Strothmann, Christopher; Dette, Holger; Siburg, Karl Friedrich Rearranged dependence measures. (English) Zbl 07824095 Bernoulli 30, No. 2, 1055-1078 (2024). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{C. Strothmann} et al., Bernoulli 30, No. 2, 1055--1078 (2024; Zbl 07824095) Full Text: DOI arXiv Link
Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 PDFBibTeX XMLCite \textit{C. Genest} et al., J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024; Zbl 07823275) Full Text: DOI
Kasper, Thimo M. On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence. (English) Zbl 07823272 J. Multivariate Anal. 201, Article ID 105275, 14 p. (2024). MSC: 62H05 PDFBibTeX XMLCite \textit{T. M. Kasper}, J. Multivariate Anal. 201, Article ID 105275, 14 p. (2024; Zbl 07823272) Full Text: DOI arXiv
Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 PDFBibTeX XMLCite \textit{V. Coia} et al., J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024; Zbl 07823265) Full Text: DOI
Siburg, Karl Friedrich; Strothmann, Christopher Multivariate tail dependence and local stochastic dominance. (English) Zbl 07823264 J. Multivariate Anal. 201, Article ID 105267, 12 p. (2024). MSC: 62H05 60E15 PDFBibTeX XMLCite \textit{K. F. Siburg} and \textit{C. Strothmann}, J. Multivariate Anal. 201, Article ID 105267, 12 p. (2024; Zbl 07823264) Full Text: DOI arXiv
Fuchs, Sebastian Quantifying directed dependence via dimension reduction. (English) Zbl 07823263 J. Multivariate Anal. 201, Article ID 105266, 21 p. (2024). MSC: 62H20 62E10 PDFBibTeX XMLCite \textit{S. Fuchs}, J. Multivariate Anal. 201, Article ID 105266, 21 p. (2024; Zbl 07823263) Full Text: DOI arXiv
Ansari, Jonathan; Rüschendorf, Ludger Supermodular and directionally convex comparison results for general factor models. (English) Zbl 07823261 J. Multivariate Anal. 201, Article ID 105264, 20 p. (2024). MSC: 62Hxx 60E15 62H05 62P05 PDFBibTeX XMLCite \textit{J. Ansari} and \textit{L. Rüschendorf}, J. Multivariate Anal. 201, Article ID 105264, 20 p. (2024; Zbl 07823261) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Legros, Sebastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. (English) Zbl 07823258 J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024). MSC: 62Hxx 60E05 62H20 65C10 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024; Zbl 07823258) Full Text: DOI arXiv
Jaworski, Piotr; Jelito, Damian; Pitera, Marcin A note on the equivalence between the conditional uncorrelation and the independence of random variables. (English) Zbl 07823224 Electron. J. Stat. 18, No. 1, 653-673 (2024). MSC: 60E05 62E10 62H20 PDFBibTeX XMLCite \textit{P. Jaworski} et al., Electron. J. Stat. 18, No. 1, 653--673 (2024; Zbl 07823224) Full Text: DOI arXiv Link
Zachariah, Swaroop Georgy; Arshad, Mohd.; Pathak, Ashok Kumar A new class of copulas having dependence range larger than FGM-type copulas. (English) Zbl 07803685 Stat. Probab. Lett. 206, Article ID 109988, 9 p. (2024). MSC: 62H05 62H20 62H10 PDFBibTeX XMLCite \textit{S. G. Zachariah} et al., Stat. Probab. Lett. 206, Article ID 109988, 9 p. (2024; Zbl 07803685) Full Text: DOI arXiv
Fuchs, Sebastian; Tschimpke, Marco A novel positive dependence property and its impact on a popular class of concordance measures. (English) Zbl 07787459 J. Multivariate Anal. 200, Article ID 105259, 21 p. (2024). MSC: 62Hxx 62G05 62H05 62H12 62H20 PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{M. Tschimpke}, J. Multivariate Anal. 200, Article ID 105259, 21 p. (2024; Zbl 07787459) Full Text: DOI arXiv
André, L. M.; Wadsworth, J. L.; O’Hagan, A. Joint modelling of the body and tail of bivariate data. (English) Zbl 07771440 Comput. Stat. Data Anal. 189, Article ID 107841, 19 p. (2024). MSC: 62-08 PDFBibTeX XMLCite \textit{L. M. André} et al., Comput. Stat. Data Anal. 189, Article ID 107841, 19 p. (2024; Zbl 07771440) Full Text: DOI arXiv
Kokol Bukovšek, Damjana; Stopar, Nik On the exact region determined by Spearman’s rho and Spearman’s footrule. (English) Zbl 1522.62047 J. Comput. Appl. Math. 437, Article ID 115463, 23 p. (2024). MSC: 62H20 62H05 PDFBibTeX XMLCite \textit{D. Kokol Bukovšek} and \textit{N. Stopar}, J. Comput. Appl. Math. 437, Article ID 115463, 23 p. (2024; Zbl 1522.62047) Full Text: DOI arXiv
Kasper, Thimo M.; Dietrich, Nicolas; Trutschnig, Wolfgang On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform. (English) Zbl 07739927 J. Math. Anal. Appl. 529, No. 1, Article ID 127555, 36 p. (2024). MSC: 62Hxx 62Gxx 60-XX PDFBibTeX XMLCite \textit{T. M. Kasper} et al., J. Math. Anal. Appl. 529, No. 1, Article ID 127555, 36 p. (2024; Zbl 07739927) Full Text: DOI arXiv
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter Parameterized transformations and truncation: when is the result a copula? (English) Zbl 1522.60029 J. Comput. Appl. Math. 436, Article ID 115340, 17 p. (2024). MSC: 60E05 62H05 62H20 PDFBibTeX XMLCite \textit{S. Saminger-Platz} et al., J. Comput. Appl. Math. 436, Article ID 115340, 17 p. (2024; Zbl 1522.60029) Full Text: DOI
Klement, Erich Peter; Kokol Bukovšek, Damjana; Omladič, Matjaž; Saminger-Platz, Susanne; Stopar, Nik Multivariate copulas with given values at two arbitrary points. (English) Zbl 07823692 Stat. Pap. 64, No. 6, 2015-2055 (2023). MSC: 62H05 60E05 PDFBibTeX XMLCite \textit{E. P. Klement} et al., Stat. Pap. 64, No. 6, 2015--2055 (2023; Zbl 07823692) Full Text: DOI OA License
Michimae, Hirofumi; Emura, Takeshi Bayesian ridge regression for survival data based on a vine copula-based prior. (English) Zbl 07807652 AStA, Adv. Stat. Anal. 107, No. 4, 755-784 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Michimae} and \textit{T. Emura}, AStA, Adv. Stat. Anal. 107, No. 4, 755--784 (2023; Zbl 07807652) Full Text: DOI
Wu, Fei; Zhang, Zhiwei; Zhang, Dayong; Ji, Qiang Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach. (English) Zbl 07801431 Ann. Oper. Res. 330, No. 1-2, 119-153 (2023). MSC: 62Pxx 91Gxx 62Hxx PDFBibTeX XMLCite \textit{F. Wu} et al., Ann. Oper. Res. 330, No. 1--2, 119--153 (2023; Zbl 07801431) Full Text: DOI
Zhu, Wenhao; Li, Lujun; Yang, Jingping; Xie, Jiehua; Sun, Liulei Asymptotic subadditivity/superadditivity of value-at-risk under tail dependence. (English) Zbl 07797381 Math. Finance 33, No. 4, 1314-1369 (2023). MSC: 91G70 62H05 PDFBibTeX XMLCite \textit{W. Zhu} et al., Math. Finance 33, No. 4, 1314--1369 (2023; Zbl 07797381) Full Text: DOI
Chesneau, Christophe Some new developments on variable-power copulas. (English) Zbl 07796789 Appl. Math. 50, No. 1, 35-54 (2023). MSC: 60E05 62E15 62H99 PDFBibTeX XMLCite \textit{C. Chesneau}, Appl. Math. 50, No. 1, 35--54 (2023; Zbl 07796789) Full Text: DOI
Garcin, Matthieu; Guégan, Dominique; Hassani, Bertrand A multivariate quantile based on Kendall ordering. (English) Zbl 07792653 REVSTAT 21, No. 1, 77-96 (2023). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Garcin} et al., REVSTAT 21, No. 1, 77--96 (2023; Zbl 07792653) Full Text: DOI
Koike, Takaaki; Hofert, Marius Matrix compatibility and correlation mixture representation of generalized Gini’s gamma. (English. French summary) Zbl 07792226 Can. J. Stat. 51, No. 4, 1111-1125 (2023). MSC: 62H20 62H10 PDFBibTeX XMLCite \textit{T. Koike} and \textit{M. Hofert}, Can. J. Stat. 51, No. 4, 1111--1125 (2023; Zbl 07792226) Full Text: DOI arXiv
Li, Chen; Li, Xiaohu On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy. (English) Zbl 07761651 Stat. Probab. Lett. 203, Article ID 109918, 9 p. (2023). MSC: 62G30 62H05 60E15 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Stat. Probab. Lett. 203, Article ID 109918, 9 p. (2023; Zbl 07761651) Full Text: DOI
Fernández-Sánchez, Juan; Kolesárová, Anna; Mesiar, Radko; Quesada-Molina, José Juan; Úbeda-Flores, Manuel A generalization of a copula-based construction of fuzzy implications. (English) Zbl 1522.68563 Fuzzy Sets Syst. 456, 197-207 (2023). MSC: 68T37 03B52 62H05 PDFBibTeX XMLCite \textit{J. Fernández-Sánchez} et al., Fuzzy Sets Syst. 456, 197--207 (2023; Zbl 1522.68563) Full Text: DOI
Jaworski, Piotr On copulas with a trapezoid support. (English) Zbl 1522.62033 Depend. Model. 11, Article ID 20230101, 23 p. (2023). MSC: 62H05 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 11, Article ID 20230101, 23 p. (2023; Zbl 1522.62033) Full Text: DOI
Schimmele, Alexander; Schmidt, Klaus D. A note on bivariate survival functions following a law of uniform seniority. (English) Zbl 1519.91223 Scand. Actuar. J. 2023, No. 9, 907-915 (2023). MSC: 91G05 62P05 62H05 62N02 PDFBibTeX XMLCite \textit{A. Schimmele} and \textit{K. D. Schmidt}, Scand. Actuar. J. 2023, No. 9, 907--915 (2023; Zbl 1519.91223) Full Text: DOI
Peña, Daniel; Tsay, Ruey S. A testing approach to clustering scalar time series. (English) Zbl 07731499 J. Time Ser. Anal. 44, No. 5-6, 667-685 (2023). MSC: 62Mxx 62F40 62H30 62M10 PDFBibTeX XMLCite \textit{D. Peña} and \textit{R. S. Tsay}, J. Time Ser. Anal. 44, No. 5--6, 667--685 (2023; Zbl 07731499) Full Text: DOI
Popović, Božidar V.; Ristić, Miroslav M.; Zografos, Konstantinos Integral transformation of a copula function. (English) Zbl 07720160 Commun. Stat., Theory Methods 52, No. 18, 6341-6354 (2023). MSC: 62H05 35A22 PDFBibTeX XMLCite \textit{B. V. Popović} et al., Commun. Stat., Theory Methods 52, No. 18, 6341--6354 (2023; Zbl 07720160) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
González-Barrios, José M.; Gutiérrez-Peña, Eduardo; Nieves, Juan D.; Rueda, Raúl A characterization of multivariate independence using copulas. (English) Zbl 07711338 Commun. Stat., Theory Methods 52, No. 16, 5716-5726 (2023). MSC: 62E10 62H20 60E05 PDFBibTeX XMLCite \textit{J. M. González-Barrios} et al., Commun. Stat., Theory Methods 52, No. 16, 5716--5726 (2023; Zbl 07711338) Full Text: DOI
Mohtashami-Borzadaran, V.; Amini, M.; Ahmadi, J. Estimating the parameters of a dependent model and applying it to environmental data set. (English) Zbl 07706329 J. Appl. Stat. 50, No. 4, 984-1016 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Mohtashami-Borzadaran} et al., J. Appl. Stat. 50, No. 4, 984--1016 (2023; Zbl 07706329) Full Text: DOI
Vajargah, Kianoush Fathi; Golshan, Hamid Mottaghi; Farahabadi, Fazel Badakhshan Improving the LDA linear discriminant analysis method by eliminating redundant variables for the diagnosis of COVID-19 patients. (English) Zbl 1524.62239 Appl. Appl. Math. 18, No. 1, Paper No. 8, 10 p. (2023). MSC: 62P10 62H05 62H25 62H20 PDFBibTeX XMLCite \textit{K. F. Vajargah} et al., Appl. Appl. Math. 18, No. 1, Paper No. 8, 10 p. (2023; Zbl 1524.62239) Full Text: Link
Navarro, Jorge; Buono, Francesco Predicting future failure times by using quantile regression. (English) Zbl 07702610 Metrika 86, No. 5, 543-576 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Navarro} and \textit{F. Buono}, Metrika 86, No. 5, 543--576 (2023; Zbl 07702610) Full Text: DOI
Baratnia, M.; Rezaei Roknabadi, A. H. Residual lifetime prediction for sequential \(k\)-out-of-\(n\) systems with dependent component lifetimes. (English) Zbl 07702559 Commun. Stat., Theory Methods 52, No. 9, 3178-3192 (2023). MSC: 62N05 62M20 PDFBibTeX XMLCite \textit{M. Baratnia} and \textit{A. H. Rezaei Roknabadi}, Commun. Stat., Theory Methods 52, No. 9, 3178--3192 (2023; Zbl 07702559) Full Text: DOI
Lu, Bin; Zhang, Jiandong; Yan, Rongfang Optimal allocation of a coherent system with statistical dependent subsystems. (English) Zbl 1516.90018 Probab. Eng. Inf. Sci. 37, No. 1, 29-48 (2023). MSC: 90B25 62N05 60E15 PDFBibTeX XMLCite \textit{B. Lu} et al., Probab. Eng. Inf. Sci. 37, No. 1, 29--48 (2023; Zbl 1516.90018) Full Text: DOI
Halčinová, Lenka; Hutník, Ondrej; Kiseľák, Jozef; Šupina, Jaroslav On universal \(K_C\)-integrals. (English) Zbl 07672816 J. Math. Anal. Appl. 524, No. 1, Article ID 127047, 22 p. (2023). MSC: 62Hxx 62-XX 60Exx PDFBibTeX XMLCite \textit{L. Halčinová} et al., J. Math. Anal. Appl. 524, No. 1, Article ID 127047, 22 p. (2023; Zbl 07672816) Full Text: DOI
Ota, Shuhei Multivariate Farlie-Gumbel-Morgenstern copula and its application to reliability data analysis. (Japanese. English summary) Zbl 07670293 J. Jpn. Stat. Soc., Jpn. Issue 52, No. 2, 177-201 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Ota}, J. Jpn. Stat. Soc., Jpn. Issue 52, No. 2, 177--201 (2023; Zbl 07670293) Full Text: DOI
Kokol Bukovšek, Damjana; Stopar, Nik On the exact regions determined by Kendall’s tau and other concordance measures. (English) Zbl 1506.62318 Mediterr. J. Math. 20, No. 3, Paper No. 147, 16 p. (2023). MSC: 62H20 62H05 60E05 PDFBibTeX XMLCite \textit{D. Kokol Bukovšek} and \textit{N. Stopar}, Mediterr. J. Math. 20, No. 3, Paper No. 147, 16 p. (2023; Zbl 1506.62318) Full Text: DOI
Fuchs, S.; Tschimpke, M. Total positivity of copulas from a Markov kernel perspective. (English) Zbl 07601331 J. Math. Anal. Appl. 518, No. 1, Article ID 126629, 21 p. (2023). MSC: 62Hxx 62Gxx 60Exx PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{M. Tschimpke}, J. Math. Anal. Appl. 518, No. 1, Article ID 126629, 21 p. (2023; Zbl 07601331) Full Text: DOI arXiv
Puccetti, Giovanni Measuring linear correlation between random vectors. (English) Zbl 07816967 Inf. Sci. 607, 1328-1347 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{G. Puccetti}, Inf. Sci. 607, 1328--1347 (2022; Zbl 07816967) Full Text: DOI
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel On the measure induced by copulas that are invariant under univariate truncation. (English) Zbl 1522.60009 Fuzzy Sets Syst. 451, 285-296 (2022). MSC: 60A10 62H05 PDFBibTeX XMLCite \textit{F. Durante} et al., Fuzzy Sets Syst. 451, 285--296 (2022; Zbl 1522.60009) Full Text: DOI
de Amo, Enrique; Díaz Carrillo, Manuel; Fernández-Sánchez, Juan Several algorithms for constructing copulas via \(\ast\)-product decompositions. (English) Zbl 1522.62027 Fuzzy Sets Syst. 451, 65-83 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{E. de Amo} et al., Fuzzy Sets Syst. 451, 65--83 (2022; Zbl 1522.62027) Full Text: DOI
Durante, Fabrizio; Klement, Erich Peter; Saminger-Platz, Susanne; Sempi, Carlo Ordinal sums: from triangular norms to bi- and multivariate copulas. (English) Zbl 1522.03249 Fuzzy Sets Syst. 451, 28-64 (2022). MSC: 03E72 62H05 62H86 PDFBibTeX XMLCite \textit{F. Durante} et al., Fuzzy Sets Syst. 451, 28--64 (2022; Zbl 1522.03249) Full Text: DOI
Panyasakulwong, Peerapong; Santiwipanont, Tippawan; Sumetkijakan, Songkiat; Yanpaisan, Noppawit Countably piecewise monotonic surjection implicit dependence copulas. (English) Zbl 1522.62038 Fuzzy Sets Syst. 448, 49-64 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{P. Panyasakulwong} et al., Fuzzy Sets Syst. 448, 49--64 (2022; Zbl 1522.62038) Full Text: DOI
Omladič, Matjaž; Stopar, Nik Dedekind-MacNeille completion of multivariate copulas via ALGEN method. (English) Zbl 1522.62037 Fuzzy Sets Syst. 441, 321-334 (2022). MSC: 62H05 06B23 PDFBibTeX XMLCite \textit{M. Omladič} and \textit{N. Stopar}, Fuzzy Sets Syst. 441, 321--334 (2022; Zbl 1522.62037) Full Text: DOI
Jwaid, T.; Mesiar, R.; Ismail, A. Haj A generalization of quasi-homogenous copulas. (English) Zbl 1522.62034 Fuzzy Sets Syst. 441, 310-320 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{T. Jwaid} et al., Fuzzy Sets Syst. 441, 310--320 (2022; Zbl 1522.62034) Full Text: DOI
Ghiselli Ricci, Roberto A differential characterization of the \(d\)-increasingness property. (English) Zbl 1522.62031 Fuzzy Sets Syst. 433, 79-95 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{R. Ghiselli Ricci}, Fuzzy Sets Syst. 433, 79--95 (2022; Zbl 1522.62031) Full Text: DOI
De Baets, B.; De Meyer, H. Maximal directions of monotonicity of an aggregation function. (English) Zbl 1522.62028 Fuzzy Sets Syst. 433, 54-78 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{B. De Baets} and \textit{H. De Meyer}, Fuzzy Sets Syst. 433, 54--78 (2022; Zbl 1522.62028) Full Text: DOI
Beliakov, Gleb; de Amo, Enrique; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Best-possible bounds on the set of copulas with a given value of Spearman’s footrule. (English) Zbl 1522.62025 Fuzzy Sets Syst. 428, 138-152 (2022); correction ibid. 428, 153-155 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{G. Beliakov} et al., Fuzzy Sets Syst. 428, 138--152 (2022; Zbl 1522.62025) Full Text: DOI
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Extreme semilinear copulas. (English) Zbl 1522.62030 Fuzzy Sets Syst. 428, 121-137 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{F. Durante} et al., Fuzzy Sets Syst. 428, 121--137 (2022; Zbl 1522.62030) Full Text: DOI
Griessenberger, Florian; Fernández Sánchez, Juan; Trutschnig, Wolfgang Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles. (English) Zbl 1522.62032 Fuzzy Sets Syst. 428, 102-120 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{F. Griessenberger} et al., Fuzzy Sets Syst. 428, 102--120 (2022; Zbl 1522.62032) Full Text: DOI
Omladič, Matjaž; Stopar, Nik Multivariate imprecise Sklar type theorems. (English) Zbl 1522.62036 Fuzzy Sets Syst. 428, 80-101 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Omladič} and \textit{N. Stopar}, Fuzzy Sets Syst. 428, 80--101 (2022; Zbl 1522.62036) Full Text: DOI
Manstavičius, Martynas; Bagdonas, Gediminas A class of bivariate independence copula transformations. (English) Zbl 1522.62035 Fuzzy Sets Syst. 428, 58-79 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Manstavičius} and \textit{G. Bagdonas}, Fuzzy Sets Syst. 428, 58--79 (2022; Zbl 1522.62035) Full Text: DOI
Dolžan, David; Kokol Bukovšek, Damjana; Omladič, Matjaž; Škulj, Damjan Some multivariate imprecise shock model copulas. (English) Zbl 1522.62029 Fuzzy Sets Syst. 428, 34-57 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{D. Dolžan} et al., Fuzzy Sets Syst. 428, 34--57 (2022; Zbl 1522.62029) Full Text: DOI arXiv
Xie, Jiehua; Yang, Jingping; Zhu, Wenhao; Zou, Wei A generalization of Archimedean and Marshall-Olkin copulas family. (English) Zbl 1522.62040 Fuzzy Sets Syst. 428, 1-33 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Xie} et al., Fuzzy Sets Syst. 428, 1--33 (2022; Zbl 1522.62040) Full Text: DOI
Zhang, Jiandong; Yan, Rongfang; Wang, Junrui Reliability optimization of parallel-series and series-parallel systems with statistically dependent components. (English) Zbl 1525.60032 Appl. Math. Modelling 102, 618-639 (2022). MSC: 60E15 60K10 62N05 90B25 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Modelling 102, 618--639 (2022; Zbl 1525.60032) Full Text: DOI
Lueangwitchajaroen, Pitiwat; Tasena, Santi Affine rational transformations of copulas and quasi-copulas. (English) Zbl 1524.62234 Thai J. Math. 20, No. 4, 1649-1660 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{P. Lueangwitchajaroen} and \textit{S. Tasena}, Thai J. Math. 20, No. 4, 1649--1660 (2022; Zbl 1524.62234) Full Text: Link
Susam, Selim Orhun A graphical tool for extreme value copula selection based on the Pickands dependence function. (English) Zbl 07698718 İstatistik 14, No. 2, 38-50 (2022). MSC: 62-XX 90-XX PDFBibTeX XMLCite \textit{S. O. Susam}, İstatistik 14, No. 2, 38--50 (2022; Zbl 07698718) Full Text: Link
Úbeda-Flores, M. Best-possible bounds on the set of copulas with a given value of Gini’s gamma. (English) Zbl 1522.62039 Iran. J. Fuzzy Syst. 19, No. 5, 35-45 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Úbeda-Flores}, Iran. J. Fuzzy Syst. 19, No. 5, 35--45 (2022; Zbl 1522.62039) Full Text: DOI
Geenens, Gery; Lafaye de Micheaux, Pierre The Hellinger correlation. (English) Zbl 1507.62256 J. Am. Stat. Assoc. 117, No. 538, 639-653 (2022). MSC: 62H20 PDFBibTeX XMLCite \textit{G. Geenens} and \textit{P. Lafaye de Micheaux}, J. Am. Stat. Assoc. 117, No. 538, 639--653 (2022; Zbl 1507.62256) Full Text: DOI arXiv
Sun, Ning; Yang, Chen; Zitikis, Ričardas Tail maximal dependence in bivariate models: estimation and applications. (English) Zbl 07665188 Math. Methods Stat. 31, No. 4, 170-196 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Sun} et al., Math. Methods Stat. 31, No. 4, 170--196 (2022; Zbl 07665188) Full Text: DOI arXiv
Khaleghpanah Noughabi, Elham; Chahkandi, Majid; Rezaei, Majid On the mean and variance residual life comparisons of coherent systems with identically distributed components. (English) Zbl 1506.62390 Methodol. Comput. Appl. Probab. 24, No. 4, 2801-2822 (2022). MSC: 62N05 60E15 PDFBibTeX XMLCite \textit{E. Khaleghpanah Noughabi} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2801--2822 (2022; Zbl 1506.62390) Full Text: DOI
Ghosh, Shyamal; Bhuyan, Prajamitra; Finkelstein, Maxim On a bivariate copula for modeling negative dependence: application to New York air quality data. (English) Zbl 07642329 Stat. Methods Appl. 31, No. 5, 1329-1353 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Ghosh} et al., Stat. Methods Appl. 31, No. 5, 1329--1353 (2022; Zbl 07642329) Full Text: DOI arXiv
Navarro, Jorge; Pellerey, Franco; Mulero, Julio On sums of dependent random lifetimes under the time-transformed exponential model. (English) Zbl 1502.62094 Test 31, No. 4, 879-900 (2022). MSC: 62N05 62H05 62H20 62G08 62G15 PDFBibTeX XMLCite \textit{J. Navarro} et al., Test 31, No. 4, 879--900 (2022; Zbl 1502.62094) Full Text: DOI
Chidzalo, Patrick; Ngare, Phillip O.; Mung’atu, Joseph K. Trivariate stochastic weather model for predicting maize yield. (English) Zbl 1517.62085 J. Appl. Math. 2022, Article ID 3633658, 32 p. (2022). MSC: 62P12 62H12 62H20 PDFBibTeX XMLCite \textit{P. Chidzalo} et al., J. Appl. Math. 2022, Article ID 3633658, 32 p. (2022; Zbl 1517.62085) Full Text: DOI
Derumigny, Alexis; Fermanian, Jean-David Conditional empirical copula processes and generalized measures of association. (English) Zbl 07633925 Electron. J. Stat. 16, No. 2, 5692-5719 (2022). MSC: 62G05 62G30 62H20 62G09 PDFBibTeX XMLCite \textit{A. Derumigny} and \textit{J.-D. Fermanian}, Electron. J. Stat. 16, No. 2, 5692--5719 (2022; Zbl 07633925) Full Text: DOI Link
Susam, Selim Orhun A compound positively dependent Farlie-Gumbel-Morgenstern bivariate copula. (English) Zbl 07607853 İstatistik 14, No. 1, 11-16 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. O. Susam}, İstatistik 14, No. 1, 11--16 (2022; Zbl 07607853) Full Text: Link
Hung T. Nguyen On random sets for inference in statistics and econometrics. (English) Zbl 1495.62081 Thach, Nguyen Ngoc (ed.) et al., Prediction and causality in econometrics and related topics. Cham: Springer. Stud. Comput. Intell. 983, 3-21 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Hung T. Nguyen}, Stud. Comput. Intell. 983, 3--21 (2022; Zbl 1495.62081) Full Text: DOI
Durante, Fabrizio; Fernández-Sánchez, Juan; Ignazzi, Claudio Baire category results for stochastic orders. (English) Zbl 1501.60017 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 188, 15 p. (2022). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 26A21 62H05 PDFBibTeX XMLCite \textit{F. Durante} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 188, 15 p. (2022; Zbl 1501.60017) Full Text: DOI
Alzaid, Abdulhamid A.; Alhadlaq, Weaam M. A new family of Archimedean copulas: the truncated-Poisson family of copulas. (English) Zbl 1496.62088 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 477-504 (2022). MSC: 62H05 62E10 60E05 60E15 PDFBibTeX XMLCite \textit{A. A. Alzaid} and \textit{W. M. Alhadlaq}, Bull. Malays. Math. Sci. Soc. (2) 45, 477--504 (2022; Zbl 1496.62088) Full Text: DOI
Navarro, Jorge; Calì, Camilla; Longobardi, Maria; Durante, Fabrizio Distortion representations of multivariate distributions. (English) Zbl 1495.62035 Stat. Methods Appl. 31, No. 4, 925-954 (2022). MSC: 62H05 62H10 62N05 PDFBibTeX XMLCite \textit{J. Navarro} et al., Stat. Methods Appl. 31, No. 4, 925--954 (2022; Zbl 1495.62035) Full Text: DOI arXiv
Zähle, Henryk A concept of copula robustness and its applications in quantitative risk management. (English) Zbl 1498.91509 Finance Stoch. 26, No. 4, 825-875 (2022). MSC: 91G70 91G10 62H05 PDFBibTeX XMLCite \textit{H. Zähle}, Finance Stoch. 26, No. 4, 825--875 (2022; Zbl 1498.91509) Full Text: DOI
Griessenberger, Florian; Trutschnig, Wolfgang Maximal asymmetry of bivariate copulas and consequences to measures of dependence. (English) Zbl 1495.62034 Depend. Model. 10, 245-269 (2022). MSC: 62H05 62H20 60E05 54E52 PDFBibTeX XMLCite \textit{F. Griessenberger} and \textit{W. Trutschnig}, Depend. Model. 10, 245--269 (2022; Zbl 1495.62034) Full Text: DOI
Björnham, Oscar; Brännström, Niklas; Persson, Leif Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology. (English) Zbl 07585011 Commun. Stat., Theory Methods 51, No. 19, 6601-6625 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{O. Björnham} et al., Commun. Stat., Theory Methods 51, No. 19, 6601--6625 (2022; Zbl 07585011) Full Text: DOI arXiv
Diaz, Walter; Cuadras, Carles M. An extension of the Gumbel-Barnett family of copulas. (English) Zbl 07575569 Metrika 85, No. 7, 913-926 (2022). MSC: 62H20 60E05 PDFBibTeX XMLCite \textit{W. Diaz} and \textit{C. M. Cuadras}, Metrika 85, No. 7, 913--926 (2022; Zbl 07575569) Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan Quantile correlation coefficient: a new tail dependence measure. (English) Zbl 07574177 Stat. Pap. 63, No. 4, 1075-1104 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-E. Choi} and \textit{D. W. Shin}, Stat. Pap. 63, No. 4, 1075--1104 (2022; Zbl 07574177) Full Text: DOI arXiv
Adegoke, Nurudeen A.; Punnett, Andrew; Anderson, Marti J. Estimation of multivariate dependence structures via constrained maximum likelihood. (English) Zbl 07570502 J. Agric. Biol. Environ. Stat. 27, No. 2, 240-260 (2022). MSC: 62P12 PDFBibTeX XMLCite \textit{N. A. Adegoke} et al., J. Agric. Biol. Environ. Stat. 27, No. 2, 240--260 (2022; Zbl 07570502) Full Text: DOI
Chesneau, Christophe Some new ratio-type copulas: theory and properties. (English) Zbl 1492.62092 Appl. Math. 49, No. 1, 79-101 (2022). MSC: 62H05 62H20 PDFBibTeX XMLCite \textit{C. Chesneau}, Appl. Math. 49, No. 1, 79--101 (2022; Zbl 1492.62092) Full Text: DOI
Hu, Xiaoxiao; Li, Xiaohu On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution. (English) Zbl 07565493 Commun. Stat., Theory Methods 51, No. 15, 5318-5329 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Hu} and \textit{X. Li}, Commun. Stat., Theory Methods 51, No. 15, 5318--5329 (2022; Zbl 07565493) Full Text: DOI
Li, Xiaohu; Fang, Rui A count-based nonparametric test on strict bivariate stochastic arrangement increasing property. (English) Zbl 07557631 Statistics 56, No. 3, 518-536 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Li} and \textit{R. Fang}, Statistics 56, No. 3, 518--536 (2022; Zbl 07557631) Full Text: DOI
Gupta, Ramesh C.; Kirmani, S. N. U. A. Log-concavity and other concepts of bivariate increasing failure rate distributions. (English) Zbl 1493.62568 J. Appl. Probab. 59, No. 2, 325-337 (2022). MSC: 62N05 60G09 90B25 PDFBibTeX XMLCite \textit{R. C. Gupta} and \textit{S. N. U. A. Kirmani}, J. Appl. Probab. 59, No. 2, 325--337 (2022; Zbl 1493.62568) Full Text: DOI
Benth, Fred Espen; Nunno, Giulia Di; Schroers, Dennis A topological proof of Sklar’s theorem in arbitrary dimensions. (English) Zbl 1491.60022 Depend. Model. 10, 22-28 (2022). MSC: 60E05 62H05 62H20 28C20 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Depend. Model. 10, 22--28 (2022; Zbl 1491.60022) Full Text: DOI arXiv
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Extreme generators of shock induced copulas. (English) Zbl 1510.62228 Appl. Math. Comput. 429, Article ID 127214, 16 p. (2022). MSC: 62H05 60E05 62G32 PDFBibTeX XMLCite \textit{D. Kokol Bukovšek} et al., Appl. Math. Comput. 429, Article ID 127214, 16 p. (2022; Zbl 1510.62228) Full Text: DOI
Ebaid, Rasha; Elbadawy, Walid; Ahmed, Essam; Abdelghaly, Abdalla A new extension of the FGM copula with an application in reliability. (English) Zbl 07535573 Commun. Stat., Theory Methods 51, No. 9, 2953-2961 (2022); correction ibid. 56, No. 16, iii (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Ebaid} et al., Commun. Stat., Theory Methods 51, No. 9, 2953--2961 (2022; Zbl 07535573) Full Text: DOI
Samanthi, Ranadeera Gamage Madhuka; Sepanski, Jungsywan On bivariate Kumaraswamy-distorted copulas. (English) Zbl 07535547 Commun. Stat., Theory Methods 51, No. 8, 2477-2495 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. G. M. Samanthi} and \textit{J. Sepanski}, Commun. Stat., Theory Methods 51, No. 8, 2477--2495 (2022; Zbl 07535547) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Yan, Rongfang; Wang, Junrui Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components. (English) Zbl 07533631 Commun. Stat., Theory Methods 51, No. 6, 1724-1744 (2022). MSC: 91B16 91B30 60E15 62-XX PDFBibTeX XMLCite \textit{R. Yan} and \textit{J. Wang}, Commun. Stat., Theory Methods 51, No. 6, 1724--1744 (2022; Zbl 07533631) Full Text: DOI
Susam, Selim Orhun A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial. (English) Zbl 1486.62152 Hacet. J. Math. Stat. 51, No. 2, 618-631 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{S. O. Susam}, Hacet. J. Math. Stat. 51, No. 2, 618--631 (2022; Zbl 1486.62152) Full Text: DOI
Coblenz, Maximilian; Grothe, Oliver; Herrmann, Klaus; Hofert, Marius Smooth bootstrapping of copula functionals. (English) Zbl 07524980 Electron. J. Stat. 16, No. 1, 2550-2606 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Coblenz} et al., Electron. J. Stat. 16, No. 1, 2550--2606 (2022; Zbl 07524980) Full Text: DOI arXiv Link
Griessenberger, Florian; Junker, Robert R.; Trutschnig, Wolfgang On a multivariate copula-based dependence measure and its estimation. (English) Zbl 07524973 Electron. J. Stat. 16, No. 1, 2206-2251 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Griessenberger} et al., Electron. J. Stat. 16, No. 1, 2206--2251 (2022; Zbl 07524973) Full Text: DOI arXiv Link
Longla, Martial; Ndikwa, Fidel Djongreba; Muia, Mathias Nthiani; Takam, Patrice Soh Perturbations of copulas and mixing properties. (English) Zbl 1484.62059 J. Korean Stat. Soc. 51, No. 1, 149-171 (2022). MSC: 62H05 60J20 62G08 62M02 60J35 PDFBibTeX XMLCite \textit{M. Longla} et al., J. Korean Stat. Soc. 51, No. 1, 149--171 (2022; Zbl 1484.62059) Full Text: DOI arXiv
Bukovšek, Damjana Kokol; Mojškerc, Blaž On the exact region determined by Spearman’s footrule and Gini’s gamma. (English) Zbl 1503.62053 J. Comput. Appl. Math. 410, Article ID 114212, 13 p. (2022). MSC: 62H20 PDFBibTeX XMLCite \textit{D. K. Bukovšek} and \textit{B. Mojškerc}, J. Comput. Appl. Math. 410, Article ID 114212, 13 p. (2022; Zbl 1503.62053) Full Text: DOI
Xie, Jiehua; Fang, Jun; Yang, Jingping; Bu, Lan Multivariate composite copulas. (English) Zbl 1483.62088 ASTIN Bull. 52, No. 1, 145-184 (2022); corrigendum ibid. 52, No. 1, 361 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Xie} et al., ASTIN Bull. 52, No. 1, 145--184 (2022; Zbl 1483.62088) Full Text: DOI
Zhou, Zhengyong; Xie, Jiehua; Yang, Jingping A copula-based approximation to Markov chains. (English) Zbl 1491.60124 Sci. China, Math. 65, No. 3, 623-654 (2022). MSC: 60J10 62H05 PDFBibTeX XMLCite \textit{Z. Zhou} et al., Sci. China, Math. 65, No. 3, 623--654 (2022; Zbl 1491.60124) Full Text: DOI
Tasena, Santi Central limit theorem for subcopulas under the Manhattan distance. (English) Zbl 07473010 J. Math. Anal. Appl. 509, No. 2, Article ID 126007, 19 p. (2022). MSC: 62Hxx 62Gxx 60Exx PDFBibTeX XMLCite \textit{S. Tasena}, J. Math. Anal. Appl. 509, No. 2, Article ID 126007, 19 p. (2022; Zbl 07473010) Full Text: DOI
Durante, Fabrizio; Ignazzi, Claudio; Jaworski, Piotr On the class of truncation invariant bivariate copulas under constraints. (English) Zbl 07461178 J. Math. Anal. Appl. 509, No. 1, Article ID 125898, 31 p. (2022). Reviewer: Carlo Sempi (Lecce) MSC: 62H05 62H20 60E15 PDFBibTeX XMLCite \textit{F. Durante} et al., J. Math. Anal. Appl. 509, No. 1, Article ID 125898, 31 p. (2022; Zbl 07461178) Full Text: DOI
Cuadras, Carles M.; Greenacre, Michael A short history of statistical association: from correlation to correspondence analysis to copulas. (English) Zbl 1493.62354 J. Multivariate Anal. 188, Article ID 104901, 21 p. (2022). MSC: 62H20 62H05 62H17 PDFBibTeX XMLCite \textit{C. M. Cuadras} and \textit{M. Greenacre}, J. Multivariate Anal. 188, Article ID 104901, 21 p. (2022; Zbl 1493.62354) Full Text: DOI
Zhu, Tiefeng Reliability estimation of \(s\)-out-of-\(k\) system in a multicomponent stress-strength dependent model based on copula function. (English) Zbl 1524.62503 J. Comput. Appl. Math. 404, Article ID 113920, 11 p. (2022). MSC: 62N05 62F15 62F10 62H05 62N02 PDFBibTeX XMLCite \textit{T. Zhu}, J. Comput. Appl. Math. 404, Article ID 113920, 11 p. (2022; Zbl 1524.62503) Full Text: DOI
Longla, Martial; Muia Nthiani, Mathias; Djongreba Ndikwa, Fidel Dependence and mixing for perturbations of copula-based Markov chains. (English) Zbl 1473.62162 Stat. Probab. Lett. 180, Article ID 109239, 8 p. (2022). MSC: 62H05 60J35 PDFBibTeX XMLCite \textit{M. Longla} et al., Stat. Probab. Lett. 180, Article ID 109239, 8 p. (2022; Zbl 1473.62162) Full Text: DOI arXiv
Košir, Tomaž; Omladič, Matjaž Singular components of shock model copulas. (English) Zbl 1473.62161 J. Comput. Appl. Math. 400, Article ID 113749, 14 p. (2022). MSC: 62H05 62N05 60E05 60E15 PDFBibTeX XMLCite \textit{T. Košir} and \textit{M. Omladič}, J. Comput. Appl. Math. 400, Article ID 113749, 14 p. (2022; Zbl 1473.62161) Full Text: DOI