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

DOI10.1007/978-3-642-12465-5zbMATH Open1194.62077OpenAlexW2479980505MaRDI QIDQ981829FDOQ981829

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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

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

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Quasi-random numbers for copula models
A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
On spatial contagion and multivariate GARCH models
The topological structures of the spaces of copulas and subcopulas
On a problem by Schweizer and Sklar
On forming joint variables in computing with words
Dependence properties of bivariate copula families
COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
A model-point approach to indifference pricing of life insurance portfolios with dependent lives
Estimation of multivariate dependence structures via constrained maximum likelihood
A note on the compatibility of bivariate copulas
How to prove Sklar's theorem
The shifting dependence dynamics between the G7 stock markets
Asymptotically efficient estimation of a bivariate Gaussian-Weibull distribution and an introduction to the associated pseudo-truncated Weibull
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
Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
Estimation of high-order moment-independent importance measures for Shapley value analysis
Coupling of Wiener processes by using copulas
Multivariate shuffles and approximation of copulas
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
Pairwise and global dependence in trivariate copula models
Dependence of exchangeable residual lifetimes subject to failure
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
Hierarchical Archimax copulas
The distribution of the probability mass of conic copulas
Extremal dependence concepts
On truncation invariant copulas and their estimation
Flipping of multivariate aggregation functions
On the singular components of a copula
Sklar's theorem obtained via regularization techniques
A compendium of copulas
Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
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
A note on biconic copulas
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Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria
Gaussian approximation of conditional elliptical copulas
Conditional quantile reproducibility of multivariate distributions and simplified pair copula construction
Degradation-based reliability modeling of complex systems in dynamic environments
On the approximation of copulas via shuffles of Min
Supermigrative copulas and positive dependence
Independence results for multivariate tail dependence coefficients
Evolution of the dependence of residual lifetimes
A method for constructing higher-dimensional copulas
On Copula-Itô processes
A nonparametric Bayesian approach to copula estimation
Likelihood inference for Archimedean copulas in high dimensions under known margins
A copula-based method to build diffusion models with prescribed marginal and serial dependence
Background risk models and stepwise portfolio construction
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
Copulas, diagonals, and tail dependence
Invariant dependence structure under univariate truncation: the high-dimensional case
Multivariate copulas with hairpin support
Flexible pair-copula estimation in D-vines using bivariate penalized splines
Orderings of coherent systems with randomized dependent components
Invariant dependence structure under univariate truncation
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
A topological proof of Sklar's theorem
Some results on a transformation of copulas and quasi-copulas
Truncation invariant copulas and a testing procedure
Insights of global sensitivity analysis in biological models with dependent parameters
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
On conditional value at risk (CoVaR) for tail-dependent copulas
Joint chance-constrained Markov decision processes
Some results on homeomorphisms between fractal supports of copulas
A typical copula is singular
Idempotent and multivariate copulas with fractal support
A unified test for predictability of asset returns regardless of properties of predicting variables
Graded dominance and related graded properties of fuzzy connectives
On the relationship between modular functions and copulas

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