The following pages link to Dependence Modeling (Q59399):
Displaying 50 items.
- Joint lifetime modeling with matrix distributions (Q59401) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior (Q110512) (← links)
- About tests of the “simplifying” assumption for conditional copulas (Q110515) (← links)
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Copula-Based Dependence Measures For Piecewise Monotonicity (Q141081) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- Global correlation and uncertainty accounting (Q325000) (← links)
- Joint weak hazard rate order under non-symmetric copulas (Q325001) (← links)
- Copula-induced measures of concordance (Q325002) (← links)
- Baire category results for quasi-copulas (Q325004) (← links)
- Multivariate measures of concordance for copulas and their marginals (Q325006) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\) (Q325015) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- A biconvex form for copulas (Q325017) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio (Q727655) (← links)
- A proximity based macro stress testing framework (Q727657) (← links)
- Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
- Nonparametric relative recursive regression (Q828048) (← links)
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (Q828049) (← links)
- Quadratic transformation of multivariate aggregation functions (Q828051) (← links)
- Erratum to: ``Optimizing effective numbers of tests by vine copula modeling'' (Q828052) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- Bayesian estimation of generalized partition of unity copulas (Q828059) (← links)
- Bivariate box plots based on quantile regression curves (Q828060) (← links)
- Bayesian credibility premium with GB2 copulas (Q828062) (← links)
- State dependent correlations in the Vasicek default model (Q830304) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Multivariate medial correlation with applications (Q830307) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- Dependence measuring from conditional variances (Q906340) (← links)
