Uniform representations of bivariate distributions

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cited In (42)

Eigenanalysis on a bivariate covariance kernel
Fitting bivariate cumulative returns with copulas
Statistical inference for a certain class of bivariate distributions
A semiparametric maximum likelihood ratio test for the change point in copula models
A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
Inference properties of a one-parameter curved exponential family of distributions with given marginals
A strategy for constructing multivariate distributions
Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
Conditionally ordered distributions
Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
Square tray distributions
New estimates and tests of independence in some copula models
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
Stochastic bounds on sums of dependent risks
Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
Copulas with truncation-invariance property
Positive dependence orderings
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Robust Fits for Copula Models
Heavy tails and copulas: limits of diversification revisited
Dependence Information in Parameterized Copulas
A semiparametric test of independence in copula models for censored data
A test of independence in some copula models
Copula modeling from Abe Sklar to the present day
Simulation input data modeling
A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
Dependence, dispersiveness, and multivariate hazard rate ordering
Possibly dependent probability summation of reaction time
On the preservation of copula structure under truncation
A large sample test for one parameter families of copulas
Simplified pair copula constructions -- limitations and extensions
Construction of multivariate distributions with given marginals
Archimedean copulae and positive dependence
On the construction of multivariate distributions with given nonoverlapping multivariate marginals
A New Test Procedure of Independence in Copula Models via χ²-Divergence
Tail dependence functions and vine copulas
Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
A class of symmetric bivariate uniform distributions
Construction of bivariate S-distributions with copulas
Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
Bivariate copulas with cubic sections

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