Principles of copula theory
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Publication:5255016
DOI10.1201/B18674zbMATH Open1380.62008OpenAlexW1457220277MaRDI QIDQ5255016FDOQ5255016
Authors: Fabrizio Durante, Carlo Sempi 
Publication date: 11 June 2015
Full work available at URL: https://doi.org/10.1201/b18674
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Cited In (only showing first 100 items - show all)
- On order statistics and Kendall's tau
- Maximum asymmetry of copulas revisited
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- On quantile based co-risk measures and their estimation
- Sklar's theorem, copula products, and ordering results in factor models
- On the construction of radially symmetric trivariate copulas
- A differential characterization of the \(d\)-increasingness property
- On a multivariate copula-based dependence measure and its estimation
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Goodness-of-fit testing for copulas: a distribution-free approach
- Comparison results for inactivity times of \(k\)-out-of-\(n\) and general coherent systems with dependent components
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- A copula transformation in multivariate mixed discrete-continuous models
- Extremal dependence concepts
- Title not available (Why is that?)
- On dynamic mutual information for bivariate lifetimes
- On truncation invariant copulas and their estimation
- Copulæ of processes related to the Brownian motion: a brief survey
- Distortion representations of multivariate distributions
- Characterization of all copulas associated with non-continuous random variables
- A compendium of copulas
- Transformation of a copula using the associated co-copula
- Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen
- On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
- New results on perturbation-based copulas
- Perturbations of copulas and mixing properties
- On minimal copulas under the concordance order
- VaR bounds for joint portfolios with dependence constraints
- An extension of Kemperman's characterization on \(k\)-independence and its application
- Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components
- Reflection invariant copulas
- On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures
- Absolutely continuous copulas with given sub-diagonal section
- CMPH: a multivariate phase-type aggregate loss distribution
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- On order statistics and their copulas
- Mutual association measures
- Extreme semilinear copulas
- A class of bivariate copula mappings
- A general approach to generate random variates for multivariate copulae
- A biconvex form for copulas
- Baire category results for quasi-copulas
- Copula-induced measures of concordance
- Joint weak hazard rate order under non-symmetric copulas
- Stochastic comparisons and bounds for conditional distributions by using copula properties
- On the length of copula level curves
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- Smooth bootstrapping of copula functionals
- A note on an idempotent transformation of absolutely continuous Archimedean copulas
- Optimal control of a dispatchable energy source for wind energy management
- Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
- An invitation to coupling and copulas: with applications to multisensory modeling
- A note on bivariate Archimax copulas
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
- Bivariate copulas, norms and non-exchangeability
- Rearranged dependence measures
- Multivariate composite copulas
- An extension of the Gumbel-Barnett family of copulas
- Title not available (Why is that?)
- A copula-based approximation to Markov chains
- Copulae, self-affine functions, and fractal dimensions
- Conditioning of copulas: transformations, invariance and measures of concordance
- Truncation invariant copulas and a testing procedure
- Mass distributions of two-dimensional extreme-value copulas and related results
- On convergence of associative copulas and related results
- A generalization of quasi-homogenous copulas
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- On conditional value at risk (CoVaR) for tail-dependent copulas
- Copula modeling for discrete random vectors
- A comprehensive family of copulas to model bivariate random noise and perturbation
- Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties
- Comparisons between largest order statistics from multiple-outlier models with dependence
- Baire category results for stochastic orders
- Asymmetric copulas and their application in design of experiments
- Hierarchical Archimedean copulas
- 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
- Bayesian ridge regression for survival data based on a vine copula-based prior
- RELATIONSHIPS BETWEEN IMPORTANCE MEASURES AND REDUNDANCY IN SYSTEMS WITH DEPENDENT COMPONENTS
- Copulas with given values on the tails
- Time evolutions of copulas and foreign exchange markets
- Copula-based estimation of value at risk for the portfolio problem
- Copula based Bayesian data analysis of loss reserving
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- Zero-sets of copulas
- Some new ratio-type copulas: theory and properties
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Title not available (Why is that?)
- On a bivariate copula for modeling negative dependence: application to New York air quality data
- Extremal behavior of diagonal and Bertino copulas
- A semiparametric model for the cause-specific hazard under risk proportionality
- A revisit of the modified Celebioglu-Cuadras copula
- Hierarchical variable clustering based on the predictive strength between random vectors
- Confidence interval for normal means in meta-analysis based on a pretest estimator
- On degrees of asymmetry of a copula with respect to a track
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
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