The following pages link to (Q5386469):
Displaying 20 items.
- Flipping of multivariate aggregation functions (Q279432) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- Characterization of all copulas associated with non-continuous random variables (Q419034) (← links)
- The empirical beta copula (Q511991) (← links)
- Some approximations of \(n\)-copulas (Q601773) (← links)
- Sklar's theorem obtained via regularization techniques (Q651148) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- A topological proof of Sklar's theorem in arbitrary dimensions (Q2148719) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- A topological proof of Sklar's theorem (Q2339098) (← links)
- Extensions of subcopulas (Q2400638) (← links)
- How to Prove Sklar’s Theorem (Q2864239) (← links)
- The Biased Transformation and Its Application in Goodness-of-Fit Tests for the Beta and Gamma Distribution (Q3652731) (← links)
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² (Q4654071) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables (Q5219938) (← links)
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
