L^ -measure of non-exchangeability for bivariate extreme value and Archimax copulas
From MaRDI portal
Publication:984711
Recommendations
- Extremes of nonexchangeability
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- Componentwise concave copulas and their asymmetry
- Measures of non-exchangeability for bivariate random vectors
Cites work
- A Multivariate Exponential Distribution
- A nonparametric estimation procedure for bivariate extreme value copulas
- An introduction to copulas.
- Asymmetric semilinear copulas
- Bivariate distributions with given extreme value attractor
- Bivariate extreme value distributions based on polynomial dependence functions
- Bivariate extreme value theory: Models and estimation
- Componentwise concave copulas and their asymmetry
- Construction of asymmetric multivariate copulas
- Copula and semicopula transforms
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Estimation of a bivariate extreme value distribution
- Extremes of nonexchangeability
- High risk scenarios and extremes. A geometric approach
- How non-symmetric can a copula be?
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5595984 (Why is no real title available?)
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 3896082 (Why is no real title available?)
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- scientific article; zbMATH DE number 409721 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Lévy-frailty copulas
- Measures of non-exchangeability for bivariate random vectors
- Multivariate extreme‐value distributions with applications to environmental data
- Non-exchangeability of negatively dependent random variables
- Rank-based inference for bivariate extreme-value copulas
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- Structure de dépendance des lois de valeurs extrêmes bivariées
Cited in
(16)- Copula-based measures of reflection and permutation asymmetry and statistical tests
- Measures of radial asymmetry for bivariate random vectors
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models
- Non-exchangeability of copulas arising from shock models
- On the structure of exchangeable extreme-value copulas
- Zero-linear copulas
- Assessing bivariate tail non-exchangeable dependence
- Relation between non-exchangeability and measures of concordance of copulas
- scientific article; zbMATH DE number 5973798 (Why is no real title available?)
- A comparison of bounds on three sets of copulas with given degree of non-exchangeability
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Maximal non-exchangeability in dimension d
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- Hypothesis Testing for Matched Pairs with Missing Data by Maximum Mean Discrepancy: An Application to Continuous Glucose Monitoring
- Extremes of nonexchangeability
This page was built for publication: \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q984711)
