A general construction of multivariate dependence structures with nonmonotone mappings and its applications
From MaRDI portal
Publication:6579150
Cites work
- scientific article; zbMATH DE number 3139249 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3856212 (Why is no real title available?)
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 3457895 (Why is no real title available?)
- scientific article; zbMATH DE number 1138977 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- scientific article; zbMATH DE number 3322636 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- A copula model for non-Gaussian multivariate spatial data
- A flexible and tractable class of one-factor copulas
- A general class of multivariate skew-elliptical distributions
- A new class of bivariate copulas.
- A nonparametric estimation procedure for bivariate extreme value copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Analyzing dependent data with vine copulas. A practical guide with R
- Continuous Bivariate Distributions
- Copula-Based Regression Estimation and Inference
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Domains of attraction of multivariate extreme value distributions
- Factor copula models for multivariate data
- From Archimedean to Liouville copulas
- Gaussian copula marginal regression
- Inference for elliptical copula multivariate response regression models
- Multivariate T-Distributions and Their Applications
- Multivariate generalized Laplace distribution and related random fields
- On non-central squared copulas
- On the family of multivariate chi-square copulas
- On the theory of elliptically contoured distributions
- Pair-copula constructions of multiple dependence
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Some comments on copula-based regression
- Statistics for spatial data
- Structured factor copula models: theory, inference and computation
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data
This page was built for publication: A general construction of multivariate dependence structures with nonmonotone mappings and its applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579150)
