Showing 41 - 60 results of 9,179 for search '"Modelling"', query time: 1.67s Refine Results
  1. 41
    Maximum asymmetry of copulas revisited
    “...Dependence Modeling...”
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  2. 42
    Testing the symmetry of a dependence structure with a characteristic function
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    Article
  3. 43
    Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
    by Jin Xisong, Lehnert Thorsten
    Published 2018-02-01
    “...Dependence Modeling...”
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    Article
  4. 44
    Multivariate extensions of expectiles risk measures
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  5. 45
    Prediction of time series by statistical learning: general losses and fast rates
    by Alquier Pierre, Li Xiaoyin, Wintenberger Olivier
    Published 2013-01-01
    “...Dependence Modeling...”
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    Article
  6. 46
    Bivariate box plots based on quantile regression curves
    by Navarro Jorge
    Published 2020-07-01
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    Article
  7. 47
    Predictive analytics of insurance claims using multivariate decision trees
    by Quan Zhiyu, Valdez Emiliano A.
    Published 2018-12-01
    “...Dependence Modeling...”
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    Article
  8. 48
    Copula-Based Dependence Measures For Piecewise Monotonicity
    by Liebscher Eckhard
    Published 2017-08-01
    “...Dependence Modeling...”
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    Article
  9. 49
    Distributions with given marginals: the beginnings
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  10. 50
    A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
    by Trutschnig Wolfgang, Mroz Thomas
    Published 2018-12-01
    “...Dependence Modeling...”
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    Article
  11. 51
    Copulas, stable tail dependence functions, and multivariate monotonicity
    by Ressel Paul
    Published 2019-07-01
    “...Dependence Modeling...”
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    Article
  12. 52
    Transformation of a copula using the associated co-copula
    by Girard Stéphane
    Published 2018-12-01
    “...Dependence Modeling...”
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  13. 53
    The world of vines
    by Genest Christian, Scherer Matthias
    Published 2019-06-01
    “...Dependence Modeling...”
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  14. 54
    A multivariate version of Williamson’s theorem, ℓ1-symmetric survival functions, and generalized Archimedean copulas
    by Ressel Paul
    Published 2018-12-01
    “...Dependence Modeling...”
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    Article
  15. 55
    On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
    by Di Bernardino Elena, Rullière Didier
    Published 2013-01-01
    “...Dependence Modeling...”
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    Article
  16. 56
    Detecting and modeling critical dependence structures between random inputs of computer models
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  17. 57
    The Default Risk Charge approach to regulatory risk measurement processes
    by Bonollo Michele, Persio Luca Di, Prezioso Luca
    Published 2018-12-01
    “...Dependence Modeling...”
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    Article
  18. 58
    Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
    by Burda Martin, Bélisle Louis
    Published 2019-06-01
    “...Dependence Modeling...”
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    Article
  19. 59
    Ordering risk bounds in factor models
    by Ansari Jonathan, Rüschendorf Ludger
    Published 2018-11-01
    “...Dependence Modeling...”
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    Article
  20. 60
    Are law-invariant risk functions concave on distributions?
    by Acciaio Beatrice, Svindland Gregor
    Published 2013-01-01
    “...Dependence Modeling...”
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