Pages that link to "Item:Q1969723"
From MaRDI portal
The following pages link to Bivariate distributions with given extreme value attractor (Q1969723):
Displayed 50 items.
- Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Archimax copulas and invariance under transformations (Q557111) (← links)
- Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes (Q621625) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← 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)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Lipschitz continuity of copulas w.r.t. \(L_p\)-norms (Q960897) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Are copulas unimodal? (Q1400143) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- \(D_s\)-optimality in copula models (Q1697867) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- A note on Archimax copulas and their representation by means of conic copulas (Q2013781) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Some properties of fuzzy implications based on copulas (Q2224859) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- Semi-copulas, capacities and families of level sets (Q2269189) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- A note on bivariate Archimax copulas (Q2283646) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Fuzzy implications based on semicopulas (Q2398072) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* (Q3023040) (← links)