My introduction to copulas. An interview with Roger Nelsen
From MaRDI portal
Publication:1616351
DOI10.1515/demo-2017-0006zbMath1404.62052OpenAlexW2761093498MaRDI QIDQ1616351
Steven Vanduffel, Giovanni Puccetti, Fabrizio Durante, Matthias Scherer
Publication date: 1 November 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2017-0006
Related Items
Cites Work
- Stat trek. An interview with Christian Genest
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
- An introduction to copulas.
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf
- Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
- An introduction to copulas. Properties and applications
- A characterization of quasi-copulas
- The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
- Triangular norms
- On the characterization of a class of binary operations on distribution functions
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- Correlations and Copulas for Decision and Risk Analysis
- Copula Models for Aggregating Expert Opinions
- Statistical Metrics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item