Copulas, stable tail dependence functions, and multivariate monotonicity

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Paul Ressel

Tail Dependence in Vine Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe

Micro Correlations and Tail Dependence

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Roger M. Cooke | Carolyn Kousky | Harry Joe

Multivariate Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Matthias Fischer

The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Steffen Grønneberg

Stable tail dependence functions – some basic properties

JOURNAL ARTICLE published 26 July 2022 in Dependence Modeling

Authors: Paul Ressel

- Basics: dependence, tail behavior and asymmetries

BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas

On the tail dependence in bivariate hydrological frequency analysis

JOURNAL ARTICLE published 19 November 2015 in Dependence Modeling

Authors: Alexandre Lekina | Fateh Chebana | Taha B. M. J. Ouarda

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

JOURNAL ARTICLE published 7 February 2018 in Dependence Modeling

Authors: Kahadawala Cooray

Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Carole Bernard | Alfred Müller

Functions operating on several multivariate distribution functions

JOURNAL ARTICLE published 17 October 2023 in Dependence Modeling

Authors: Paul Ressel

Cost-efficiency in multivariate Lévy models

JOURNAL ARTICLE published 16 April 2015 in Dependence Modeling

Authors: Ludger Rüschendorf | Viktor Wolf

Forecasting time series with multivariate copulas

JOURNAL ARTICLE published 28 May 2015 in Dependence Modeling

Authors: Clarence Simard | Bruno Rémillard

Multivariate Markov Families of Copulas

JOURNAL ARTICLE published 26 October 2015 in Dependence Modeling

Authors: Ludger Overbeck | Wolfgang M. Schmidt

Bounds on integrals with respect to multivariate copulas

JOURNAL ARTICLE published 5 December 2016 in Dependence Modeling

Authors: Michael Preischl

On Conditional Value at Risk (CoVaR) for tail-dependent copulas

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

Authors: Piotr Jaworski

Multivariate medial correlation with applications

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Helena Ferreira | Marta Ferreira

Multivariate measures of concordance for copulas and their marginals

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: M. D. Taylor

Quadratic transformation of multivariate aggregation functions

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Prakassawat Boonmee | Santi Tasena

Introduction: Dependence Modeling

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka