Pages that link to "Item:Q5261315"
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The following pages link to Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals (Q5261315):
Displaying 8 items.
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Singular components of shock model copulas (Q2229937) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- On the singular components of a copula (Q2794733) (← links)
- Negative Basis Measurement: Finding the Holy Scale (Q4689919) (← links)
