Integral transformation of a copula function

JOURNAL ARTICLE published 17 September 2023 in Communications in Statistics - Theory and Methods

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

An asymptotic representation of a ratio of two statistics and its applications

JOURNAL ARTICLE published January 1998 in Communications in Statistics - Theory and Methods

Authors: Yoshihiko Maesono

Quantile cumulative distribution function and its applications

JOURNAL ARTICLE published 2 June 2024 in Communications in Statistics - Theory and Methods

Authors: Angel Mathew

A copula-based partition Markov procedure

JOURNAL ARTICLE published 18 July 2018 in Communications in Statistics - Theory and Methods

Authors: M. Fernández | Jesús E. García | V. A. González-López

Flexible Modeling in the Koziol-Green Model by a Copula Function

JOURNAL ARTICLE published 8 March 2011 in Communications in Statistics - Theory and Methods

Authors: Roel Braekers | Auguste Gaddah

Risk Modeling for Future Cash Flow Using Skewt-Copula

JOURNAL ARTICLE published 15 August 2011 in Communications in Statistics - Theory and Methods

Authors: Gaida Pettere | Tõnu Kollo

Nonparametric Estimation for FBSDEs Models with Applications in Finance

JOURNAL ARTICLE published 19 July 2010 in Communications in Statistics - Theory and Methods

Authors: Xi Chen | Lu Lin

Non-parametric estimation of copula based mutual information

JOURNAL ARTICLE published 18 March 2020 in Communications in Statistics - Theory and Methods

Authors: Baby Alpettiyil Krishnankutty | Rajesh Ganapathy | Paduthol Godan Sankaran

Introduction

BOOK CHAPTER published April 2014 in Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics

Mixing and moments properties of a non-stationary copula-based Markov process

JOURNAL ARTICLE published 16 September 2020 in Communications in Statistics - Theory and Methods

Authors: Fabio Gobbi | Sabrina Mulinacci

Multivariate Pareto Distributions: Inference and Financial Applications

JOURNAL ARTICLE published 4 March 2010 in Communications in Statistics - Theory and Methods

Authors: Emmanuel N. Papadakis | Efthymios G. Tsionas

Further results on the vecd operator and its applications

JOURNAL ARTICLE published 18 May 2020 in Communications in Statistics - Theory and Methods

Authors: Daisuke Nagakura

A property of the yule distribution and its applications

JOURNAL ARTICLE published January 1983 in Communications in Statistics - Theory and Methods

Authors: Evdokia Xekalaki

The distance random variable and its applications

JOURNAL ARTICLE published January 1989 in Communications in Statistics - Theory and Methods

Authors: Elzbieta Trybus | Ginter Trybus

Vine copula constructions of higher-dimensional dependent reliability systems

JOURNAL ARTICLE published 17 September 2017 in Communications in Statistics - Theory and Methods

Authors: Xujie Jia | Jingyuan Shen | Liying Wang | Zhongping Li

On the effect of long-range dependence on extreme value copula estimation with fixed marginals

JOURNAL ARTICLE published 1 October 2016 in Communications in Statistics - Theory and Methods

Authors: Jan Beran

BACK MATTER

OTHER published April 2014 in Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics

Extreme Eigenvalues

BOOK CHAPTER published April 2014 in Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics

Wireless Communications

BOOK CHAPTER published April 2014 in Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics

A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk

JOURNAL ARTICLE published February 2014 in Communications in Statistics - Theory and Methods

Authors: Xue Liang | Yinghui Dong