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Gluing Copulas JOURNAL ARTICLE published 24 September 2008 in Communications in Statistics - Theory and Methods |
A scalar product for copulas JOURNAL ARTICLE published August 2008 in Journal of Mathematical Analysis and Applications |
Modeling dependence of extreme events in energy markets using tail copulas JOURNAL ARTICLE published December 2012 in The Journal of Energy Markets |
An order of asymmetry in copulas, and implications for risk management JOURNAL ARTICLE published May 2016 in Insurance: Mathematics and Economics |
Symmetry of functions and exchangeability of random variables JOURNAL ARTICLE published February 2011 in Statistical Papers |
Absolutely Continuous Copulas with Given Diagonal Sections JOURNAL ARTICLE published 10 September 2008 in Communications in Statistics - Theory and Methods |
Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas JOURNAL ARTICLE published 10 September 2008 in Communications in Statistics - Theory and Methods |
Developing a Wide Easy-to-Generate Class of Bivariate Copulas JOURNAL ARTICLE published 28 April 2008 in Communications in Statistics - Theory and Methods |
New Families of Copulas Based on Periodic Functions JOURNAL ARTICLE published 1 July 2005 in Communications in Statistics - Theory and Methods |
A measure of mutual complete dependence JOURNAL ARTICLE published March 2010 in Metrika |
Almost opposite regression dependence in bivariate distributions JOURNAL ARTICLE published November 2015 in Statistical Papers |
Semiparametric Estimation in Copulas with the Same Marginals JOURNAL ARTICLE published 31 December 2008 in Communications in Statistics - Theory and Methods |
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 |
Rank-based inference for bivariate extreme-value copulas JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics |
Quasi-copulas with a given sub-diagonal section JOURNAL ARTICLE published December 2008 in Nonlinear Analysis: Theory, Methods & Applications |
The lattice-theoretic structure of the sets of triangular norms and semi-copulas JOURNAL ARTICLE published July 2008 in Nonlinear Analysis: Theory, Methods & Applications |
Text Data Mining: Theory and Methods JOURNAL ARTICLE published 1 January 2008 in Statistics Surveys |
A Copula‐Based Non‐parametric Measure of Regression Dependence JOURNAL ARTICLE published March 2013 in Scandinavian Journal of Statistics |
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates JOURNAL ARTICLE published May 2015 in Journal of Banking & Finance |
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics |