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Copula Theory: An Introduction

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Fabrizio Durante | Carlo Sempi

Copula Theory and Its Applications

BOOK published 2010 in Lecture Notes in Statistics

Editors: Piotr Jaworski | Fabrizio Durante | Wolfgang Karl Härdle | Tomasz Rychlik

Copula Theory and Its Applications edited by Piotr Jaworski, Fabrizio Durante, Wolfgang Härdle and Tomasz Rychlik

JOURNAL ARTICLE published August 2012 in International Statistical Review

Authors: Lasse Koskinen

Principles of Copula Theory

MONOGRAPH published 1 July 2015

Authors: Fabrizio Durante | Carlo Sempi

Copulae in Reliability Theory (Order Statistics, Coherent Systems)

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Tomasz Rychlik

A note on the notion of singular copula

JOURNAL ARTICLE published January 2013 in Fuzzy Sets and Systems

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

Tail Behaviour of Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Piotr Jaworski

Copula and semicopula transforms

JOURNAL ARTICLE published 2005 in International Journal of Mathematics and Mathematical Sciences

Authors: Fabrizio Durante | Carlo Sempi

Sklar’s theorem obtained via regularization techniques

JOURNAL ARTICLE published January 2012 in Nonlinear Analysis: Theory, Methods & Applications

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Carlo Sempi

Copula Estimation

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Barbara Choroś | Rustam Ibragimov | Elena Permiakova

Pair-Copula Constructions of Multivariate Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Claudia Czado

Spatial contagion between financial markets: a copula‐based approach

JOURNAL ARTICLE published September 2010 in Applied Stochastic Models in Business and Industry

Authors: Fabrizio Durante | Piotr Jaworski

Parameter Estimation and Application of the Multivariate Skew t-Copula

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Tõnu Kollo | Gaida Pettere

The Fourier Copula: Theory & Applications

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jeremiah L. Lowin

Copula-Based Measures of Multivariate Association

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Friedrich Schmid | Rafael Schmidt | Thomas Blumentritt | Sandra Gaißer | Martin Ruppert

Copula–based clustering methods

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: F. Marta L. Di Lascio | Fabrizio Durante | Roberta Pappadà

Introduction to the special topic on copula modeling

JOURNAL ARTICLE published October 2019 in Econometrics and Statistics

Authors: Christian Genest | Ivan Kojadinovic | Fabrizio Durante

A New Characterization of Bivariate Copulas

JOURNAL ARTICLE published 11 August 2010 in Communications in Statistics - Theory and Methods

Authors: Fabrizio Durante | Piotr Jaworski

Multivariate copula‐based integer‐valued time series models: theory and applications

DISSERTATION published

Authors: Andrius Buteikis

A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Umberto Cherubini | Fabio Gobbi | Sabrina Mulinacci | Silvia Romagnoli