scientific article; zbMATH DE number 1119427
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Publication:4377600
zbMATH Open0885.00054MaRDI QIDQ4377600FDOQ4377600
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Publication date: 18 February 1998
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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)
- Fitting bivariate cumulative returns with copulas
- Copula conditional tail expectation for multivariate financial risks
- Sets of random variables with a given uncorrelation structure
- My introduction to copulas. An interview with Roger Nelsen
- On a problem by Schweizer and Sklar
- Two dimensional probabilities with a given conditional structure.
- Uncorrelatedness sets of bounded random variables
- A compendium of copulas
- Supermodular dependence ordering on a class of multivariate copulas
- On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
- Title not available (Why is that?)
- Measuring conformability of probabilities
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- Uncorrelatedness sets for random variables with given distributions
- Extreme value behavior of aggregate dependent risks
- A characterization of joint distribution of two-valued random variables and its applications
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