Expansions for bivariate copulas (Q2348320)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Expansions for bivariate copulas	scientific article

Statements

scholarly article

0 references

Expansions for bivariate copulas (English)

0 references

Statistics \& Probability Letters

0 references

publication date

11 June 2015

0 references

zbMATH Keywords

copulas

0 references

expansion

0 references

measures

0 references

Saralees Nadarajah

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.spl.2015.02.005

0 references

Bayesian copulae distributions, with application to operational risk management -- some comments

0 references

On a Measure of Dependence Between two Random Variables

0 references

Dependence measures for extreme value analyses

0 references

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES

0 references

A NEW MEASURE OF RANK CORRELATION

0 references

Lévy-frailty copulas

0 references

Bivariate extreme-value copulas with discrete Pickands dependence measure

0 references

An introduction to copulas.

0 references

0 references

Measures of tail asymmetry for bivariate copulas

0 references

THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

0 references

Multivariate conditional versions of Spearman's rho and related measures of tail dependence

0 references

On nonparametric measures of dependence for random variables

0 references

Bivariate extreme statistics. I

0 references

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/j.spl.2015.02.005

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2348320

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2348320&oldid=35459522"