Results 181 to 190 of about 4,426 (211)

Constructing archimedean copulas from diagonal sections

Statistics & Probability Letters, 2012
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Efficiently sampling nested Archimedean copulas

Computational Statistics & Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Study on drought events in China based on time-varying nested Archimedean-copula function

Water Science and Technology: Water Supply, 2022
Hongrui Wang, Cheng Wang
exaly  

A new computational model based on Archimedean copula for probabilistic unbalanced linguistic term set and its application to multiple attribute group decision making

Computers and Industrial Engineering, 2020
Huayou Chen, Zhifu Tao, Ligang Zhou
exaly  

On Finite-Dimensional Archimedean Copulas

2001
We investigate general finite dimensional Archimedean copulas. Some properties of generators of Archimedean copulas are under consideration. We obtain necessary and sufficient conditions for the generators of Archimedean copulas and give some properties of degenerate finite dimensional Archimedean copulas. Some examples of degenerate finite dimensional
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A new bivariate Archimedean copula with application to the evaluation of VaR

Studies in Nonlinear Dynamics and Econometrics, 2022
Cigdem Topcu Guloksuz
exaly  

Archimedean Copulas

2012
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On the nonidentifiability property of Archimedean copula models under dependent censoring

Statistics and Probability Letters, 2012
Antai Wang
exaly  

Archimedean Copulas

2007
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Archimedean Copulas

1999
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