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A New Proof of Sklar’s Theorem
1 references·7 citing·26 second hop
A New Proof of Sklar’s Theorem (2002)A New Proof of Sklar’s TheoremAn Introduction to Copulas (1999)An Introduction to CopulasExtensions of subcopulas (2017)Extensions of subcopulasConvergence results for patchwork copulas (2015)Convergence results for patch…Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity (2013)Multivariate patchwork copula…Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (2013)Bounds on Capital Requirement…Sklar’s theorem obtained via regularization techniques (2011)Sklar’s theorem obtained via …Using Copulas to Model Switching Regimes with an Application to Child Labour* (2005)Using Copulas to Model Switch…Measures of concordance determined by D4‐invariant copulas (2004)Measures of concordance deter…SOME THOUGHTS ON THE DISTRIBUTION OF EARNINGS 1 (1951)Limited-Dependent and Qualitative Variables in Econometrics (1983)Copula Modeling: An Introduction for Practitioners (2007)A copula-based approach to accommodate residential self-selection effects in travel behavior modeling (2009)On Nonparametric Measures of Dependence for Random Variables (1981)On measures of concordance (1984)Characterizations of degree one bivariate measures of concordance (2009)Relation between non-exchangeability and measures of concordance of copulas (2020)On the exact region determined by Spearman’s footrule and Gini’s gamma (2022)Copula Theory and Its Applications (2010)Mathematical Risk Analysis (2013)Model uncertainty and VaR aggregation (2013)Bounds on total economic capital: the DNB case study (2014)Marshall–Olkin type copulas generated by a global shock (2015)Random variables, joint distribution functions, and copulas (1973)Multivariate Models and Dependence Concepts (1998)On the distributional transform, Sklar's theorem, and the empirical copula process (2009)Multivariate copulas, quasi-copulas and lattices (2011)Copulae in High Dimensions: An Introduction (2017)An Introduction to Copulas (Springer Series in Statistics) (2006)Dependence Modeling with Copulas (2014)Principles of Copula Theory (2015)An Introduction to Copulas (2006)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,812 cited

Cited by

  • 2011Sklar’s theorem obtained via regularization techniques35 cited
  • 2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity33 cited
  • 2004Measures of concordance determined by D4‐invariant copulas27 cited
  • 2005Using Copulas to Model Switching Regimes with an Application to Child Labour*26 cited
  • 2015Convergence results for patchwork copulas26 cited
  • 2013Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence18 cited
  • 2017Extensions of subcopulas18 cited

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