Construction of asymmetric multivariate copulas
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Cites work
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Cited in
(98)- Detecting changes in cross-sectional dependence in multivariate time series
- Testing symmetry for bivariate copulas using Bernstein polynomials
- A class of multivariate copulas based on products of bivariate copulas
- Maintaining tail dependence in data shuffling using \(t\) copula
- A goodness-of-fit test for bivariate extreme-value copulas
- Multivariate composite copulas
- A generalization of Archimedean and Marshall-Olkin copulas family
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Comments on: Inference in multivariate Archimedean copula models
- New families of symmetric/asymmetric copulas
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- A comparison of dependence function estimators in multivariate extremes
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- Copulas, uncertainty, and false discovery rate control
- Nonparametric rank-based tests of bivariate extreme-value dependence
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
- Time series with infinite-order partial copula dependence
- On a generalization of Archimedean copula family
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- Ultramodularity and copulas
- Modelling mortality dependence: an application of dynamic vine copula
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- A weak version of bivariate lack of memory property
- Constructing and generalizing given multivariate copulas: a unifying approach
- Copulæ: some mathematical aspects
- Some results on a transformation of copulas and quasi-copulas
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Marshall-Olkin type copulas generated by a global shock
- Multivariate hierarchical copulas with shocks
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- Bernoulli and tail-dependence compatibility
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Asymptotic total variation tests for copulas
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- \(d\)-dimensional dependence functions and Archimax copulas
- A generalized beta copula with applications in modeling multivariate long-tailed data
- Distorted mix method for constructing copulas with tail dependence
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- Bivariate tail dependence and the generation of multivariate extreme value distributions
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- Some copula inference procedures adapted to the presence of ties
- A trivariate Gaussian copula stochastic frontier model with sample selection
- Nonparametric Identification of Copula Structures
- Bivariate copulas: transformations, asymmetry and measures of concordance
- Analysis of directional dependence using asymmetric copula-based regression models
- Construction of bivariate S-distributions with copulas
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
- A general approach to full-range tail dependence copulas
- Non-exchangeable copulas and multivariate total positivity
- Asymmetric copulas and their application in design of experiments
- Copula-based dependence between frequency and class in car insurance with excess zeros
- Trade and currency options hedging model
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Copulas based on Marshall-Olkin machinery
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- Erratum to ``Construction of asymmetric multivariate copulas
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Copula-based geostatistical modeling of continuous and discrete data including covariates
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- Some new developments on variable-power copulas
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- A Marshall-Olkin type multivariate model with underlying dependent shocks
- Refined probabilistic response and seismic reliability evaluation of high-rise reinforced concrete structures via physically driven dimension-reduced probability density evolution equation
- Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
- Time irreversible copula-based Markov models
- On the Gumbel-Barnett extended Celebioglu-Cuadras copula
- Fitting copulas in the case of missing data
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
- Construction of copulas for bivariate failure rates
- Extremal properties of M4 processes
- The copula directional dependence by stochastic volatility models
- The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T2 control charts
- Research on radial asymmetric random variables
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Extremal behavior of diagonal and Bertino copulas
- Shock models with dependence and asymmetric linkages
- Bayesian inference in cumulative distribution fields
- Modeling currency exchange data with asymmetric copula functions
- A functional treatment of asymmetric copulas
- Asymmetric dependence in the stochastic frontier model using skew normal copula
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- The Sign Test, Paired Data, and Asymmetric Dependence: A Cautionary Tale
- Consistent Estimation of Multiple Breakpoints in Dependence Measures
- A method for constructing asymmetric pair-copula and its application
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