The following pages link to (Q4694508):
Displaying 11 items.
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Multivariate shuffles and approximation of copulas (Q613171) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Approximation by mutually completely dependent processes (Q811005) (← links)
- Shuffles of copulas (Q1018701) (← links)
- Strong approximation of copulas (Q1270687) (← links)
- A measure of mutual complete dependence (Q2268377) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- BET on Independence (Q5208069) (← links)
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles (Q6081878) (← links)
- Living on the edge: an unified approach to antithetic sampling (Q6540236) (← links)
