scientific article; zbMATH DE number 3457895

zbMATH Open0292.60036MaRDI QIDQ4043845FDOQ4043845

Authors: Abe Sklar 

Publication date: 1973

Full work available at URL: https://eudml.org/doc/28992

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cited In (only showing first 100 items - show all)

• World commodity prices and economic activity in advanced and emerging economies
• Constructing copulas by means of pairs of order statistics
• Independence versus indetermination: basis of two canonical clustering criteria
• Income and democracy: a bivariate copula approach
• Numerical methods to quantify the model risk of basket default swaps
• A differential characterization of the \(d\)-increasingness property
• A semiparametric maximum likelihood ratio test for the change point in copula models
• Applications of product space algebra of conditional events and one-point random set representations of fuzzy sets to the development of conditional fuzzy sets
• Measures of risk
• Multiplications on the space of probability distribution functions
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• A generalization of the Archimedean class of bivariate copulas
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• On the strong approximation of bootstrapped empirical copula processes with applications
• Worst VaR scenarios
• Sklar's theorem obtained via regularization techniques
• Pattern recognition and subjective belief learning in a repeated constant-sum game
• General tests of independence based on empirical processes indexed by functions
• Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
• Open problems posed at the eighth international conference on fuzzy set theory and applications.
• Bounds for functions of dependent risks
• Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
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• New results on perturbation-based copulas
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• Some new characterizations and properties of quasi-copulas
• Rearrangement inequalities for functionals with monotone integrands
• Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
• An analytical formula for pricing \(m\)-th to default swaps
• New estimates and tests of independence in some copula models
• Uniform in bandwidth consistency of nonparametric regression based on copula representation
• A characterization for the solution of the Monge--Kantorovich mass transference problem
• Componentwise concave copulas and their asymmetry
• Distributions with known initial hazard rate functions
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• Associativity in a class of operations on spaces of distribution functions
• Sklar's theorem derived using probabilistic continuation and two consistency results
• Modelling total tail dependence along diagonals
• Maximal coupling of empirical copulas for discrete vectors
• Copulas with given values on a horizontal and a vertical section
• Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
• Semicopulæ.
• Spatial variable selection methods for investigating acute health effects of fine particulate matter components
• An extreme limit theorem for dependency bounds of normalized sums of random variables
• Random utility models with all choice probabilities expressible as functions of the binary choice probabilities
• Linear time-varying regression with copula-DCC-GARCH models for volatility
• Conditional information using copulas with an application to decision making
• Copula regression spline models for binary outcomes
• Bootstrap prediction intervals for Markov processes
• Quasi-copulas and signed measures
• Copulas, diagonals, and tail dependence
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• Partial correlation with copula modeling
• Some advances in the study of the compatibility of three bivariate copulas
• Title not available (Why is that?)
• The simulation of random processes on digital computers with Chebyshev mixing transformations
• A characterization of joint distribution of two-valued random variables and its applications
• Copulae of probability measures on product spaces
• Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
• Bivariate copula additive models for location, scale and shape
• Kac's representation for empirical copula process from an asymptotic viewpoint
• Efficiency effects in a copula based stochastic frontier model
• A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\)
• A CLT for empirical processes involving time-dependent data
• Foundations for an algebraic theory of conditioning
• Some applications of the strong approximation of the integrated empirical copula processes
• Combining various types of belief structures
• New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
• On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
• Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis
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• Metamodel of a large credit risk portfolio in the Gaussian copula model
• Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
• A revisit of the modified Celebioglu-Cuadras copula
• A general construction of multivariate dependence structures with nonmonotone mappings and its applications
• On the Gumbel-Barnett extended Celebioglu-Cuadras copula
• Spatial Interpolation of Extreme PM1 Values Using Copulas
• Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015)
• The Choquet kernel on the use of regression problem
• Modeling conditional reference regions: application to glycemic markers
• Bivariate copulas on the Hotelling's \(T^2\) control chart
• Copula selection models for non-Gaussian outcomes that are missing not at random
• Forecasting dependent tail value-at-risk by ARMA-GJR-GARCH-copula method and its application in energy risk
• Geostatistical analysis with copula-based models of madograms, correlograms and variograms
• Bayesian and non-Bayesian estimation for the parameter of bivariate generalized Rayleigh distribution based on Clayton copula under progressive type-II censoring with random removal
• Reverse Bayesianism and act independence
• Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
• Parameterized transformations and truncation: when is the result a copula?
• Probability pooling for dependent agents in collective learning
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
• Naturalness in mathematics
• The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T² control charts
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Portfolio optimization for inventory financing: copula-based approaches
• Hedges or safe havens -- revisit the role of gold and USD against stock: a multivariate extended skew-\(t\) copula approach
• Optimal allocation of policy limits in layer reinsurance treaties
• Volatility and dependence in cryptocurrency and financial markets: a copula approach
• Evolution of copulas in discrete processes with application to a numerical modeling of dependence relation between exchange rates
• A new bivariate Archimedean copula with application to the evaluation of VaR
• A new regression model for the analysis of bimodal censored data: a comparison with random survival forest

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