Pages that link to "Item:Q840755"
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The following pages link to On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755):
Displaying 50 items.
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- Characterization of all copulas associated with non-continuous random variables (Q419034) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- Copula calibration (Q485915) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Sklar's theorem obtained via regularization techniques (Q651148) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem (Q906341) (← links)
- Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Covariance model simulation using regular vines (Q1695739) (← links)
- Baire category results for exchangeable copulas (Q1697318) (← links)
- Fair linking mechanisms for resource allocation with correlated player types (Q1698330) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints (Q1931811) (← links)
- A CLT for empirical processes involving time-dependent data (Q1951690) (← links)
- Geometry of discrete copulas (Q2001094) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Random games under elliptically distributed dependent joint chance constraints (Q2082241) (← links)
- Admissible ways of merging \(p\)-values under arbitrary dependence (Q2119232) (← links)
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data (Q2135899) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- A topological proof of Sklar's theorem in arbitrary dimensions (Q2148719) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (Q2244573) (← links)
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula (Q2244595) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- A topological proof of Sklar's theorem (Q2339098) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- A note on generalized inverses (Q2392816) (← links)
- On the Simes inequality in elliptical models (Q2397052) (← links)
- Extensions of subcopulas (Q2400638) (← links)
- Copulas for order statistics with prescribed margins (Q2451623) (← links)
- Efficient dependency models: simulating dependent random variables (Q2672394) (← links)
- Vector copulas (Q2697978) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
