Pages that link to "Item:Q1776879"

The following pages link to Archimedean copulae and positive dependence (Q1776879):

Displaying 50 items.

• A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
• Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
• False discovery rate control under Archimedean copula (Q470503) (← links)
• Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
• The dispersive effect of cross-aging with archimedean copulas (Q553098) (← links)
• Stochastic comparisons for time transformed exponential models (Q659231) (← links)
• Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
• How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
• Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
• Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
• Geometry of discrete copulas (Q2001094) (← links)
• Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
• Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
• Comparisons of coherent systems under the time-transformed exponential model (Q2177734) (← links)
• Nonparametric Archimedean generator estimation with implications for multiple testing (Q2218565) (← links)
• On stochastic dependence in residual lifetime and inactivity time with some applications (Q2244565) (← links)
• Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models (Q2270285) (← links)
• Non-exchangeable copulas and multivariate total positivity (Q2279694) (← links)
• On the role of dependence in residual lifetimes (Q2322668) (← links)
• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables (Q2343628) (← links)
• Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
• Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
• On the invariant properties of notions of positive dependence and copulas under increasing transformations (Q2427805) (← links)
• A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
• Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
• On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
• Archimedean copulas derived from utility functions (Q2514623) (← links)
• Some positive dependence stochastic orders (Q2581510) (← links)
• Orderings of coherent systems with randomized dependent components (Q2629604) (← links)
• Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
• Dependence and Uniqueness in Bayesian Games (Q2867510) (← links)
• Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
• Stochastic comparisons on sample extremes of dependent and heterogenous observations (Q2953574) (← links)
• On a new positive dependence concept based on the conditional mean inactivity time order (Q2979958) (← links)
• Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures (Q2980145) (← links)
• Bivariate Aging Properties under Archimedean Dependence Structures (Q3058415) (← links)
• Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
• Some results on information properties of coherent systems (Q4627145) (← links)
• Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices (Q5078271) (← links)
• Ordering results on extremes of scaled random variables with dependence and proportional hazards (Q5147575) (← links)
• A note on necessary and sufficient conditions for ordering properties of coherent systems with exchangeable components (Q5198688) (← links)
• On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector (Q5222441) (← links)
• THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (Q5493854) (← links)