scientific article; zbMATH DE number 1119427

MaRDI QIDQ4377600zbMATH OpenFDO

Authors

Publication date 18 February 1998

zbMATH Keywords

ConferenceProceedingsDistributionsPrague (Czech Republic)Moment problemsMarginals

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06)

Cited in

(17)

• Supermodular dependence ordering on a class of multivariate copulas
• Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
• On a problem by Schweizer and Sklar
• Extreme value behavior of aggregate dependent risks
• Copula conditional tail expectation for multivariate financial risks
• Sets of random variables with a given uncorrelation structure
• Uncorrelatedness sets of bounded random variables
• A characterization of joint distribution of two-valued random variables and its applications
• My introduction to copulas. An interview with Roger Nelsen
• Fitting bivariate cumulative returns with copulas
• Two dimensional probabilities with a given conditional structure.
• Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
• Uncorrelatedness sets for random variables with given distributions
• On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper
• A compendium of copulas
• scientific article; zbMATH DE number 49905 (Why is no real title available?)
• Measuring conformability of probabilities

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