Pages that link to "Item:Q3585317"

The following pages link to Distorted Copulas: Constructions and Tail Dependence (Q3585317):

Displaying 29 items.

• Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
• New constructions of diagonal patchwork copulas (Q730929) (← links)
• Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
• Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
• A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
• New families of bivariate copulas via unit Weibull distortion (Q2040900) (← links)
• Distortion representations of multivariate distributions (Q2082487) (← links)
• A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
• Semi-copulas, capacities and families of level sets (Q2269189) (← links)
• Transformation of a copula using the associated co-copula (Q2283652) (← links)
• A family of transformed copulas with a singular component (Q2328788) (← links)
• A class of bivariate copula mappings (Q2328790) (← links)
• Solution to an open problem about a transformation on the space of copulas (Q2351194) (← links)
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
• Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
• (Q3057239) (← links)
• On Generators in Archimedean Copulas (Q3120148) (← links)
• (Q4917833) (← links)
• BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL (Q5051939) (← links)
• MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
• On bivariate Kumaraswamy-distorted copulas (Q5081003) (← links)
• A generalized bivariate lifetime distribution based on parallel-series structures (Q5206518) (← links)
• On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
• FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
• Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
• A class of bivariate independence copula transformations (Q6081876) (← links)