The following pages link to (Q2966119):
Displaying 10 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management. II. (Q1696998) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- New copulas based on general partitions-of-unity. III: The continuous case (Q2178937) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
