The following pages link to Simulating Copulas (Q3224015):
Displaying 50 items.
- Estimation in exponential families on permutations (Q70429) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
- Covar of families of copulas (Q342737) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- The empirical beta copula (Q511991) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem (Q906341) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Bayesian bivariate survival analysis using the power variance function copula (Q1642151) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
- On the construction of radially symmetric copulas in higher dimensions (Q1794838) (← links)
- Supermigrativity of aggregation functions (Q1794840) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences (Q2180264) (← links)
- Singular components of shock model copulas (Q2229937) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Reflection invariant copulas (Q2328791) (← links)
- A topological proof of Sklar's theorem (Q2339098) (← links)
- A typical copula is singular (Q2348433) (← links)
- Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
- Some new random effect models for correlated binary responses (Q2351196) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Extensions of subcopulas (Q2400638) (← links)
- Bivariate copulas generated by perturbations (Q2445567) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- On the singular components of a copula (Q2794733) (← links)
- Mixture regression models for closed population capture-recapture data (Q2803493) (← links)
- (Q2868777) (← links)
- An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
- Modeling biased information seeking with second order probability distributions (Q2948130) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- Parametric Modeling of Sparse Random Trees Using 3D Copulas (Q5256323) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
