The following pages link to (Q4377600):
Displaying 15 items.
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Sets of random variables with a given uncorrelation structure (Q1612943) (← links)
- Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- Uncorrelatedness sets of bounded random variables (Q1883088) (← links)
- On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper (Q2241608) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- (Q2907897) (← links)
- Uncorrelatedness sets for random variables with given distributions (Q3155957) (← links)
- (Q4909635) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Measuring conformability of probabilities (Q5937055) (← links)
