Results 191 to 200 of about 927 (219)
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A Generalization of the Archimedean Class of Bivariate Copulas
Annals of the Institute of Statistical Mathematics, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Heterogeneous Archimedean Copula
SSRN Electronic Journal, 2016Archimedean copulae build a large family of copulae exhibiting tail-dependency in many cases. We extend the classical homogeneous (exchangeable) Archimedean copula to the heterogeneous case. This will extend the use of this copula family to multivariate random variable with pairwise different dependencies.
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Efficiently sampling nested Archimedean copulas
Computational Statistics & Data Analysis, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Archimedean copulas with applications to VaR estimation
Stat. Methods Appl., 2016zbMATH 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, 2022Ziyang Zhao, Hongrui Wang, Cheng Wang
exaly
A new bivariate Archimedean copula with application to the evaluation of VaR
Studies in Nonlinear Dynamics and Econometrics, 2022Cigdem Topcu GÜLÖKSÜZ, Pranesh Kumar
exaly
On the nonidentifiability property of Archimedean copula models under dependent censoring
Statistics and Probability Letters, 2012Antai Wang
exaly
Nonparametric estimation of the tree structure of a nested Archimedean copula
Computational Statistics and Data Analysis, 2014Johan Segers
exaly