Understanding Relationships Using Copulas
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Cites work
- A large sample test for one parameter families of copulas
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A Parametric Model for Cluster Correlated Categorical Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An expert system to assist in generating and scheduling construction activities
- Characterization of fuzzy measures constructed by means of triangular norms
- Construction of fuzzy sigma-algebras using triangular norms
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Dependence Information in Parameterized Copulas
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Frank's family of bivariate distributions
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- Inequalities for distributions with given marginals
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Life table methods for heterogeneous populations: Distributions describing the heterogeneity
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Multivariate distributions from mixtures of max-infinitely divisible distributions
- Multivariate survival distributions
- On nonparametric measures of dependence for random variables
- On the monotone regression dependence for archimedian bivariate uniform
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Ordering of risks: a review
- Parametric families of multivariate distributions with given margins
- Positive dependence orderings
- Properties of a one-parameter family of bivariate distributions with specified marginals
- Semiparametric estimation of association in a bivariate survival function
Cited in
(only showing first 100 items - show all)- Bayesian copula selection
- Construction of bivariate S-distributions with copulas
- Goodness-of-fit test for tail copulas modeled by elliptical copulas
- Flexible modeling based on copulas in nonparametric median regression
- Estimating copula densities through wavelets
- Tails of multivariate Archimedean copulas
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring
- Goodness-of-fit test for specification of semiparametric copula dependence models
- Goodness-of-fit tests for copulas: A review and a power study
- Fitting bivariate loss distributions with copulas
- Bivariate analysis of survivorship and persistency
- On two dependent individual risk models.
- Copula convergence theorems for tail events.
- Compound Poisson approximations for individual models with dependent risks.
- Impact of dependence among multiple claims in a single loss
- An extension of Osuna's model for stress caused by waiting
- De copulis non est disputandum. Copulae: an overview
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm
- Some copula inference procedures adapted to the presence of ties
- Bivariate copula additive models for location, scale and shape
- Probabilistic slope stability analysis by a copula-based sampling method
- Compound unimodal distributions for insurance losses
- A general approach to full-range tail dependence copulas
- On a bivariate copula with both upper and lower full-range tail dependence
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
- A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\)
- \(D_s\)-optimality in copula models
- An asymptotic characterization of hidden tail credit risk with actuarial applications
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Generators of copulas and aggregation
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Inference in multivariate Archimedean copula models
- Comments on: Inference in multivariate Archimedean copula models
- Archimedean copulae and positive dependence
- Copula-based dependence between frequency and class in car insurance with excess zeros
- Statistical dependence through common risk factors: With applications in uncertainty analysis
- Diversification of aggregate dependent risks
- On the strong approximation of bootstrapped empirical copula processes with applications
- Copula-based tests for cross-sectional independence in panel models
- Stochastic bounds on sums of dependent risks
- Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li
- Dependence in a background risk model
- Archimedean copulas with applications to VaR estimation
- Total loss estimation using copula-based regression models
- Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
- New families of bivariate copulas via unit Weibull distortion
- Wavelet estimation of copula function based on censored data
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
- Empirical tail conditional allocation and its consistency under minimal assumptions
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- A new class of copula regression models for modelling multivariate heavy-tailed data
- New bivariate and multivariate log-normal distributions as models for insurance data
- A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model
- Stress-strength reliability with dependent variables based on copula function
- Mixture modeling of data with multiple partial right-censoring levels
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- Bias-reduced estimators for bivariate tail modelling
- Livestock mortality catastrophe insurance using fatal shock process
- The beta skew \(t\) distribution and its properties
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- On multivariate extensions of the conditional value-at-risk measure
- Modeling loss data using composite models
- A hierarchical copula-based world-wide valuation of sovereign risk
- Negative dependence concept in copulas and the marginal free herd behavior index
- Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
- The joint mortality of couples in continuous time
- Estimating extreme bivariate quantile regions
- Measures of tail asymmetry for bivariate copulas
- Multiple risk factor dependence structures: copulas and related properties
- Modeling partial Greeks of variable annuities with dependence
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
- On a generalization of Archimedean copula family
- A forecast reconciliation approach to cause-of-death mortality modeling
- Robust estimation of the Pickands dependence function under random right censoring
- Copula models for insurance claim numbers with excess zeros and time-dependence
- Tail distortion risk and its asymptotic analysis
- Estimation of medical costs by copula models with dynamic change of health status
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
- Modified Gaussian pseudo-copula: applications in insurance and finance
- A generalization of the Archimedean class of bivariate copulas
- Modelling the joint distribution of competing risks survival times using copula functions
- Modelling of extreme wave heights and periods through copulas
- Modeling statistical dependence of Markov chains via copula models
- Copula credibility for aggregate loss models
- Robust and bias-corrected estimation of the coefficient of tail dependence
- On the multidimensional extension of countermonotonicity and its applications
- Copula functions for residual dependency
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- A new bivariate Archimedean copula with application to the evaluation of VaR
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
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