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)- On the rate of convergence to asymptotic independence between order statistics.
- Testing stochastic orders in tails of contingency tables
- Criteria satisfaction under measure based uncertainty
- Score tests for independence in semiparametric competing risks models
- Maintaining tail dependence in data shuffling using \(t\) copula
- Cramér-von Mises regression
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
- Stochastic comparisons of interfailure times under a relevation replacement policy
- LTD and RTI dependence orderings
- On a construction of multivariate distributions given some multidimensional marginals
- Efficient nonparametric estimation of a distribution function.
- On efficient estimation of linear functionals of a bivariate distribution with known marginals.
- Full ordering in the Shorrocks mobility sense of the semiring of monotone doubly stochastic matrices
- Superefficient estimation of the marginals by exploiting knowledge on the copula
- On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics
- Dependence patterns associated with the fundamental diagram: a copula function approach
- Estimation of regression parameters in missing data problems
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Bivariate survival models with Clayton aging functions
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments
- Tail dependence for two skew \(t\) distributions
- Towards adding probabilities and correlations to interval computations
- Conditional orderings and positive dependence
- A test of independence based on a generalized correlation function
- Comparison of performance measures for multivariate discrete models
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
- A new family of symmetric bivariate copulas
- GeD spline estimation of multivariate Archimedean copulas
- On the extremal dependence coefficient of multivariate distributions
- Behaviour of multivariate tail dependence coefficients
- Score tests for independence in parametric competing risks models
- Pricing equity-indexed annuities under stochastic interest rates using copulas
- Tolerance intervals for quantiles of bivariate risks and risk measurement
- A study on LTD and RTI positive dependence orderings
- Using second-order probabilities to make maximum entropy approach to copulas more reasonable
- Weighted U-statistics for likelihood-ratio ordering of bivariate data
- Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
- Nonparametric spatial models for extremes: application to extreme temperature data
- CHECKERBOARD COPULAS OF MAXIMUM ENTROPY WITH PRESCRIBED MIXED MOMENTS
- On bivariate generalized linear failure rate-power series class of distributions
- \(d\)-dimensional dependence functions and Archimax copulas
- Certain bivariate distributions and random processes connected with maxima and minima
- Some convex functions based measures of independence and their application to strange attractor reconstruction
- Stochastic comparisons for time transformed exponential models
- Correspondence analysis and diagonal expansions in terms of distribution functions
- A note on minimum distance estimation of copula densities
- Extreme value attractors for star unimodal copulas
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
- Distribution functions of copulas: A class of bivariate probability integral transforms
- On expected utility for financial insurance portfolios with stochastic dependencies
- Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model
- Matrix representation of discrete quasi-copulas
- On the preservation of copula structure under truncation
- The impact of order flow on the foreign exchange market: a copula approach
- Some mathematical structures for computational information
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
- Multidimensional dependency measures
- Multiobjective land–water allocation model for sustainable agriculture with predictive stochastic yield response
- On the calculation of the bounds of probability of events using infinite random sets
- Comparison results for exchangeable credit risk portfolios
- Pricing bivariate option under GARCH processes with time-varying copula
- Dependence properties of multivariate max-stable distributions
- Moment-based estimation of extendible Marshall-Olkin copulas
- Quadratic constructions of copulas
- Valuing Bermudan options when asset returns are Lévy processes
- Improving the estimation of Kendall's tau when censoring affects only one of the variables
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Unconditionally selective dependence of random variables on external factors.
- A note on upper-patched generators for Archimedean copulas
- Nonspecificity for infinite random sets of indexable type
- Where should I submit my work for publication? An asymmetrical classification model to optimize choice
- Measurement of bivariate risks by the north-south quantile points approach
- Information properties for concomitants of order statistics in Farlie-Gumbel-Morgenstern (FGM) family
- Semiparametric Global Cross‐ratio Models for Bivariate Censored Data
- A multivariate circular distribution with applications to the protein structure prediction problem
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function
- Quantile regression for mixed models with an application to examine blood pressure trends in China
- On relative skewness for multivariate distributions
- Kernel aggregation operators and their marginals.
- A pseudo-values regression model for non-fatal event free survival in the presence of semi-competing risks
- Local dependence estimation using semiparametric archimedean copulas
- A limit theorem for triangle functions
- Minimum mutual information and non-Gaussianity through the maximum entropy method: estimation from finite samples
- scientific article; zbMATH DE number 7325185 (Why is no real title available?)
- Generalized additive models for conditional dependence structures
- On an interaction function for copulas
- Weak convergence for the conditional distribution function in a Koziol-Green model under dependent censoring
- Locally most powerful rank tests of independence for copula models
- A characterization of joint distribution of two-valued random variables and its applications
- A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
- Statistical analysis and application of competing risks model with regression
- Age-specific copula-AR-GARCH mortality models
- Accelerated life regression modelling of dependent bivariate time-to-event data
- Distribution functions of multivariate copulas.
- An extension of Osuna's model for stress caused by waiting
- Maxima of random particles scores in Markov branching processes with continuous time
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics
- Conditional empirical copula processes and generalized measures of association
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