The following pages link to The Bivariate Normal Copula (Q2859290):
Displayed 16 items.
- Dynamic bivariate normal copula (Q295132) (← links)
- On the family of multivariate chi-square copulas (Q321910) (← links)
- Bayesian aggregation of two forecasts in the partial information framework (Q334027) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Supermigrative copulas and positive dependence (Q1633249) (← links)
- The influence function of Gini's gamma (Q1698454) (← links)
- Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
- A consistent track-to-track fusion method based on copula theory (Q1793051) (← links)
- Imputation for skewed data: multivariate Lomax case (Q2047379) (← links)
- On copulas of self-similar Ito processes (Q2063748) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Bivariate sinh-normal distribution and a related model (Q2517094) (← links)
- Optimal designs for copula models (Q2953573) (← links)
- A Compendium of Copulas (Q5162881) (← links)