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Modeling asymmetrically dependent multivariate ocean data using truncated copulas
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Modeling asymmetrically dependent multivariate ocean data using truncated copulas (2021)Modeling asymmetrically dependent multiva…Modeling multivariate ocean data using asymmetric copulas (2018)Modeling multivariate ocean d…Elements of Copula Modeling with R (2018)Elements of Copula Modeling w…Multivariate environmental contours using C-vine copulas (2016)Multivariate environmental co…Environmental contours using copulas (2015)Environmental contours using …Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering (2014)Practical guidelines for the …Extremes in Nature: An Approach Using Copulas (2014)Extremes in Nature: An Approa…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Copulae in Mathematical and Quantitative Finance (2013)Copulae in Mathematical and Q…On the construction of multivariate extreme value models via copulas (2009)On the construction of multiv…Testing for equality between two copulas (2008)Testing for equality between …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 …Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…Copula convergence theorems for tail events (2002)Copula convergence theorems f…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…The shifting basis of life satisfaction judgments across cultures: Emotions versus norms. (1998)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (2009)Fast large-sample goodness-of-fit tests for copulas (2011)Tests of symmetry for bivariate copulas (2011)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Understanding Relationships Using Copulas (1998)Likelihood inference for Archimedean copulas in high dimensions under known margins (2012)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula Theory: An Introduction (2010)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)Basel Committee On Banking Supervision (2010)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)The t Copula and Related Copulas (2007)A topological proof of Sklar’s theorem (2013)Conditional copula simulation for systemic risk stress testing (2013)Pair-Copula Constructions for Financial Applications: A Review (2016)Unbiased, reliable, and valid student evaluations can still be unfair (2020)Copula Modelling to Analyse Financial Data (2022)Modeling and pricing cyber insurance (2023)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)
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References

  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2014Extremes in Nature: An Approach Using Copulas430 cited
  • 2008Construction of asymmetric multivariate copulas241 cited
  • 2018Elements of Copula Modeling with R212 cited
  • 2008Testing for equality between two copulas190 cited
  • 2013Copulae in Mathematical and Quantitative Finance139 cited
  • 2002Copula convergence theorems for tail events126 cited
  • 2018Modeling multivariate ocean data using asymmetric copulas107 cited
  • 2009On the construction of multivariate extreme value models via copulas103 cited
  • 2015Environmental contours using copulas101 cited
  • 2014Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering98 cited

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2016
Multivariate environmental contours using C-vine copulas
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