An introduction to copulas. Properties and applications
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Publication:1273993
Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Axioms; other general questions in probability (60A05)
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(only showing first 100 items - show all)- Robust distributed maximum likelihood estimation with dependent quantized data
- On recursive Bayesian predictive distributions
- Shift invariant binary aggregation operators.
- Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
- Fisher information and the Kullback-Leibler distance in concomitants of generalized order statistics under iterated FGM family
- Random first-order linear discrete models and their probabilistic solution: a comprehensive study
- Bivariate analysis of survivorship and persistency
- On two dependent individual risk models.
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles
- Love and death: a Freund model with frailty
- Kusuoka representations of coherent risk measures in general probability spaces
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- Bell-type inequalities for bivariate maps on orthomodular lattices
- Copula credibility for aggregate loss models
- Copulae on products of compact Riemannian manifolds
- Modeling cause-of-death mortality using hierarchical Archimedean copula
- A generalization of the Archimedean class of bivariate copulas
- 2-increasing binary aggregation operators
- Statistical properties of parametric estimators for Markov chain vectors based on copula models
- On some construction methods for 1-Lipschitz aggregation functions
- Construction of measure by given projections
- Best-possible bounds on sets of bivariate distribution functions
- Archimedean copulas with applications to VaR estimation
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- Modelling the joint distribution of competing risks survival times using copula functions
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
- Copula Component Analysis
- A generalized linear mixed model for longitudinal binary data with a marginal logit link function
- Quasi conjunction, quasi disjunction, t-norms and t-conorms: probabilistic aspects
- Link-save trading
- Empirical likelihood for non-smooth criterion functions
- On the recovery of joint distributions from limited information
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Measure-based aggregation operators.
- On linear and quadratic constructions of aggregation functions
- Estimating the probability of widespread flood events
- Copula and s-map on a quantum logic
- A semiparametric test of independence in copula models for censored data
- Dependence and the asymptotic behavior of large claims reinsurance
- Nonparametric measures of dependence for biometric data studies
- Copulas with maximum entropy
- Multivariate extreme value theory and its usefulness in understanding risk
- Bounds on the value-at-risk for the sum of possibly dependent risks
- Lipschitz continuity of triangular subnorms
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Lipschitzian De Morgan triplets of fuzzy connectives
- Archimax copulas and invariance under transformations
- A generalized beta copula with applications in modeling multivariate long-tailed data
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Estimation and tests of independence in copula models via divergences
- Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models
- Transition choice probabilities in logit
- On distance distribution functions-valued submeasures related to aggregation functions
- Portfolio risk assessment using multivariate extreme value methods
- Measures of information in order statistics and their concomitants for the single iterated Farlie-Gumbel-Morgenstern bivariate distribution
- Parametric characterization of aggregation functions
- The Notions of Overlap and Grouping Functions
- T-evaluators and S-evaluators
- Combining various types of belief structures
- Worst VaR scenarios
- Mining and visualising ordinal data with non-parametric continuous BBNs
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method
- Joint survival probability via truncated invariant copula
- Extreme VaR scenarios in higher dimensions
- The additive hazard mixing models
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- A new family of positive quadrant dependent bivariate distributions
- Modeling liquid association
- Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach
- On the construction of minimum information bivariate copula families
- Copulas from the Fokker-Planck equation
- Copulae of probability measures on product spaces
- Metamodelling with independent and dependent inputs
- Supermodular dependence ordering on a class of multivariate copulas
- Estimating copula densities, using model selection techniques
- On multivariate dispersion orderings based on the standard construction
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk
- A non-associative generalization of Hájek's BL-algebras
- On the dependence between the extreme order statistics in the proportional hazards model
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
- Estimating a bivariate tail: a copula based approach
- Spatio-temporal stationary covariance models
- Dependence analysis of regression models in time series
- Semiparametric multivariate density estimation for positive data using copulas
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks
- Constructing Archimedean copulas from diagonal sections
- On ordinal sums of triangular norms on bounded lattices
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Multivariate Markov families of copulas
- Validating criteria with imprecise data in the case of trapezoidal representations
- Axiomatisation of fully probabilistic design
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- On special fuzzy implications
- Meta-theorems on inequalities for scalar fuzzy set cardinalities
- Generalized \(C_{F_1 F_2}\)-integrals: from Choquet-like aggregation to ordered directionally monotone functions
- A counterexample to a conjecture of Hutchinson and Lai
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Study of some measures of dependence between order statistics and systems
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