Flipping of multivariate aggregation functions

JOURNAL ARTICLE published October 2014 in Fuzzy Sets and Systems

Authors: Fabrizio Durante | Juan Fernández-Sánchez | José Juan Quesada-Molina

Multivariate Variance Gamma and Gaussian Dependence: a study with copulas

BOOK CHAPTER published 2010 in Mathematical and Statistical Methods for Actuarial Sciences and Finance

Authors: Elisa Luciano | Patrizia Semeraro

BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION

JOURNAL ARTICLE published 31 May 2001 in Communications in Statistics - Theory and Methods

Authors: Roger B. Nelsen | José Juan Quesada-Molina | Joseé Antonio Rodriíguez-Lallena | Manuel Úbeda-Flores

Best-Possible Bounds on Sets of Multivariate Distribution Functions

JOURNAL ARTICLE published 2 January 2005 in Communications in Statistics - Theory and Methods

Authors: José Antonio Rodríguez-Lallena | Manuel Úbeda-Flores

Copulas, Characterization, Correlation, and Counterexamples

JOURNAL ARTICLE published June 1995 in Mathematics Magazine

Authors: Roger B. Nelsen

Multivariate Data and Their Analysis

BOOK CHAPTER published 1 December 2011 in A Whistle-Stop Tour of Statistics

Multivariate extreme value copulas with factor and tree dependence structures

JOURNAL ARTICLE published March 2018 in Extremes

Research funded by NSERC Discovery Grant (8698)

Authors: David Lee | Harry Joe

Consistent Single- and Multi-Step Sampling of Multivariate Arrival Times: A Characterization of Self-Chaining Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Damiano Brigo | Kyriakos Chourdakis

Extreme value properties of multivariate t copulas

JOURNAL ARTICLE published June 2009 in Extremes

Authors: Aristidis K. Nikoloulopoulos | Harry Joe | Haijun Li

On the Rate of Multivariate Poisson Convergence

JOURNAL ARTICLE published April 1999 in Journal of Multivariate Analysis

Authors: Bero Roos

Beyond the tree

JOURNAL ARTICLE published 21 July 2023 in Revista Académica Arjé

Authors: Kristel Quesada Mendoza | Maryebeth Fonseca Chacón | Jennifer Vanessa Dávila González | Anyel Michelle Molina Rodríguez

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

JOURNAL ARTICLE published March 2011 in Insurance: Mathematics and Economics

Authors: Geon Ho Choe | Hyun Jin Jang

Rotation Techniques

BOOK CHAPTER published 2016 in Matrix-Based Introduction to Multivariate Data Analysis

Authors: Kohei Adachi

Permutation Tests for Multivariate Location Problems

JOURNAL ARTICLE published May 1999 in Journal of Multivariate Analysis

Authors: Georg Neuhaus | Li-Xing Zhu

A Cardinal Function Algorithm for Computing Multivariate Quadrature Points

JOURNAL ARTICLE published January 2007 in SIAM Journal on Numerical Analysis

Authors: Mark A. Taylor | Beth A. Wingate | Len P. Bos

Characterization of Externally Bayesian Pooling Operators

BOOK CHAPTER published 13 August 1999 in Rethinking the Foundations of Statistics

Authors: Christian Genest | Kevin J. McConway

A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims

JOURNAL ARTICLE published 1 March 2022 in Bayesian Analysis

Authors: Marie-Pier Côté | Christian Genest | David A. Stephens

Screening among Multivariate Normal Data

JOURNAL ARTICLE published April 1999 in Journal of Multivariate Analysis

Authors: Pinyuen Chen | William L. Melvin | Michael C. Wicks

Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data

JOURNAL ARTICLE published May 1999 in Journal of Multivariate Analysis

Authors: Chuanhai Liu

Independence results for multivariate tail dependence coefficients

JOURNAL ARTICLE published February 2016 in Fuzzy Sets and Systems

Research funded by Ministerio de Ciencia e Innovación (MTM2011-22394)

Authors: Juan Fernández-Sánchez | Roger B. Nelsen | José Juan Quesada-Molina | Manuel Úbeda-Flores