Pages that link to "Item:Q904699"
From MaRDI portal
The following pages link to Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699):
Displayed 24 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- Baire category results for quasi-copulas (Q325004) (← links)
- Covar of families of copulas (Q342737) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Maximum asymmetry of copulas revisited (Q1648678) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- A metric space of subcopulas -- an approach via Hausdorff distance (Q2037447) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- On metric spaces of subcopulas (Q2049230) (← links)
- On convergence of associative copulas and related results (Q2063750) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence (Q2172585) (← links)
- On the lower bound of Spearman's footrule (Q2178933) (← links)
- Spatially homogeneous copulas (Q2304259) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Extensions of subcopulas (Q2400638) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles (Q6081878) (← links)
- A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (Q6143884) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)