Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009

From MaRDI portal
Publication:981829

DOI10.1007/978-3-642-12465-5zbMath1194.62077OpenAlexW2479980505MaRDI QIDQ981829

No author found.

Publication date: 9 July 2010

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12465-5




Related Items (74)

Estimation of high-order moment-independent importance measures for Shapley value analysisOn truncation invariant copulas and their estimationDependence of exchangeable residual lifetimes subject to failureQuasi-random numbers for copula modelsA Bayesian beta Markov random field calibration of the term structure of implied risk neutral densitiesFlipping of multivariate aggregation functionsInvariant dependence structure under univariate truncationA method for constructing higher-dimensional copulasSupermigrative copulas and positive dependenceOrderings of coherent systems with randomized dependent componentsALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained ProgramsCoupling of Wiener processes by using copulasThe shifting dependence dynamics between the G7 stock marketsA copula-based method to build diffusion models with prescribed marginal and serial dependenceBackground risk models and stepwise portfolio constructionA nonparametric Bayesian approach to copula estimationDegradation-Based Reliability Modeling of Complex Systems in Dynamic EnvironmentsEstimation of multivariate dependence structures via constrained maximum likelihoodHierarchical Archimax copulasOn Copula-Itô processesSome results on homeomorphisms between fractal supports of copulasMultivariate shuffles and approximation of copulasOn the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tauJoint chance-constrained Markov decision processesA two-component copula with links to insuranceIndependence results for multivariate tail dependence coefficientsThe distribution of the probability mass of conic copulasLikelihood inference for Archimedean copulas in high dimensions under known marginsGaussian approximation of conditional elliptical copulasOn the approximation of copulas via shuffles of MinIdempotent and multivariate copulas with fractal supportMultivariate generalized Marshall-Olkin distributions and copulasSklar's theorem obtained via regularization techniquesInsights of global sensitivity analysis in biological models with dependent parametersA copula-based method of classifying individuals into binary disease categories using dependent biomarkersSingular components of shock model copulasUnnamed ItemA unified test for predictability of asset returns regardless of properties of predicting variablesSome results on a transformation of copulas and quasi-copulasOn conditional value at risk (CoVaR) for tail-dependent copulasThe distribution of the probability mass of biconic copulasOn forming joint variables in computing with wordsGraded dominance and related graded properties of fuzzy connectivesCopulas, diagonals, and tail dependenceMultivariate copulas with hairpin supportOn the relationship between modular functions and copulasQuantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical studyA Note on the Compatibility of Bivariate CopulasLarge scale extreme risk assessment using copulas: an application to drought events under climate change for AustriaCopulas with given track and opposite track sections: solution to a problem on diagonalsDependency structures in differentially coded cardiovascular time seriesMultivariate patchwork copulas: a unified approach with applications to partial comonotonicityAsymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated WeibullOn the singular components of a copulaA model-point approach to indifference pricing of life insurance portfolios with dependent livesExtremal dependence conceptsJoint cumulative distribution functions for Dempster-Shafer belief structures using copulasEvolution of the Dependence of Residual LifetimesCOMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCETruncation invariant copulas and a testing procedureUnnamed ItemConditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula ConstructionA copula-based uncertainty propagation method for structures with correlated parametric p-boxesPairwise and Global Dependence in Trivariate Copula ModelsOn copulas of self-similar Ito processesA Compendium of CopulasToward a Copula Theory for Multivariate Regular VariationA topological proof of Sklar's theoremInvariant dependence structure under univariate truncation: the high-dimensional caseHow to Prove Sklar’s TheoremA typical copula is singularUnnamed ItemMeasuring association via lack of co-monotonicity: the loc index and a problem of educational assessmentFlexible pair-copula estimation in D-vines using bivariate penalized splines




This page was built for publication: Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009