Vector copulas
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Cites work
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- A characterization of random variables with minimum L^ 2-distance
- A fast approach to optimal transport: the back-and-forth method
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- Algorithms for the Assignment and Transportation Problems
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- Comonotonic measures of multivariate risks
- Contributions to the theory of convex bodies
- Copula-based nonlinear quantile autoregression
- Copulas and temporal dependence
- Copulas, stable tail dependence functions, and multivariate monotonicity
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- Dual theory of choice with multivariate risks
- Efficient estimation of copula-based semiparametric Markov models
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Estimation of copula-based semiparametric time series models
- Existence and uniqueness of monotone measure-preserving maps
- Fréchet means and Procrustes analysis in Wasserstein space
- Hierarchical Kendall copulas: properties and inference
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- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- Identifying Treatment Effects Under Data Combination
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Measuring association and dependence between random vectors
- Modelling sample selection using Archimedean copulas
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate comonotonicity
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Optimal coupling of multivariate distributions and stochastic processes
- Optimal Transport
- Partial distributional policy effects
- Partial identification of average treatment effects on the treated through difference-in-differences
- Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
- Polar factorization and monotone rearrangement of vector‐valued functions
- Quantile treatment effects in difference in differences models with panel data
- Remarks on a Multivariate Transformation
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
- The auction algorithm: A distributed relaxation method for the assignment problem
- The Wasserstein distance and approximation theorems
- Verteilungsfunktionen mit gegebenen Marginalverteilungen
Cited in
(5)- Vector copulas
- Parametric dependence between random vectors via copula-based divergence measures
- Copula joint estimation for spatial dynamic panel data models with endogeneity issues
- The multirank likelihood for semiparametric canonical correlation analysis
- Changepoint detection in Gaussian sequential data with copula-based Markov chain models in an online environment
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