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Estimation procedures for exchangeable Marshall copulas with hydrological application
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Estimation procedures for exchangeable Marshall copulas with hydrological application (2014)Estimation procedures for exchangeable Ma…Extremes in Nature: An Approach Using Copulas (2014)Extremes in Nature: An Approa…Copulae in Mathematical and Quantitative Finance (2013)Copulae in Mathematical and Q…On the structure and estimation of hierarchical Archimedean copulas (2012)On the structure and estimati…Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation (2012)Managing the Risks of Extreme…Simulating Copulas (2011)Simulating CopulasMultivariate multiparameter extreme value models and return periods: A copula approach (2010)Multivariate multiparameter e…Dependence Modeling: Vine Copula Handbook (2010)Dependence Modeling: Vine Cop…Copula Theory and Its Applications (2010)Copula Theory and Its Applica…Rank-based inference for bivariate extreme-value copulas (2009)Rank-based inference for biva…On the construction of multivariate extreme value models via copulas (2009)On the construction of multiv…Rank-based inference for bivariate extreme-value copulas (2008)Rank-based inference for biva…Construction of asymmetric multivariate copulas (2008)Construction of asymmetric mu…Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Bivariate return periods via 2-Copulas (2004)Bivariate return periods via …A nonparametric estimation procedure for bivariate extreme value copulas (1997)A nonparametric estimation pr…The Asymptotic Theory of Extreme Order Statistics (1990)Extremes on river networks (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Modeling multivariate ocean data using asymmetric copulas (2018)Extreme Values, Regular Variation and Point Processes (1987)Bivariate Extreme Value Theory: Models and Estimation (1988)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Dependence Measures for Extreme Value Analyses (1999)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Introduction to Copulas (1999)Hierarchical structure in financial markets (1999)Models for construction of multivariate dependence – a comparison study (2008)Hierarchies of Archimedean copulas (2009)Should investors include green bonds in their portfolios? Evidence for the USA and Europe (2021)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Probit transformation for nonparametric kernel estimation of the copula density (2017)Understanding Relationships Using Copulas (1998)Copula Theory: An Introduction (2010)Tests of symmetry for bivariate copulas (2011)Likelihood inference for Archimedean copulas in high dimensions under known margins (2012)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Tails of multivariate Archimedean copulas (2009)Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation. A Special Report of Working Groups I and II of IPCC Intergovernmental Panel on Climate Change (2012)Disaster Resilience: A National Imperative (2013)Quantifying the Influence of Climate on Human Conflict (2013)Social Sustainability: A New Conceptual Framework (2017)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Selecting and estimating regular vine copulae and application to financial returns (2012)Vine copulas with asymmetric tail dependence and applications to financial return data (2010)Truncated regular vines in high dimensions with application to financial data (2012)A review of quantification methodologies for multi-hazard interrelationships (2019)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)
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References

  • 2012Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation7,390 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,675 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,354 cited
  • 2010Copula Theory and Its Applications700 cited
  • 2014Extremes in Nature: An Approach Using Copulas438 cited
  • 2010Dependence Modeling: Vine Copula Handbook325 cited
  • 2010Multivariate multiparameter extreme value models and return periods: A copula approach294 cited
  • 1997A nonparametric estimation procedure for bivariate extreme value copulas292 cited
  • 2008Construction of asymmetric multivariate copulas241 cited
  • 2012On the structure and estimation of hierarchical Archimedean copulas166 cited
  • 2013Copulae in Mathematical and Quantitative Finance139 cited
  • 2004Bivariate return periods via 2-Copulas131 cited
  • 2008Rank-based inference for bivariate extreme-value copulas108 cited
  • 2009Rank-based inference for bivariate extreme-value copulas104 cited
  • 2009On the construction of multivariate extreme value models via copulas103 cited

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  • 2011Simulating Copulas95 cited
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