Displaying 21 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Flipping of multivariate aggregation functions (Q279432) (← links)
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Best-possible bounds on the set of copulas with given degree of non-exchangeability (Q489032) (← links)
- 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)
- Bivariate copulas, norms and non-exchangeability (Q906350) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- \(D_s\)-optimality in copula models (Q1697867) (← links)
- Non-exchangeability of copulas arising from shock models (Q2000611) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Reflected maxmin copulas and modeling quadrant subindependence (Q2037445) (← links)
- Constructing copulas from shock models with imprecise distributions (Q2302951) (← links)
- Relation between non-exchangeability and measures of concordance of copulas (Q2306211) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)