Pages that link to "Item:Q1423181"
From MaRDI portal
The following pages link to Elliptical copulas: Applicability and limitations. (Q1423181):
Displayed 14 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Bayesian copula selection (Q1010423) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE <i>t</i>-DISTRIBUTION (Q5315626) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)