Hutchinson-Lai's conjecture for bivariate extreme value copulas

JOURNAL ARTICLE published January 2003 in Statistics & Probability Letters

Authors: Werner Hürlimann

On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity

JOURNAL ARTICLE published September 2021 in Computational Statistics

Authors: Miriam Jaser | Aleksey Min

Fitting bivariate cumulative returns with copulas

JOURNAL ARTICLE published March 2004 in Computational Statistics & Data Analysis

Authors: Werner Hürlimann

A streaming algorithm for bivariate empirical copulas

JOURNAL ARTICLE published July 2019 in Computational Statistics & Data Analysis

Research funded by The Alan Turing Institute under the EPSRC (EP/N510129/1)

Authors: Alastair Gregory

IMPROVING THE DIMENSIONALITY REDUCTION OF PCA USING BIVARIATE COPULAS

JOURNAL ARTICLE published 14 February 2023 in Advances and Applications in Statistics

Authors: Karima Femmam | Smain Femmam

New continuous bivariate distributions generated from shock models

JOURNAL ARTICLE published 3 March 2024 in Statistics

Authors: Hyunju Lee | Ji Hwan Cha

Bivariate copulas with quadratic sections

JOURNAL ARTICLE published January 1995 in Journal of Nonparametric Statistics

Authors: J. J. Quesada-Molina | J.A. Rodríguez-Lallena

Semiparametric bivariate Archimedean copulas

JOURNAL ARTICLE published June 2011 in Computational Statistics & Data Analysis

Authors: José Miguel Hernández-Lobato | Alberto Suárez

Second-order expansions for maxima of dynamic bivariate normal copulas

JOURNAL ARTICLE published October 2017 in Statistics & Probability Letters

Research funded by National Natural Science Foundation of China (11601330) | Funding Program for Junior Faculties of College and Universities of Shanghai Education Committee (ZZslg16020)

Authors: Rui Wang | Xin Liao | Zuoxiang Peng

CoVaR of families of copulas

JOURNAL ARTICLE published January 2017 in Statistics & Probability Letters

Research funded by National Science Centre, Poland (2015/17/B/HS4/00911)

Authors: M. Bernardi | F. Durante | P. Jaworski

Construction of Bivariate Copulas on a Multivariate Exponentially Weighted Moving Average Control Chart

JOURNAL ARTICLE published September 2020 in Mathematics and Statistics

Authors: Sirasak Sasiwannapong | Saowanit Sukparungsee | Piyapatr Busababodhin | Yupaporn Areepong

Threshold copulas and positive dependence

JOURNAL ARTICLE published December 2008 in Statistics & Probability Letters

Authors: Fabrizio Durante | Rachele Foschi | Fabio Spizzichino

Construction of bivariate S-distributions with copulas

JOURNAL ARTICLE published December 2006 in Computational Statistics & Data Analysis

Authors: Lining Yu | Eberhard O. Voit

Discrimination among bivariate beta-generated distributions

JOURNAL ARTICLE published 4 March 2018 in Statistics

Authors: Miroslav M. Ristić | Božidar V. Popović | Konstantinos Zografos | Narayanaswamy Balakrishnan

Graphical and formal statistical tools for the symmetry of bivariate copulas

JOURNAL ARTICLE published December 2013 in Canadian Journal of Statistics

Authors: Jean‐François Quessy | Tarik Bahraoui

Some Consequences of the Markov Kernel Perspective of Copulas

BOOK CHAPTER published 2015 in Innovations in Quantitative Risk Management

Authors: Wolfgang Trutschnig | Juan Fernández Sánchez

A recipe for bivariate copulas

JOURNAL ARTICLE published November 2016 in Communications in Statistics - Theory and Methods

Authors: Eric Key

Symmetry and dependence properties within a semiparametric family of bivariate copulas

JOURNAL ARTICLE published January 2002 in Journal of Nonparametric Statistics

Authors: Cécile Amblard | Stéphane Girard

Bivariate Logit Models with Dummy Endogenous Regressors Using Copulas

JOURNAL ARTICLE published 1 July 2024 in Journal of Statistics Applications & Probability

Invariant dependence structures and Archimedean copulas

JOURNAL ARTICLE published December 2011 in Statistics & Probability Letters

Authors: Fabrizio Durante | Piotr Jaworski | Radko Mesiar