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Extensions of subcopulas
16 references·0 citing·28 second hop
Extensions of subcopulas (2017)Extensions of subcopulasThe empirical beta copula (2016)The empirical beta copulaPrinciples of Copula Theory (2015)Principles of Copula TheoryOn the empirical multilinear copula process for count data (2014)On the empirical multilinear …Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2014)Conditioning-based metrics on…Characterization of all copulas associated with non-continuous random variables (2011)Characterization of all copul…On the distributional transform, Sklar's theorem, and the empirical copula process (2009)On the distributional transfo…Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing (2009)Improved kernel estimation of…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…On rank correlation measures for non-continuous random variables (2006)On rank correlation measures …Weak convergence of empirical copula processes (2004)Weak convergence of empirical…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…An Introduction to Copulas (1999)An Introduction to CopulasCopulas, marginals, and joint distributions (1996)Copulas, marginals, and joint…Counterexamples in analysis (1965)Counterexamples in analysisStatistical Inference Procedures for Bivariate Archimedean Copulas (1993)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Goodness-of-fit tests for copulas: A review and a power study (2007)A review of copula models for economic time series (2012)Probit transformation for nonparametric kernel estimation of the copula density (2017)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (2012)Covariate-adjusted Spearman's Rank Correlation with Probability-scale Residuals (2017)The Dual Theory of Choice under Risk (1987)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Extremal Dependence Concepts (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Forecasting: theory and practice (2022)Copula Theory: An Introduction (2010)Probabilistic Forecasting (2014)Multivariate Frequency-Severity Regression Models in Insurance (2016)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)Understanding Understanding Mathematics (1978)Limiting distributions of the number of pure strategy Nash equilibria in n-person games (1990)Bayesian Orgulity (2013)A review and assessment of importance sampling methods for reliability analysis (2022)Bivariate option pricing using dynamic copula models (2005)Comparison of semiparametric and parametric methods for estimating copulas (2006)Copulas: A Personal View (2009)The Advent of Copulas in Finance (2009)
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  • 2014On the empirical multilinear copula process for count data59 cited
  • 2011Characterization of all copulas associated with non-continuous random variables48 cited
  • 2014Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems

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