The following pages link to (Q3252980):
Displaying 16 items.
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions (Q1246217) (← links)
- A class of bivariate distributions including the bivariate logistic (Q1249905) (← links)
- Morgenstern's bivariate distribution and its application to point processes (Q1250655) (← links)
- A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. (Q1575995) (← links)
- Positive dependence orderings (Q1822151) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- Pseudo-convex mixtures generated by shape-extended stable distributions for extremes (Q2323174) (← links)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
- Sensitivity to prior independence via farlie-gumbel-morgenstern model (Q4843868) (← links)
- Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Interaction information in multivariate probability distributions (Q5583547) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
