Dependence properties of conditional distributions of some copula models
DOI10.1007/S11009-017-9544-9zbMATH Open1402.60025OpenAlexW2574123442MaRDI QIDQ1617331FDOQ1617331
Publication date: 8 November 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9544-9
Recommendations
factor modelvinepositive dependencestochastically increasingtotal positivity of order 2Markov treemixture of conditional distributions
Probability distributions: general theory (60E05) Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
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Cited In (8)
- Dependence properties of bivariate copula families
- Vine copula regression for observational studies
- Title not available (Why is that?)
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- On the invariant properties of notions of positive dependence and copulas under increasing transformations
- The partial copula: properties and associated dependence measures
- Title not available (Why is that?)
- Dependence measures for perturbations of copulas
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