scientific article; zbMATH DE number 5973798
From MaRDI portal
Publication:3098520
zbMATH Open1227.93120MaRDI QIDQ3098520FDOQ3098520
Authors: Tomáš Bacigál, Vladimír Jágr, Radko Mesiar 
Publication date: 17 November 2011
Full work available at URL: https://eudml.org/doc/196428
Title of this publication is not available (Why is that?)
Recommendations
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Archimedean copulas with applications to VaR estimation
- Archimedean copulas, exchangeability, and max-stability
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Inference for Archimax copulas
- Nonparametric estimation of multivariate extreme-value copulas
- \(d\)-dimensional dependence functions and Archimax copulas
- Multivariate Archimax copulas
- Estimating Archimedean copulas in high dimensions
Foundations and philosophical topics in statistics (62A01) Identification in stochastic control theory (93E12)
Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- Title not available (Why is that?)
- An introduction to copulas.
- Tests of independence and randomness based on the empirical copula process
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Construction of asymmetric multivariate copulas
- Bivariate extreme value theory: Models and estimation
- On a general class of fuzzy connectives
- Bivariate distributions with given extreme value attractor
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Title not available (Why is that?)
- \(k\)-\(l_p\)-Lipschitz t-norms
- Lipschitz continuity of copulas w.r.t. \(L_p\)-norms
Cited In (9)
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- Hypothesis Testing for Matched Pairs with Missing Data by Maximum Mean Discrepancy: An Application to Continuous Glucose Monitoring
- A compendium of copulas
- Multivariate Archimax copulas
- Copulae: an overview and recent developments
- Inference for Archimax copulas
- \(d\)-dimensional dependence functions and Archimax copulas
- Exchangeable copulas
- Asymmetric copulas and their application in design of experiments
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3098520)
