Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
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(80)- A unified test for predictability of asset returns regardless of properties of predicting variables
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Coupling of Wiener processes by using copulas
- Multivariate shuffles and approximation of copulas
- Quasi-random numbers for copula models
- Multivariate generalized Marshall-Olkin distributions and copulas
- Copulas with given track and opposite track sections: solution to a problem on diagonals
- Singular components of shock model copulas
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- Dependence of exchangeable residual lifetimes subject to failure
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
- Pairwise and global dependence in trivariate copula models
- Hierarchical Archimax copulas
- The distribution of the probability mass of conic copulas
- On spatial contagion and multivariate GARCH models
- The topological structures of the spaces of copulas and subcopulas
- On a problem by Schweizer and Sklar
- Extremal dependence concepts
- Flipping of multivariate aggregation functions
- On truncation invariant copulas and their estimation
- On the singular components of a copula
- Sklar's theorem obtained via regularization techniques
- On forming joint variables in computing with words
- Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
- A compendium of copulas
- Dependence properties of bivariate copula families
- Toward a copula theory for multivariate regular variation
- Dependency structures in differentially coded cardiovascular time series
- The distribution of the probability mass of biconic copulas
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- A note on biconic copulas
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria
- scientific article; zbMATH DE number 6152611 (Why is no real title available?)
- Gaussian approximation of conditional elliptical copulas
- Conditional quantile reproducibility of multivariate distributions and simplified pair copula construction
- On the approximation of copulas via shuffles of Min
- Supermigrative copulas and positive dependence
- Degradation-based reliability modeling of complex systems in dynamic environments
- Independence results for multivariate tail dependence coefficients
- Evolution of the dependence of residual lifetimes
- A method for constructing higher-dimensional copulas
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives
- On Copula-Itô processes
- Estimation of multivariate dependence structures via constrained maximum likelihood
- A nonparametric Bayesian approach to copula estimation
- A note on the compatibility of bivariate copulas
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- How to prove Sklar's theorem
- A copula-based method to build diffusion models with prescribed marginal and serial dependence
- Background risk models and stepwise portfolio construction
- Copulas, diagonals, and tail dependence
- A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
- On copulas of self-similar Ito processes
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- The shifting dependence dynamics between the G7 stock markets
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- Invariant dependence structure under univariate truncation: the high-dimensional case
- Multivariate copulas with hairpin support
- Orderings of coherent systems with randomized dependent components
- Invariant dependence structure under univariate truncation
- Asymptotically efficient estimation of a bivariate Gaussian-Weibull distribution and an introduction to the associated pseudo-truncated Weibull
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- A two-component copula with links to insurance
- Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015
- Some results on a transformation of copulas and quasi-copulas
- A topological proof of Sklar's theorem
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters
- A study of one-factor copula models from a tail dependence perspective
- Truncation invariant copulas and a testing procedure
- Insights of global sensitivity analysis in biological models with dependent parameters
- On conditional value at risk (CoVaR) for tail-dependent copulas
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Some results on homeomorphisms between fractal supports of copulas
- Idempotent and multivariate copulas with fractal support
- A typical copula is singular
- Joint chance-constrained Markov decision processes
- Graded dominance and related graded properties of fuzzy connectives
- On the relationship between modular functions and copulas
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