Pages that link to "Item:Q979231"

The following pages link to From Archimedean to Liouville copulas (Q979231):

Displaying 46 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Extremes of aggregated Dirichlet risks (Q476250) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• The copula echo state network (Q645889) (← links)
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← 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)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
• Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• Dependence in a background risk model (Q2001084) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
• Stochastic species abundance models involving special copulas (Q2149977) (← links)
• The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
• Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
• Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
• Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
• Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
• On an interaction function for copulas (Q2350043) (← links)
• Multivariate discrete distributions via sums and shares (Q2418506) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• Asymmetric dependence in the stochastic frontier model using skew normal copula (Q2658024) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
• (Q5042608) (← links)
• Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
• Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
• Assessing component reliability using lifetime data from systems (Q5221568) (← links)
• Integral generators of Archimedean <i>n</i>-copulas (Q5228595) (← links)
• A copula‐based risk aggregation model (Q5247415) (← links)
• COPICA -- independent component analysis via copula techniques (Q5962739) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970327) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970330) (← links)
• Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
• How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)