Invariant dependence structure under univariate truncation
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Cited in
(33)- On spatial contagion and multivariate GARCH models
- New families of symmetric/asymmetric copulas
- On truncation invariant copulas and their estimation
- Truncation invariant dependence structures
- A test for truncation invariant dependence
- A note on Archimax copulas and their representation by means of conic copulas
- On the characterization of copulas by differential equations
- Gaussian approximation of conditional elliptical copulas
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- The limiting distribution of a bivariate random vector under univariate truncation
- Univariate conditioning of vine copulas
- Copulas with truncation-invariance property
- Right-truncated Archimedean and related copulas
- Evolution of the dependence of residual lifetimes
- On the measure induced by copulas that are invariant under univariate truncation
- Some properties of fuzzy implications based on copulas
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- On copulas with a trapezoid support
- Covar of families of copulas
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- Copula-based conditional tail indices
- Invariant dependence structures and Archimedean copulas
- On the preservation of copula structure under truncation
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- Conditioning of copulas: transformations, invariance and measures of concordance
- SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
- Truncation invariant copulas and a testing procedure
- Asymmetric copulas and their application in design of experiments
- On conditional value at risk (CoVaR) for tail-dependent copulas
- Limiting tail dependence copulas
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