Multivariate dependence concepts through copulas

DOI10.1016/J.IJAR.2015.04.004zbMATH Open1381.62138OpenAlexW1979140820MaRDI QIDQ897747FDOQ897747

Tonghui Wang, Phuong Anh Nguyen, Zheng Wei

Publication date: 7 December 2015

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.04.004

Recommendations

• scientific article; zbMATH DE number 4201233
• An introduction to copulas. Properties and applications
• Multivariate copulas with cubic sections in one variable
• Directional dependence of random vectors
• An introduction to copulas.

zbMATH Keywords

copulamultivariate skew normal distributionlinear interpolationpositively quadrant dependentaffiliationaffiliated signals

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• An introduction to copulas.
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• A Theory of Auctions and Competitive Bidding
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• On measures of association as measures of positive dependence
• Distribution of quadratic forms under skew normal settings
• First price auctions: monotonicity and uniqueness
• The Affiliation Effect in First-Price Auctions
• Title not available (Why is that?)
• Total positivity order and the normal distribution
• First-price auctions without affiliation

Cited In (9)

• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Conditional Dependence Among Oil, Gold and U.S. Dollar Exchange Rates: A Copula-GARCH Approach
• Dependency in multisensory integration: a copula-based analysis
• Multivariate measures of concordance for copulas and their marginals
• Title not available (Why is that?)
• On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\)
• Modeling Dependencies with Copulae
• The essential dependence for a group of random vectors
• Title not available (Why is that?)

This page was built for publication: Multivariate dependence concepts through copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q897747)