Pages that link to "Item:Q957308"

The following pages link to Construction of asymmetric multivariate copulas (Q957308):

Displaying 23 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Some results on a transformation of copulas and quasi-copulas (Q498027) (← links)
• Multivariate hierarchical copulas with shocks (Q607608) (← links)
• Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
• Erratum to ``Construction of asymmetric multivariate copulas'' (Q632759) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
• Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
• \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
• Copula-based dependence between frequency and class in car insurance with excess zeros (Q1785232) (← links)