An introduction to copulas. Properties and applications
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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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- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
- Estimating a bivariate tail: a copula based approach
- scientific article; zbMATH DE number 1409632 (Why is no real title available?)
- Dependence analysis of regression models in time series
- Regression models for multivariate ordered responses via the Plackett distribution
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization
- Copulas: Tales and facts (with discussion)
- scientific article; zbMATH DE number 7325185 (Why is no real title available?)
- Multivariate extreme value theory and its usefulness in understanding risk
- Comparison of estimators for pair-copula constructions
- A bivariate regression model for matched paired survival data: local influence and residual analysis
- Modeling Uncertainty and Nonlinearity by Probabilistic Metric Spaces
- Bounds for functions of multivariate risks
- Fitting bivariate cumulative returns with copulas
- Modelling the joint distribution of competing risks survival times using copula functions
- Estimation of the value at risk using the stochastic approach of Taylor formula
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- Schur-concave triangular norms: Characterization and application in pFCSP
- Bayesian copula selection
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
- Testing stochastic orders in tails of contingency tables
- Mining and visualising ordinal data with non-parametric continuous BBNs
- A Bayesian joint model of recurrent events and a terminal event
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications
- Bayesian copulae distributions, with application to operational risk management
- Modelling operational risk losses with graphical models and copula functions
- On the dependence structure of order statistics
- On Equality in Distribution of Ratios $\boldsymbol{X\!{/}(X}{+}\boldsymbol{Y)}$ and $\boldsymbol{Y\!{/}(X}{+}\boldsymbol{Y)}$
- Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
- Fuzzy sets and fuzzy logic-based methods in multicriteria decision analysis
- Principles of copula theory
- An empirical central limit theorem with applications to copulas under weak dependence
- Conditional orderings and positive dependence
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
- Reduction of uncertainty using sensitivity analysis methods for infinite random sets of indexable type
- Multiobjective land–water allocation model for sustainable agriculture with predictive stochastic yield response
- Correlated age-specific mortality model: an application to annuity portfolio management
- Estimating copula densities, using model selection techniques
- Monge properties, discrete convexity and applications
- Sample size determination for clustered right-censored data using copula models
- Shift invariant binary aggregation operators.
- Estimation of regression parameters in missing data problems
- Probabilistic implications
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
- Nonspecificity for infinite random sets of indexable type
- Multivariate Markov families of copulas
- Estimation of functionals of multivariate distribution by censored observation via copula function
- Measures of multivariate dependence based on a distance between Fisher information matrices
- Kendall distributions and level sets in bivariate exchangeable survival models
- A semi-parametric approach to risk management
- Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
- OWA trees and their role in security modeling using attack trees
- scientific article; zbMATH DE number 2209495 (Why is no real title available?)
- On higher-degree bivariate stop-loss transforms, with applications
- Recent advances in the elicitation of uncertainty distributions from experts for multinomial probabilities
- Dependence and the asymptotic behavior of large claims reinsurance
- Maxima of random particles scores in Markov branching processes with continuous time
- LTD and RTI dependence orderings
- On some construction methods for 1-Lipschitz aggregation functions
- Mastering uncertainty in industry. II: A survey of physical and numerical statistical modelling methods
- On the use of min-max combination of biomarkers to maximize the partial area under the ROC curve
- A law of uniform seniority for dependent lives
- A new class of symmetric bivariate copulas
- Constructing hierarchical archimedean copulas with Lévy subordinators
- Measurement of bivariate risks by the north-south quantile points approach
- A Dependence Metric for Possibly Nonlinear Processes
- A new class of bivariate copulas.
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Measures of risk
- Lift and generalized ordinal sum of negations on bounded posets
- Matrix representation of discrete quasi-copulas
- How retention levels influence the variability of the total risk under reinsurance
- Estimating correlation from dichotomized normal variables
- Modeling dropouts by conditional distribution, a copula-based approach
- Computation of general correlation coefficients for interval data
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
- Common factors in conditional distributions for bivariate time series
- Semiparametric multivariate density estimation for positive data using copulas
- A bivariate count model with discrete Weibull margins
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments
- Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
- Reliability in portfolio optimization using uncertain estimates
- Expectation of rank statistics under setup of stochastic inequalities
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Multivariate reduced rank regression in non-Gaussian contexts, using copulas
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- Tolerance intervals for quantiles of bivariate risks and risk measurement
- A Two-Part Joint Model for the Analysis of Survival and Longitudinal Binary Data with Excess Zeros
- Weighted U-statistics for likelihood-ratio ordering of bivariate data
- Recent advances to model anisotropic space-time data
- My introduction to copulas. An interview with Roger Nelsen
- Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
- Bivariate survival modeling: a Bayesian approach based on copulas
- Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
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