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Copula based prediction models: an application to an aortic regurgitation study
11 references·1 citing·35 second hop
Copula based prediction models: an application to an aortic regurgitation study (2007)Copula based prediction models: an applic…Financial Risk Management (2010)Financial Risk ManagementWhich Archimedean Copula is the Right One? (2008)Which Archimedean Copula is t…Risk Management: Value at Risk and Beyond (2003)Risk Management: Value at Ris…Risk Management: Value at Risk and Beyond (2002)Risk Management: Value at Ris…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Thirty Years of Copulas (1991)Thirty Years of CopulasA Concordance Correlation Coefficient to Evaluate Reproducibility (1989)A Concordance Correlation Coe…On Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …Copula Functions and Applications in Engineering (2018)Copula Functions and Applicat…Coherent Measures of Risk (1999)The distribution of realized stock return volatility (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)Ordinal Measures of Association (1958)Random variables, joint distribution functions, and copulas (1973)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Correlations and Copulas for Decision and Risk Analysis (1999)Copulas for Finance - A Reading Guide and Some Applications (2007)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)VAR: Seductive but Dangerous (1995)Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Beyond Value at Risk: The New Science of Risk Management (1998)Country risk measures: how risky are they? (2001)The basis risk of catastrophic-loss index securities (2003)The Impact of Corruption and Transparency on Foreign Direct Investment: An Empirical Analysis1 (2003)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable (1997)Does high forecast uncertainty preclude effective decision support? (2005)Stochastic frontier models with dependent error components (2008)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)Networks of equities in financial markets (2004)Value-at-risk versus expected shortfall: A practical perspective (2004)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Reproducibility and responsiveness of health status measures statistics and strategies for evaluation (1991)Statistical Methods For Assessing Measurement Error (Reliability) in Variables Relevant to Sports Medicine (1998)Content Analysis in Mass Communication: Assessment and Reporting of Intercoder Reliability (2002)
this work references cited by second hop

References

  • 1989A Concordance Correlation Coefficient to Evaluate Reproducibility8,782 cited
  • 1999An Introduction to Copulas7,743 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited
  • 2003Risk Management: Value at Risk and Beyond340 cited
  • 2002Risk Management: Value at Risk and Beyond338 cited
  • 1991Thirty Years of Copulas193 cited
  • 2010Financial Risk Management102 cited
  • 2008Which Archimedean Copula is the Right One?47 cited

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  • 2018Copula Functions and Applications in Engineering20 cited

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