The following pages link to (Q5285634):
Displayed 50 items.
- Rearranged dependence measures (Q74042) (← links)
- Idempotent copulæ: ordinal sums and Archimedean copulæ (Q252937) (← links)
- Maximal non-exchangeability in dimension \(d\) (Q392046) (← links)
- Directional dependence in multivariate distributions (Q421436) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Best-possible bounds on the set of copulas with given degree of non-exchangeability (Q489032) (← links)
- Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Multivariate shuffles and approximation of copulas (Q613171) (← links)
- Copulas and associated fractal sets (Q643556) (← links)
- Measure-preserving functions and the independence copula (Q644601) (← links)
- Shuffles of copulas and a new measure of dependence (Q691846) (← links)
- Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
- Approximation by mutually completely dependent processes (Q811005) (← links)
- Kendall distribution functions and associative copulas (Q834519) (← links)
- A class of copulas with piecewise linear horizontal sections (Q840754) (← links)
- Distribution functions, extremal limits and optimal transport (Q898076) (← links)
- Dependence measuring from conditional variances (Q906340) (← links)
- A scalar product for copulas (Q924107) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Shuffles of copulas (Q1018701) (← links)
- On some construction methods for 1-Lipschitz aggregation functions (Q1037893) (← links)
- Strong approximation of copulas (Q1270687) (← links)
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Bivariate quadratic copula constructions (Q1687267) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions (Q2215135) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Copulae, self-affine functions, and fractal dimensions (Q2254952) (← links)
- A measure of mutual complete dependence (Q2268377) (← links)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226) (← links)
- Ordering risk bounds in factor models (Q2283650) (← links)
- Polynomial copula transformations (Q2329597) (← links)
- A typical copula is singular (Q2348433) (← links)
- Non-atomic bivariate copulas and implicitly dependent random variables (Q2409622) (← links)
- Copulas with fractal supports (Q2567086) (← links)
- Extreme generators of shock induced copulas (Q2671860) (← links)
- On the exact regions determined by Kendall's tau and other concordance measures (Q2687663) (← links)
- (Q3183813) (← links)
- Local Kendall’s Tau (Q4558834) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
- (Q5446378) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- Bounds for optimal stopping values of dependent random variables with given marginals (Q5930652) (← links)
- Distribution functions of copulas: A class of bivariate probability integral transforms (Q5953980) (← links)
- (Q6039730) (← links)
- On the exact region determined by Spearman's rho and Spearman's footrule (Q6049283) (← links)
- Extreme semilinear copulas (Q6057894) (← links)