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Gluing Copulas

JOURNAL ARTICLE published 24 September 2008 in Communications in Statistics - Theory and Methods

Authors: Karl Friedrich Siburg | Pavel A. Stoimenov

A scalar product for copulas

JOURNAL ARTICLE published August 2008 in Journal of Mathematical Analysis and Applications

Authors: Karl Friedrich Siburg | Pavel A. Stoimenov

Modeling dependence of extreme events in energy markets using tail copulas

JOURNAL ARTICLE published December 2012 in The Journal of Energy Markets

Authors: Stefan Jäschke | Karl Friedrich Siburg | Pavel Stoimenov

An order of asymmetry in copulas, and implications for risk management

JOURNAL ARTICLE published May 2016 in Insurance: Mathematics and Economics

Authors: Karl Friedrich Siburg | Katharina Stehling | Pavel A. Stoimenov | Gregor N.F. Weiß

Symmetry of functions and exchangeability of random variables

JOURNAL ARTICLE published February 2011 in Statistical Papers

Authors: Karl Friedrich Siburg | Pavel A. Stoimenov

Absolutely Continuous Copulas with Given Diagonal Sections

JOURNAL ARTICLE published 10 September 2008 in Communications in Statistics - Theory and Methods

Authors: Fabrizio Durante | Piotr Jaworski

Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas

JOURNAL ARTICLE published 10 September 2008 in Communications in Statistics - Theory and Methods

Authors: Josemar Rodrigues

Developing a Wide Easy-to-Generate Class of Bivariate Copulas

JOURNAL ARTICLE published 28 April 2008 in Communications in Statistics - Theory and Methods

Authors: Navid Izady | Hashem Mahlooji

New Families of Copulas Based on Periodic Functions

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

Authors: Aurélien Alfonsi | Damiano Brigo

A measure of mutual complete dependence

JOURNAL ARTICLE published March 2010 in Metrika

Authors: Karl Friedrich Siburg | Pavel A. Stoimenov

Almost opposite regression dependence in bivariate distributions

JOURNAL ARTICLE published November 2015 in Statistical Papers

Authors: Karl Friedrich Siburg | Pavel A. Stoimenov

A u-i approach to retrospective testing for shifting parameters in a linear model

JOURNAL ARTICLE published 1989 in Communications in Statistics - Theory and Methods

Authors: D. L. Hawkins

Semiparametric Estimation in Copulas with the Same Marginals

JOURNAL ARTICLE published 31 December 2008 in Communications in Statistics - Theory and Methods

Authors: Alexandre Berred | Sergey V. Malov

Rank-based inference for bivariate extreme-value copulas

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Christian Genest | Johan Segers

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

A Copula‐Based Non‐parametric Measure of Regression Dependence

JOURNAL ARTICLE published March 2013 in Scandinavian Journal of Statistics

Authors: HOLGER DETTE | KARL F. SIBURG | PAVEL A. STOIMENOV

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

Text Data Mining: Theory and Methods

JOURNAL ARTICLE published 1 January 2008 in Statistics Surveys

Authors: Jeffrey L. Solka

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

JOURNAL ARTICLE published May 2015 in Journal of Banking & Finance

Authors: Karl Friedrich Siburg | Pavel Stoimenov | Gregor N.F. Weiß

Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Alexander J. McNeil | Johanna Nešlehová