Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Recommendations
- An introduction to copulas.
- Copulas: A Review and Recent Developments
- Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen
- An introduction to copulas. Properties and applications
- Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
Cited in
(only showing first 100 items - show all)- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- On truncation invariant copulas and their estimation
- An extension of Kemperman's characterization on k-independence and its application
- CMPH: a multivariate phase-type aggregate loss distribution
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- Maximum asymmetry of copulas revisited
- On the length of copula level curves
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components
- Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components
- A two-component copula with links to insurance
- On conditions under which some generalized Sugeno integrals coincide: a solution to Dubois' problem
- \(D_s\)-optimality in copula models
- Comparisons between largest order statistics from multiple-outlier models with dependence
- Spatial tail dependence and survival stability in a class of Archimedean copulas
- Conditioning of copulas: transformations, invariance and measures of concordance
- Extremal dependence concepts
- On the construction of radially symmetric copulas in higher dimensions
- Supermigrativity of aggregation functions
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- Stochastic comparisons and bounds for conditional distributions by using copula properties
- New monotone measure-based integrals inspired by scientific impact problem
- Aggregation and signature based comparisons of multi-state systems via decompositions of fuzzy measures
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- A comprehensive family of copulas to model bivariate random noise and perturbation
- On the class of bivariate Archimax copulas under constraints
- A copula transformation in multivariate mixed discrete-continuous models
- New results on discrete copulas and quasi-copulas
- Conditions on marginals and copula of component lifetimes for signature representation of system lifetime
- Construction of copulas with hairpin support
- Hedging the risk of wind power production using dispatchable energy source
- A short history of statistical association: from correlation to correspondence analysis to copulas
- On copulas of self-similar Ito processes
- Sklar's theorem, copula products, and ordering results in factor models
- On convergence of associative copulas and related results
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
- New results on perturbation-based copulas
- Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- On the class of truncation invariant bivariate copulas under constraints
- Baire category results for stochastic orders
- Distortion representations of multivariate distributions
- Total positivity of copulas from a Markov kernel perspective
- On random sets for inference in statistics and econometrics
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- On a bivariate copula for modeling negative dependence: application to New York air quality data
- A copula-based approximation to Markov chains
- Perturbations of copulas and mixing properties
- On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures
- On a multivariate copula-based dependence measure and its estimation
- Smooth bootstrapping of copula functionals
- An extension of the Gumbel-Barnett family of copulas
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Mutual association measures
- On the lower bound of Spearman's footrule
- On Copula-Itô processes
- Time evolutions of copulas and foreign exchange markets
- Goodness-of-fit testing for copulas: a distribution-free approach
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- A hitchhiker's guide to quasi-copulas
- Zero-sets of copulas
- A note on an idempotent transformation of absolutely continuous Archimedean copulas
- On the copula correlation ratio and its generalization
- Extremal behavior of diagonal and Bertino copulas
- Zero-linear copulas
- Study of partial and average conditional Kendall's tau
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- Copulae, self-affine functions, and fractal dimensions
- Statistical detection and classification of background risks affecting inputs and outputs
- A note on bivariate Archimax copulas
- Transformation of a copula using the associated co-copula
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
- On minimal copulas under the concordance order
- Spatially homogeneous copulas
- A family of transformed copulas with a singular component
- A class of bivariate copula mappings
- Reflection invariant copulas
- On the lattice structure of the set of supermodular quasi-copulas
- On degrees of asymmetry of a copula with respect to a track
- Solution to two open problems on perturbations of the product copula
- Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
- Extensions of subcopulas
- Copulas with given values on the tails
- Optimal control of a dispatchable energy source for wind energy management
- Absolutely continuous copulas with given sub-diagonal section
- A concept of copula robustness and its applications in quantitative risk management
- On the exact regions determined by Kendall's tau and other concordance measures
- On universal K_C-integrals
- On dynamic mutual information for bivariate lifetimes
- On order statistics and their copulas
- Joint weak hazard rate order under non-symmetric copulas
- Copula-induced measures of concordance
- Baire category results for quasi-copulas
- A biconvex form for copulas
- On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
- An invitation to coupling and copulas: with applications to multisensory modeling
- scientific article; zbMATH DE number 7447348 (Why is no real title available?)
This page was built for publication: Principles of copula theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5255016)
