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Characterization of all copulas associated with non-continuous random variables
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Characterization of all copulas associated with non-continuous random variables (2011)Characterization of all copulas associate…Copula Theory: An Introduction (2010)Copula Theory: An IntroductionRectangular Patchwork for Bivariate Copulas and Tail Dependence (2009)Rectangular Patchwork for Biv…On the distributional transform, Sklar's theorem, and the empirical copula process (2009)On the distributional transfo…A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count…A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count…An Introduction to Copulas (Springer Series in Statistics) (2006)An Introduction to Copulas (S…Copulas, marginals, and joint distributions (1996)Copulas, marginals, and joint…A measure of mutual complete dependence in discrete variables through subcopula (2015)A measure of mutual complete …Copulas, diagonals, and tail dependence (2014)Copulas, diagonals, and tail …Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity (2013)Multivariate patchwork copula…Sklar’s theorem obtained via regularization techniques (2011)Sklar’s theorem obtained via …Extreme Values, Regular Variation and Point Processes (1987)An Introduction to Copulas (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Copula-Based Measures of Multivariate Association (2010)On a strong metric on the space of copulas and its induced dependence measure (2011)A topological proof of Sklar’s theorem (2013)Copula Theory and Its Applications (2010)Mathematical Risk Analysis (2013)Model uncertainty and VaR aggregation (2013)Copula Methods in Finance (2004)Spatial contagion between financial markets: a copula‐based approach (2009)Invariant dependence structure under univariate truncation (2010)Quantitative Risk Management (2011)Random variables, joint distribution functions, and copulas (1973)Multivariate Models and Dependence Concepts (1998)Multivariate copulas, quasi-copulas and lattices (2011)Hierarchical structure in financial markets (1999)Clustering of time series via non-parametric tail dependence estimation (2014)Perturbation of bivariate copulas (2014)Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets? (2024)The Dual Theory of Choice under Risk (1987)Copulas: A Personal View (2009)Pair Copula Constructions for Multivariate Discrete Data (2012)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)The Advent of Copulas in Finance (2009)Extreme-Value Copulas (2010)A review of quantification methodologies for multi-hazard interrelationships (2019)Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals (1996)Using Trivariate Copulas to Model Sample Selection and Treatment Effects (2005)Copula modeling for discrete random vectors (2020)Extremal Dependence Concepts (2015)Multivariate Frequency-Severity Regression Models in Insurance (2016)
this work references cited by second hop

References

  • 2006An Introduction to Copulas (Springer Series in Statistics)882 cited
  • 2007A Primer on Copulas for Count Data339 cited
  • 2007A Primer on Copulas for Count Data305 cited
  • 2009On the distributional transform, Sklar's theorem, and the empirical copula process259 cited
  • 2010Copula Theory: An Introduction226 cited
  • 1996Copulas, marginals, and joint distributions89 cited
  • 2009Rectangular Patchwork for Bivariate Copulas and Tail Dependence72 cited

Cited by

  • 2014Copulas, diagonals, and tail dependence45 cited
  • 2011Sklar’s theorem obtained via regularization techniques35 cited
  • 2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity33 cited
  • 2015A measure of mutual complete dependence in discrete variables through subcopula15 cited

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