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Multivariate copulas: Transformations, symmetry, order and measures of concordance

JOURNAL ARTICLE published 15 December 2014 in Kybernetika

Authors: Sebastian Fuchs

https://doi.org/10.14736/kyb-2014-5-0725 Actions

Bivariate copulas: Transformations, asymmetry and measures of concordance

JOURNAL ARTICLE published 5 March 2014 in Kybernetika

Authors: Sebastian Fuchs | Klaus D. Schmidt

https://doi.org/10.14736/kyb-2014-1-0109 Actions

Conditioning of copulas: Transformations, invariance and measures of concordance

JOURNAL ARTICLE published June 2018 in Journal of Mathematical Analysis and Applications

Authors: Sebastian Fuchs

https://doi.org/10.1016/j.jmaa.2018.02.014 Actions

Multivariate measures of concordance for copulas and their marginals

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: M. D. Taylor

https://doi.org/10.1515/demo-2016-0013 Actions

On Minimal Copulas under the Concordance Order

JOURNAL ARTICLE published March 2020 in Journal of Optimization Theory and Applications

Research funded by National Research Foundation of Korea (NRF-2017R1D1A1B03032318)

Authors: Jae Youn Ahn | Sebastian Fuchs

https://doi.org/10.1007/s10957-019-01618-4 Actions

A novel positive dependence property and its impact on a popular class of concordance measures

JOURNAL ARTICLE published March 2024 in Journal of Multivariate Analysis

Research funded by Austrian Science Fund (20102-F1901166-KZP,20204-WISS/225/197-2019)

Authors: Sebastian Fuchs | Marco Tschimpke

https://doi.org/10.1016/j.jmva.2023.105259 Actions

Perlman and Wellner’s Circular and Transformed Circular Copulas are Particular Beta and t Copulas

JOURNAL ARTICLE published 31 January 2013 in Symmetry

Authors: M. C. Jones

https://doi.org/10.3390/sym5010081 Actions

Copula–Induced Measures of Concordance

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: Sebastian Fuchs

https://doi.org/10.1515/demo-2016-0011 Actions

Tail order and intermediate tail dependence of multivariate copulas

JOURNAL ARTICLE published November 2011 in Journal of Multivariate Analysis

Authors: Lei Hua | Harry Joe

https://doi.org/10.1016/j.jmva.2011.05.011 Actions

The Multivariate Normal Distribution and Copulas

BOOK CHAPTER published 2013 in Simulation

Authors: Sheldon Ross

https://doi.org/10.1016/b978-0-12-415825-2.00006-1 Actions

Sibuya copulas

JOURNAL ARTICLE published February 2013 in Journal of Multivariate Analysis

Authors: Marius Hofert | Frédéric Vrins

https://doi.org/10.1016/j.jmva.2012.08.007 Actions

Copulas for order statistics with prescribed margins

JOURNAL ARTICLE published July 2014 in Journal of Multivariate Analysis

Authors: Régis Lebrun | Anne Dutfoy

https://doi.org/10.1016/j.jmva.2014.03.006 Actions

Dependence and Order in Families of Archimedean Copulas

JOURNAL ARTICLE published January 1997 in Journal of Multivariate Analysis

Authors: Roger B. Nelsen

https://doi.org/10.1006/jmva.1996.1646 Actions

Linear transformations to symmetry

JOURNAL ARTICLE published August 2014 in Journal of Multivariate Analysis

Authors: Nicola Loperfido

https://doi.org/10.1016/j.jmva.2014.04.018 Actions

Vine constructions of Lévy copulas

JOURNAL ARTICLE published August 2013 in Journal of Multivariate Analysis

Authors: Oliver Grothe | Stephan Nicklas

https://doi.org/10.1016/j.jmva.2013.04.002 Actions

Densities of nested Archimedean copulas

JOURNAL ARTICLE published July 2013 in Journal of Multivariate Analysis

Authors: Marius Hofert | David Pham

https://doi.org/10.1016/j.jmva.2013.03.006 Actions

Higher order tail densities of copulas and hidden regular variation

JOURNAL ARTICLE published June 2015 in Journal of Multivariate Analysis

Research funded by NSF (DMS 1007556)

Authors: Haijun Li | Lei Hua

https://doi.org/10.1016/j.jmva.2014.12.010 Actions

Concordance measures for multivariate non-continuous random vectors

JOURNAL ARTICLE published November 2010 in Journal of Multivariate Analysis

Authors: Mhamed Mesfioui | Jean-François Quessy

https://doi.org/10.1016/j.jmva.2010.06.011 Actions

Multivariate Distributions and Copulas

OTHER published 18 December 2013 in Mathematics and Statistics for Financial Risk Management

https://doi.org/10.1002/9781118819616.ch5 Actions

Measures of concordance and testing of independence in multivariate structure

JOURNAL ARTICLE published September 2022 in Journal of Multivariate Analysis

Authors: Wenli Deng | Jinglong Wang | Riquan Zhang

https://doi.org/10.1016/j.jmva.2022.105035 Actions
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