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Multivariate Kendall's tau for change‐point detection in copulas

JOURNAL ARTICLE published March 2013 in Canadian Journal of Statistics

Authors: Jean‐François Quessy | Mériem Saïd | Anne‐Catherine Favre

https://doi.org/10.1002/cjs.11150 Actions

Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

JOURNAL ARTICLE published March 2007 in Journal of Multivariate Analysis

Authors: Olivier Scaillet

https://doi.org/10.1016/j.jmva.2006.05.006 Actions

Best-possible bounds on the set of copulas with a given value of Spearman's footrule

JOURNAL ARTICLE published January 2022 in Fuzzy Sets and Systems

Authors: Gleb Beliakov | Enrique de Amo | Juan Fernández-Sánchez | Manuel Úbeda-Flores

https://doi.org/10.1016/j.fss.2020.11.011 Actions

Measures of non-exchangeability for bivariate random vectors

JOURNAL ARTICLE published September 2010 in Statistical Papers

Authors: Fabrizio Durante | Erich Peter Klement | Carlo Sempi | Manuel Úbeda-Flores

https://doi.org/10.1007/s00362-008-0153-0 Actions

Multivariate Hierarchical Copulas with Shocks

JOURNAL ARTICLE published December 2010 in Methodology and Computing in Applied Probability

Authors: Fabrizio Durante | Marius Hofert | Matthias Scherer

https://doi.org/10.1007/s11009-009-9134-6 Actions

Multivariate Counting Processes: Copulas and Beyond

JOURNAL ARTICLE published November 2005 in ASTIN Bulletin

Authors: Nicole Bäuerle | Rudolf Grübel

https://doi.org/10.2143/ast.35.2.2003459 Actions

Construction of Multivariate Copulas and the Compatibility Problem

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christophe REG Laforge

https://doi.org/10.2139/ssrn.956041 Actions

Multivariate Counting Processes: Copulas and Beyond

JOURNAL ARTICLE published November 2005 in ASTIN Bulletin

Authors: Nicole Bäuerle | Rudolf Grübel

https://doi.org/10.1017/s0515036100014306 Actions

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

https://doi.org/10.1515/demo-2018-0001 Actions

Directional dependence in multivariate distributions

JOURNAL ARTICLE published June 2012 in Annals of the Institute of Statistical Mathematics

Authors: Roger B. Nelsen | Manuel Úbeda-Flores

https://doi.org/10.1007/s10463-011-0329-6 Actions

Multivariate versions of Blomqvist’s beta and Spearman’s footrule

JOURNAL ARTICLE published December 2005 in Annals of the Institute of Statistical Mathematics

Authors: Manuel Úbeda-Flores

https://doi.org/10.1007/bf02915438 Actions

Quasi-copulas with a given sub-diagonal section

JOURNAL ARTICLE published December 2008 in Nonlinear Analysis: Theory, Methods & Applications

Authors: José Juan Quesada-Molina | Susanne Saminger-Platz | Carlo Sempi

https://doi.org/10.1016/j.na.2007.11.021 Actions

Evolution of Multivariate Copulas in Discrete Processes

JOURNAL ARTICLE published 2012 in Procedia Economics and Finance

Authors: Naoyuki Ishimura | Yasukazu Yoshizawa

https://doi.org/10.1016/s2212-5671(12)00022-6 Actions

Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

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

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

https://doi.org/10.1016/j.insmatheco.2013.10.010 Actions

Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas

JOURNAL ARTICLE published March 2016 in Annals of Actuarial Science

Authors: Benjamin Avanzi | Jamie Tao | Bernard Wong | Xinda Yang

https://doi.org/10.1017/s1748499515000135 Actions

Ordinal sums: From triangular norms to bi- and multivariate copulas

JOURNAL ARTICLE published December 2022 in Fuzzy Sets and Systems

Research funded by Ministero dell’Istruzione, dell’Università e della Ricerca (2017JFFHSH)

Authors: Fabrizio Durante | Erich Peter Klement | Susanne Saminger-Platz | Carlo Sempi

https://doi.org/10.1016/j.fss.2022.04.001 Actions

A weakening of Schur-concavity for copulas

JOURNAL ARTICLE published June 2007 in Fuzzy Sets and Systems

Authors: Fabrizio Durante | Pier Luigi Papini

https://doi.org/10.1016/j.fss.2007.02.004 Actions

Aggregation of liposomes induced by calcium: A structural and kinetic study

JOURNAL ARTICLE published 21 February 2007 in Physical Review E

Authors: Sándalo Roldán-Vargas | Alberto Martín-Molina | Manuel Quesada-Pérez | Ramon Barnadas-Rodríguez | Joan Estelrich | José Callejas-Fernández

https://doi.org/10.1103/physreve.75.021912 Actions

Multivariate drought characteristics using trivariate Gaussian and Student t copulas

JOURNAL ARTICLE published 15 April 2013 in Hydrological Processes

Authors: Mingwei Ma | Songbai Song | Liliang Ren | Shanhu Jiang | Jiali Song

https://doi.org/10.1002/hyp.8432 Actions

Best-possible bounds on the set of copulas with given degree of non-exchangeability

JOURNAL ARTICLE published September 2014 in Journal of Mathematical Analysis and Applications

Authors: G. Beliakov | B. De Baets | H. De Meyer | R.B. Nelsen | M. Úbeda-Flores

https://doi.org/10.1016/j.jmaa.2014.02.025 Actions
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