Principles of Copula Theory
From MaRDI portal
Publication:5255016
DOI10.1201/b18674zbMath1380.62008OpenAlexW1457220277MaRDI QIDQ5255016
Publication date: 11 June 2015
Full work available at URL: https://doi.org/10.1201/b18674
Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (only showing first 100 items - show all)
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components ⋮ Copula-based measurement error models ⋮ MULTIVARIATE COMPOSITE COPULAS ⋮ RELATIONSHIPS BETWEEN IMPORTANCE MEASURES AND REDUNDANCY IN SYSTEMS WITH DEPENDENT COMPONENTS ⋮ Extensions of subcopulas ⋮ Inaccuracy measures for concomitants of generalized order statistics in Morgenstern family ⋮ Copulas with given values on the tails ⋮ Some new ratio-type copulas: theory and properties ⋮ A concept of copula robustness and its applications in quantitative risk management ⋮ On the Construction of Radially Symmetric Trivariate Copulas ⋮ On the exact region determined by Spearman's rho and Spearman's footrule ⋮ Extreme semilinear copulas ⋮ Best-possible bounds on the set of copulas with a given value of Spearman's footrule ⋮ A differential characterization of the \(d\)-increasingness property ⋮ On the measure induced by copulas that are invariant under univariate truncation ⋮ Optimal control of a dispatchable energy source for wind energy management ⋮ On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform ⋮ On copulas with a trapezoid support ⋮ A generalization of quasi-homogenous copulas ⋮ Several algorithms for constructing copulas via \(\ast\)-product decompositions ⋮ A generalization of a copula-based construction of fuzzy implications ⋮ Randentropy: A Software to Measure Inequality in Random Systems ⋮ A note on bivariate survival functions following a law of uniform seniority ⋮ Bayesian ridge regression for survival data based on a vine copula-based prior ⋮ Copula-based estimation of value at risk for the portfolio problem ⋮ A new class of copulas having dependence range larger than FGM-type copulas ⋮ On the exact regions determined by Kendall's tau and other concordance measures ⋮ Matrix compatibility and correlation mixture representation of generalized Gini's gamma ⋮ Some new developments on variable-power copulas ⋮ Novel survival functions based on conditional aggregation operators ⋮ A novel positive dependence property and its impact on a popular class of concordance measures ⋮ Measuring linear correlation between random vectors ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Quantifying directed dependence via dimension reduction ⋮ Multivariate tail dependence and local stochastic dominance ⋮ On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence ⋮ Copula modeling from Abe Sklar to the present day ⋮ Multivariate copulas with given values at two arbitrary points ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On universal \(K_C\)-integrals ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Absolutely continuous copulas with given sub-diagonal section ⋮ A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE ⋮ On the extension of signature-based representations for coherent systems with dependent non-exchangeable components ⋮ A general approach to generate random variates for multivariate copulae ⋮ Long range dependence of heavy-tailed random functions ⋮ On dynamic mutual information for bivariate lifetimes ⋮ Random noise and perturbation of copulas ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Copulæ of Processes Related to the Brownian Motion: A Brief Survey ⋮ ON THE FUZZY SET THEORY AND AGGREGATION FUNCTIONS: HISTORY AND SOME RECENT ADVANCES ⋮ Truncation invariant copulas and a testing procedure ⋮ A Compendium of Copulas ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ Characterizations of bivariate conic, extreme value, and Archimax copulas ⋮ On truncation invariant copulas and their estimation ⋮ Perturbations of copulas and mixing properties ⋮ On order statistics and Kendall's tau ⋮ On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures ⋮ Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables ⋮ On quantile based co-risk measures and their estimation ⋮ Copula modeling for discrete random vectors ⋮ On a multivariate copula-based dependence measure and its estimation ⋮ Smooth bootstrapping of copula functionals ⋮ 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 ⋮ 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 ⋮ An invitation to coupling and copulas: with applications to multisensory modeling ⋮ On the length of copula level curves ⋮ An extension of the Gumbel-Barnett family of copulas ⋮ Characterizations of copulas attaining the bounds of multivariate Kendall's tau ⋮ 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 ⋮ 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 ⋮ Characterization of all copulas associated with non-continuous random variables ⋮ 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 ⋮ Time evolutions of copulas and foreign exchange markets ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Comparisons between largest order statistics from multiple-outlier models with dependence ⋮ 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
This page was built for publication: Principles of Copula Theory
