Pages that link to "Item:Q981829"
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The following pages link to Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009 (Q981829):
Displaying 50 items.
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Flipping of multivariate aggregation functions (Q279432) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Some results on homeomorphisms between fractal supports of copulas (Q387133) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Idempotent and multivariate copulas with fractal support (Q451185) (← links)
- Some results on a transformation of copulas and quasi-copulas (Q498027) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Graded dominance and related graded properties of fuzzy connectives (Q529059) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- On the relationship between modular functions and copulas (Q529358) (← links)
- Multivariate shuffles and approximation of copulas (Q613171) (← links)
- Sklar's theorem obtained via regularization techniques (Q651148) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Supermigrative copulas and positive dependence (Q1633249) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- A two-component copula with links to insurance (Q1697001) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- The distribution of the probability mass of conic copulas (Q1699340) (← links)
- Insights of global sensitivity analysis in biological models with dependent parameters (Q1722631) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- The distribution of the probability mass of biconic copulas (Q1750530) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas (Q1794406) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Copulas with given track and opposite track sections: solution to a problem on diagonals (Q2013782) (← links)
- Dependency structures in differentially coded cardiovascular time series (Q2013985) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
- On copulas of self-similar Ito processes (Q2063748) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- On Copula-Itô processes (Q2178947) (← links)
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers (Q2220308) (← links)
- Singular components of shock model copulas (Q2229937) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
- A topological proof of Sklar's theorem (Q2339098) (← links)
- A typical copula is singular (Q2348433) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486) (← links)
- Orderings of coherent systems with randomized dependent components (Q2629604) (← links)
- Coupling of Wiener processes by using copulas (Q2637369) (← links)
