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Distribution functions of copulas: a class of bivariate probability integral transforms
3 references·1 citing·11 second hop
Distribution functions of copulas: a class of bivariate probability integral transforms (2001)Distribution functions of copulas: a clas…An Introduction to Copulas (1999)An Introduction to CopulasStatistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Shuffles of Min. (1992)Shuffles of Min.Multivariate Extreme Value Methods (2012)Multivariate Extreme Value Me…A NEW MEASURE OF RANK CORRELATION (1938)An Introduction to Statistical Modeling of Extreme Values (2001)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models (2002)A measure of mutual complete dependence (2009)Some approximations of n-copulas (2009)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1992Shuffles of Min.67 cited

Cited by

  • 2012Multivariate Extreme Value Methods33 cited

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