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Constructing copulas by means of pairs of order statistics
12 references·0 citing·31 second hop
Constructing copulas by means of pairs of order statistics (2009)Constructing copulas by means of pairs of…Constructing copula functions with weighted geometric means (2009)Constructing copula functions…Construction of non-exchangeable bivariate distribution functions (2007)Construction of non-exchangea…Aggregation Functions: A Guide for Practitioners (2007)Aggregation Functions: A Guid…A Simple Transformation of Copulas (2007)A Simple Transformation of Co…TRANSFORMATIONS OF COPULAS (2005)TRANSFORMATIONS OF COPULASArchimax copulas and invariance under transformations (2005)Archimax copulas and invarian…A method to obtain new copulas from a given one (2005)A method to obtain new copula…A new class of bivariate copulas (2003)A new class of bivariate copu…Correlation and Dependence (2001)Correlation and DependenceAn Introduction to Copulas (1999)An Introduction to CopulasOn measures of concordance (1984)On measures of concordanceRandom variables, joint distribution functions, and copulas (1973)Random variables, joint distr…Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Measures of non-exchangeability for bivariate random vectors (2008)Analysis of directional dependence using asymmetric copula-based regression models (2013)Assessing and Modeling Asymmetry in Bivariate Continuous Data (2013)The Asymptotic Theory of Extreme Order Statistics (1990)Models for construction of multivariate dependence (2007)Distorted Copulas: Constructions and Tail Dependence (2010)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)A New Characterization of Bivariate Copulas (2010)A Compendium of Copulas (2017)Bivariate Extreme Value Theory: Models and Estimation (1988)Copulas with given values on a horizontal and a vertical section (2007)New constructions of diagonal patchwork copulas (2009)Multivariate extensions of Spearman's rho and related statistics (2006)On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula (2008)Copula-Based Measures of Multivariate Association (2010)A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)New Evidence of Asymmetric Dependence Structures in International Equity Markets (2008)A Consensus Model to Detect and Manage Noncooperative Behaviors in Large-Scale Group Decision Making (2013)Pythagorean Membership Grades, Complex Numbers, and Decision Making (2013)Fermatean fuzzy weighted averaging/geometric operators and its application in multi-criteria decision-making methods (2019)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)On Nonparametric Measures of Dependence for Random Variables (1981)Copulas and Markov processes (1992)Measures of risk (2002)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Semiparametric estimation in copula models (2005)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2007Aggregation Functions: A Guide for Practitioners1,656 cited
  • 1973Random variables, joint distribution functions, and copulas680 cited
  • 2001Correlation and Dependence456 cited
  • 1984On measures of concordance213 cited
  • 2003A new class of bivariate copulas179 cited
  • 2005A method to obtain new copulas from a given one113 cited
  • 2007Construction of non-exchangeable bivariate distribution functions67 cited
  • 2005TRANSFORMATIONS OF COPULAS48 cited
  • 2009Constructing copula functions with weighted geometric means45 cited
  • 2005Archimax copulas and invariance under transformations42 cited
  • 2007A Simple Transformation of Copulas35 cited

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