Pages that link to "Item:Q529109"

The following pages link to Copulas, diagonals, and tail dependence (Q529109):

Displaying 20 items.

• Background risk models and stepwise portfolio construction (Q340127) (← links)
• Perturbation of bivariate copulas (Q529361) (← links)
• Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• Diagonal plane sections of trivariate copulas (Q1671258) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
• Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• Multivariate copulas with hairpin support (Q2252904) (← links)
• A family of transformed copulas with a singular component (Q2328788) (← links)
• Solution to an open problem about a transformation on the space of copulas (Q2351194) (← links)
• Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components (Q2359678) (← links)
• Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
• PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
• A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
• Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
• Extreme semilinear copulas (Q6057894) (← links)
• On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)