Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Median and quantile conditional copulas: Label: en
Decomposition and graphical correspondence analysis of checkerboard copulas: Label: en
On the construction of stationary processes and random fields: Label: en
Geometry of generators of triangular norms and copulas: Label: en
Using sums-of-squares to prove Gaussian product inequalities: Label: en
Dependence properties of bivariate copula families: Label: en
Assessing copula models for mixed continuous-ordinal variables: Label: en
Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences: Label: en
Constructing models for spherical and elliptical densities: Label: en
An optimal transport-based characterization of convex order: Label: en
Mutual volatility transmission between assets and trading places: Label: en
When copulas and smoothing met: an interview with Irène Gijbels: Label: en
Consistency of mixture models with a prior on the number of components: Label: en
Testing for explosive bubbles: a review: Label: en
Joint lifetime modeling with matrix distributions: Label: en
Implementing Markovian models for extendible Marshall-Olkin distributions: Label: en
A nonparametric test for comparing survival functions based on restricted distance correlation: Label: en
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities: Label: en
Characterization of pre-idempotent copulas: Label: en
A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support: Label: en
Functions operating on several multivariate distribution functions: Label: en
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data: Label: en
On copulas with a trapezoid support: Label: en
About tests of the “simplifying” assumption for conditional copulas: Label: en
On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior: Label: en
Joint lifetime modeling with matrix distributions: Label: en
Copula-Based Dependence Measures For Piecewise Monotonicity: Label: en
Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study: Label: en
Dependence of Stock Returns in Bull and Bear Markets: Label: en
Prediction of time series by statistical learning: general losses and fast rates: Label: en
Are law-invariant risk functions concave on distributions?: Label: en
Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence: Label: en
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators: Label: en
Nonparametric C- and D-vine-based quantile regression: Label: en
Detection of arbitrage opportunities in multi-asset derivatives markets: Label: en
Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment: Label: en
Forecasting time series with multivariate copulas: Label: en
Equivalent or absolutely continuous probability measures with given marginals: Label: en
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions: Label: en
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts: Label: en
Cost-efficiency in multivariate Lévy models: Label: en
Some new random effect models for correlated binary responses: Label: en
Solution to an open problem about a transformation on the space of copulas: Label: en
Copula-based dependence measures: Label: en
A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation: Label: en
Modelling cascading effects for systemic risk: properties of the Freund copula: Label: en
Volatility filtering in estimation of kurtosis (and variance): Label: en
Predictive analytics of insurance claims using multivariate decision trees: Label: en
A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas: Label: en
A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas: Label: en