The following pages link to Arthur Charpentier (Q527469):
Displaying 14 items.
- Probit transformation for nonparametric kernel estimation of the copula density (Q527470) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Estimating allocations for value-at-risk portfolio optimization (Q1028529) (← links)
- Principal component analysis: a generalized Gini approach (Q2031094) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning (Q2665871) (← links)
- Local Utility and Multivariate Risk Aversion (Q2806814) (← links)
- (Q3183809) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability (Q5001324) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- Alternative fixed-effects panel model using weighted asymmetric least squares regression (Q6091271) (← links)
