A class of multivariate copulas with bivariate Fréchet marginal copulas

JOURNAL ARTICLE published August 2009 in Insurance: Mathematics and Economics

Authors: Jingping Yang | Yongcheng Qi | Ruodu Wang

Bivariate extreme-value copulas with discrete Pickands dependence measure

JOURNAL ARTICLE published September 2011 in Extremes

Authors: Jan-Frederik Mai | Matthias Scherer

A test for bivariate exponentiality against bifr alternative

JOURNAL ARTICLE published 1991 in Communications in Statistics - Theory and Methods

Authors: Kanwar Sen | Madhu Bala Jain

Convergence results for patchwork copulas

JOURNAL ARTICLE published December 2015 in European Journal of Operational Research

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

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

SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS

JOURNAL ARTICLE published 31 July 2002 in Communications in Statistics - Theory and Methods

Authors: Engin A. Sungur

TAIL DEPENDENCE OF OLS

JOURNAL ARTICLE published April 2022 in Econometric Theory

Authors: Jochem Oorschot | Chen Zhou

A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support

JOURNAL ARTICLE published 10 November 2023 in Dependence Modeling

Authors: Juan Fernández Sánchez | Wolfgang Trutschnig

Nonparametric Bivariate Estimation with Left-Truncated and Right-Censored Data

JOURNAL ARTICLE published 1 July 2005 in Communications in Statistics - Theory and Methods

Authors: Pao-Sheng Shen

Tail Maximal Dependence in Bivariate Models: Estimation and Applications

JOURNAL ARTICLE published December 2022 in Mathematical Methods of Statistics

Authors: Ning Sun | Chen Yang | Ričardas Zitikis

A new class of bivariate copulas: dependence measures and properties

JOURNAL ARTICLE published April 2017 in METRON

Authors: Hakim Bekrizadeh | Babak Jamshidi

Measures of Conditional Tail-Dependence Risk with Copulas

PROCEEDINGS ARTICLE published December 2008 in 2008 International Symposium on Information Science and Engineering

A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function

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

Authors: Frederik Michiels | Inge Koch | Ann De Schepper

The lattice-theoretic structure of the sets of triangular norms and semi-copulas

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

Authors: Fabrizio Durante | Radko Mesiar | Pier Luigi Papini

Asymptotic dependence of bivariate maxima

JOURNAL ARTICLE published 3 July 2019 in Communications in Statistics - Theory and Methods

Authors: Helena Ferreira | Marta Ferreira

Monotonic Dependence Functions of Bivariate Distributions

JOURNAL ARTICLE published 1 November 1977 in The Annals of Statistics

Authors: T. Kowalczyk | E. Pleszczynska

Stochastic Aging Classes for the Maximum Statistic from Friday and Patil Bivariate Exponential Distribution Family

JOURNAL ARTICLE published 11 March 2009 in Communications in Statistics - Theory and Methods

Authors: Manuel Franco | Juana-María Vivo

Goodness-of-fit test for tail copulas modeled by elliptical copulas

JOURNAL ARTICLE published April 2009 in Statistics & Probability Letters

Authors: Deyuan Li | Liang Peng

Interval Estimation of the Dependence Parameter in Bivariate Clayton Copulas

JOURNAL ARTICLE published 1 October 2023 in Emerging Science Journal

Authors: Unyamanee Kummaraka | Patchanok Srisuradetchai

On pearson's chi-squared for coitingency tables and zero bivariate binomial correlation

JOURNAL ARTICLE published 1974 in Communications in Statistics - Theory and Methods

Authors: M. A. Hamdan