Pages that link to "Item:Q5436420"
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The following pages link to Simulating from Exchangeable Archimedean Copulas (Q5436420):
Displaying 17 items.
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Benford's law beyond independence : tracking Benford behavior in copula models (Q2278640) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- Estimating Archimedean Copulas in High Dimensions (Q2914946) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation (Q5300813) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Non-parametric estimation of the covariate-dependent bivariate distribution for censored gap times (Q6643149) (← links)
