The following pages link to Simulating Copulas (Q4976165):
Displayed 25 items.
- Exact simulation of reciprocal Archimedean copulas (Q722659) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Why are FGM copulas successful? A simple explanation (Q1787452) (← links)
- Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method (Q1987793) (← links)
- A probabilistic view on semilinear copulas (Q1999166) (← links)
- Non-exchangeability of copulas arising from shock models (Q2000611) (← links)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Distortion representations of multivariate distributions (Q2082487) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- (Q5879921) (← links)
- Correlation-oriented complex system structural risk assessment using copula and belief rule base (Q6057406) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
- A new class of copulas having dependence range larger than FGM-type copulas (Q6152245) (← links)
- Implementing Markovian models for extendible Marshall-Olkin distributions (Q6160717) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)