Pages that link to "Item:Q906612"
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The following pages link to Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612):
Displayed 10 items.
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Validation of association (Q2306090) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)