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Editorial for the special issue on dependence models. (English) Zbl 1415.00021

From the text: This special issue of the Journal of Multivariate Analysis (JMVA) reflects the proceedings of the workshop entitled Dependence Modeling Tools for Risk Management which was held on October 2–5, 2017, at the Centre de recherches mathématiques (CRM) in Montréal, Canada.

MSC:

00B25 Proceedings of conferences of miscellaneous specific interest
62-06 Proceedings, conferences, collections, etc. pertaining to statistics
62Hxx Multivariate analysis
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References:

[1] Hofert, M.; Oldford, W.; Prasad, A.; Zhu, M., A framework for measuring association of random vectors via collapsed random variables, J. Multivariate Anal., 172, 5-27 (2019) · Zbl 1432.62324
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[3] Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S., Partially Schur-constant models, J. Multivariate Anal., 172, 47-58 (2019) · Zbl 1415.60034
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[9] Perrone, E.; Solus, L.; Uhler, C., Geometry of discrete copulas, J. Multivariate Anal., 172, 162-179 (2019) · Zbl 1415.60024
[10] Nagler, T.; Bumann, C.; Czado, C., Model selection in sparse high-dimensional vine copula models with application to portfolio risk, J. Multivariate Anal., 172, 180-192 (2019) · Zbl 1419.62126
[11] Gandy, A.; Veraart, L. A.M., Adjustable network reconstruction with applications to CDS exposures, J. Multivariate Anal., 172, 193-209 (2019) · Zbl 1419.62296
[12] Engel, J.; Pagano, A.; Scherer, M., Reconstructing the topology of financial networks from degree distributions and reciprocity, J. Multivariate Anal., 172, 210-222 (2019) · Zbl 1422.91802
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