Islam, Shofiqul; Anand, Sonia; Hamid, Jemila; Thabane, Lehana; Beyene, Joseph A copula-based method of classifying individuals into binary disease categories using dependent biomarkers. (English) Zbl 07300210 Stat. Methods Appl. 29, No. 4, 871-897 (2020). MSC: 62H05 62H30 62P10 92C40 PDF BibTeX XML Cite \textit{S. Islam} et al., Stat. Methods Appl. 29, No. 4, 871--897 (2020; Zbl 07300210) Full Text: DOI
Neumann, André; Dickhaus, Thorsten Nonparametric Archimedean generator estimation with implications for multiple testing. (English) Zbl 07297168 AStA, Adv. Stat. Anal. 104, No. 2, 309-323 (2020). MSC: 62G07 62G20 62H05 62J15 PDF BibTeX XML Cite \textit{A. Neumann} and \textit{T. Dickhaus}, AStA, Adv. Stat. Anal. 104, No. 2, 309--323 (2020; Zbl 07297168) Full Text: DOI
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. Lorenz-generated bivariate Archimedean copulas. (English) Zbl 07294481 Depend. Model. 8, 186-209 (2020). MSC: 62H05 62H10 62G30 60E15 PDF BibTeX XML Cite \textit{A. Fontanari} et al., Depend. Model. 8, 186--209 (2020; Zbl 07294481) Full Text: DOI
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. Goodness-of-fit testing for copulas: a distribution-free approach. (English) Zbl 07256172 Bernoulli 26, No. 4, 3163-3190 (2020). MSC: 62H05 62G10 62G20 60F17 PDF BibTeX XML Cite \textit{S. U. Can} et al., Bernoulli 26, No. 4, 3163--3190 (2020; Zbl 07256172) Full Text: DOI Euclid
Heinen, Andréas; Valdesogo, Alfonso Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions. (English) Zbl 1448.62086 J. Multivariate Anal. 179, Article ID 104650, 10 p. (2020). MSC: 62H20 62H12 PDF BibTeX XML Cite \textit{A. Heinen} and \textit{A. Valdesogo}, J. Multivariate Anal. 179, Article ID 104650, 10 p. (2020; Zbl 1448.62086) Full Text: DOI
Susam, Selim Orhun; Ucer, Burcu Hudaverdi A goodness-of-fit test based on Bézier curve estimation of Kendall distribution. (English) Zbl 07194334 J. Stat. Comput. Simulation 90, No. 7, 1194-1215 (2020). MSC: 62F03 PDF BibTeX XML Cite \textit{S. O. Susam} and \textit{B. H. Ucer}, J. Stat. Comput. Simulation 90, No. 7, 1194--1215 (2020; Zbl 07194334) Full Text: DOI
Nappo, Giovanna; Spizzichino, Fabio Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property. (English) Zbl 1437.60059 Depend. Model. 8, 1-33 (2020). MSC: 60K10 60E15 62E10 62H05 60G09 PDF BibTeX XML Cite \textit{G. Nappo} and \textit{F. Spizzichino}, Depend. Model. 8, 1--33 (2020; Zbl 1437.60059) Full Text: DOI
Guo, Feng; Ma, Wei; Wang, Lei Semiparametric estimation of copula models with nonignorable missing data. (English) Zbl 1435.62151 J. Nonparametric Stat. 32, No. 1, 109-130 (2020). MSC: 62G10 62H05 62D10 62P10 PDF BibTeX XML Cite \textit{F. Guo} et al., J. Nonparametric Stat. 32, No. 1, 109--130 (2020; Zbl 1435.62151) Full Text: DOI
Hoyos-Argüelles, Ricardo; Nieto-Barajas, Luis A Bayesian semiparametric Archimedean copula. (English) Zbl 07175901 J. Stat. Plann. Inference 206, 298-311 (2020). MSC: 62G05 62F15 62H05 62N05 60E05 PDF BibTeX XML Cite \textit{R. Hoyos-Argüelles} and \textit{L. Nieto-Barajas}, J. Stat. Plann. Inference 206, 298--311 (2020; Zbl 07175901) Full Text: DOI
Bentoumi, Rachid; Mesfioui, Mhamed; Alvo, Mayer Dependence measure for length-biased survival data using copulas. (English) Zbl 1439.62126 Depend. Model. 7, 348-364 (2019). MSC: 62H05 62N05 62F40 62F12 62H12 62H20 PDF BibTeX XML Cite \textit{R. Bentoumi} et al., Depend. Model. 7, 348--364 (2019; Zbl 1439.62126) Full Text: DOI
Ferreiro, Javier Ojea Structural change in the link between oil and the European stock market: implications for risk management. (English) Zbl 1437.91417 Depend. Model. 7, 53-125 (2019). MSC: 91G15 91G70 62P05 62H05 62M05 PDF BibTeX XML Cite \textit{J. O. Ferreiro}, Depend. Model. 7, 53--125 (2019; Zbl 1437.91417) Full Text: DOI
Wysocki, Włodzimierz Integral generators of Archimedean \(n\)-copulas. (English) Zbl 1423.62054 J. Nonparametric Stat. 31, No. 3, 629-662 (2019). MSC: 62H20 62H05 PDF BibTeX XML Cite \textit{W. Wysocki}, J. Nonparametric Stat. 31, No. 3, 629--662 (2019; Zbl 1423.62054) Full Text: DOI
Márkus, L.; Kumar, A. Comparison of stochastic correlation models. (English) Zbl 1422.91784 J. Math. Sci., New York 237, No. 6, 810-818 (2019). MSC: 91G70 60H30 PDF BibTeX XML Cite \textit{L. Márkus} and \textit{A. Kumar}, J. Math. Sci., New York 237, No. 6, 810--818 (2019; Zbl 1422.91784) Full Text: DOI
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi Detecting financial data dependence structure by averaging mixture copulas. (English) Zbl 1420.62445 Econom. Theory 35, No. 4, 777-815 (2019). MSC: 62P05 62H30 62H05 62M10 91B84 PDF BibTeX XML Cite \textit{G. Liu} et al., Econom. Theory 35, No. 4, 777--815 (2019; Zbl 1420.62445) Full Text: DOI
Hofert, Marius; Oldford, Wayne; Prasad, Avinash; Zhu, Mu A framework for measuring association of random vectors via collapsed random variables. (English) Zbl 1432.62324 J. Multivariate Anal. 172, 5-27 (2019). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62M40 62H20 62P05 62H05 PDF BibTeX XML Cite \textit{M. Hofert} et al., J. Multivariate Anal. 172, 5--27 (2019; Zbl 1432.62324) Full Text: DOI
Ko, Vinnie; Hjort, Nils Lid Model robust inference with two-stage maximum likelihood estimation for copulas. (English) Zbl 1417.62130 J. Multivariate Anal. 171, 362-381 (2019). MSC: 62H05 62H12 62F12 62F35 PDF BibTeX XML Cite \textit{V. Ko} and \textit{N. L. Hjort}, J. Multivariate Anal. 171, 362--381 (2019; Zbl 1417.62130) Full Text: DOI
Vexler, Albert; Afendras, Georgios; Markatou, Marianthi Multi-panel Kendall plot in light of an ROC curve analysis applied to measuring dependence. (English) Zbl 1417.62160 Statistics 53, No. 2, 417-439 (2019); correction ibid 53, No. 2, x (2019). MSC: 62H20 62G05 62H12 PDF BibTeX XML Cite \textit{A. Vexler} et al., Statistics 53, No. 2, 417--439 (2019; Zbl 1417.62160) Full Text: DOI arXiv
Chatterjee, Moumita; Roy, Sugata Sen A copula-based approach for estimating the survival functions of two alternating recurrent events. (English) Zbl 07192705 J. Stat. Comput. Simulation 88, No. 16, 3098-3115 (2018). MSC: 62 PDF BibTeX XML Cite \textit{M. Chatterjee} and \textit{S. S. Roy}, J. Stat. Comput. Simulation 88, No. 16, 3098--3115 (2018; Zbl 07192705) Full Text: DOI
Susam, Selim Orhun; Ucer, Burcu Hudaverdi Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function. (English) Zbl 07192676 J. Stat. Comput. Simulation 88, No. 13, 2589-2599 (2018). MSC: 62 PDF BibTeX XML Cite \textit{S. O. Susam} and \textit{B. H. Ucer}, J. Stat. Comput. Simulation 88, No. 13, 2589--2599 (2018; Zbl 07192676) Full Text: DOI
Pelster, Matthias; Vilsmeier, Johannes The determinants of CDS spreads: evidence from the model space. (English) Zbl 1404.62110 Rev. Deriv. Res. 21, No. 1, 63-118 (2018). MSC: 62P05 62H05 62F15 91G40 PDF BibTeX XML Cite \textit{M. Pelster} and \textit{J. Vilsmeier}, Rev. Deriv. Res. 21, No. 1, 63--118 (2018; Zbl 1404.62110) Full Text: DOI
Nair, N. Unnikrishnan; Sankaran, P. G.; John, Preethi Modelling bivariate lifetime data using copula. (English) Zbl 1404.62098 Metron 76, No. 2, 133-153 (2018). MSC: 62N05 62H05 PDF BibTeX XML Cite \textit{N. U. Nair} et al., Metron 76, No. 2, 133--153 (2018; Zbl 1404.62098) Full Text: DOI
Eling, Martin; Jung, Kwangmin Copula approaches for modeling cross-sectional dependence of data breach losses. (English) Zbl 1416.91173 Insur. Math. Econ. 82, 167-180 (2018). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{M. Eling} and \textit{K. Jung}, Insur. Math. Econ. 82, 167--180 (2018; Zbl 1416.91173) Full Text: DOI
Alai, Daniel H.; Landsman, Zinoviy Lifetime dependence models generated by multiply monotone functions. (English) Zbl 1398.62127 Scand. Actuar. J. 2018, No. 7, 576-604 (2018). MSC: 62H05 62N05 60E05 91B30 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{Z. Landsman}, Scand. Actuar. J. 2018, No. 7, 576--604 (2018; Zbl 1398.62127) Full Text: DOI
Coblenz, Maximilian; Grothe, Oliver; Schreyer, Manuela; Trutschnig, Wolfgang On the length of copula level curves. (English) Zbl 1431.60015 J. Multivariate Anal. 167, 347-365 (2018). MSC: 60E05 62H20 PDF BibTeX XML Cite \textit{M. Coblenz} et al., J. Multivariate Anal. 167, 347--365 (2018; Zbl 1431.60015) Full Text: DOI
Dombry, Clément; Zott, Maximilian Multivariate records and hitting scenarios. (English) Zbl 1396.60057 Extremes 21, No. 2, 343-361 (2018). MSC: 60G70 PDF BibTeX XML Cite \textit{C. Dombry} and \textit{M. Zott}, Extremes 21, No. 2, 343--361 (2018; Zbl 1396.60057) Full Text: DOI
Cooray, Kahadawala Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family. (English) Zbl 1393.62025 Depend. Model. 6, 1-18 (2018). MSC: 62H05 PDF BibTeX XML Cite \textit{K. Cooray}, Depend. Model. 6, 1--18 (2018; Zbl 1393.62025) Full Text: DOI
Sukparungsee, Saowanit; Kuvattana, Sasigarn; Busababodhin, Piyapatr; Areepong, Yupaporn Bivariate copulas on the Hotelling’s \(T^2\) control chart. (English) Zbl 06879734 Commun. Stat., Simulation Comput. 47, No. 2, 413-419 (2018). MSC: 62H05 62P30 PDF BibTeX XML Cite \textit{S. Sukparungsee} et al., Commun. Stat., Simulation Comput. 47, No. 2, 413--419 (2018; Zbl 06879734) Full Text: DOI
Mulinacci, Sabrina Archimedean-based Marshall-Olkin distributions and related dependence structures. (English) Zbl 1392.62047 Methodol. Comput. Appl. Probab. 20, No. 1, 205-236 (2018). MSC: 62E15 60E05 62H20 PDF BibTeX XML Cite \textit{S. Mulinacci}, Methodol. Comput. Appl. Probab. 20, No. 1, 205--236 (2018; Zbl 1392.62047) Full Text: DOI
Górecki, Jan; Hofert, Marius; Holeňa, Martin On structure, family and parameter estimation of hierarchical Archimedean copulas. (English) Zbl 07192120 J. Stat. Comput. Simulation 87, No. 17, 3261-3324 (2017). MSC: 62 PDF BibTeX XML Cite \textit{J. Górecki} et al., J. Stat. Comput. Simulation 87, No. 17, 3261--3324 (2017; Zbl 07192120) Full Text: DOI
Leitao, Álvaro; Grzelak, Lech A.; Oosterlee, Cornelis W. On a one time-step Monte Carlo simulation approach of the SABR model: application to European options. (English) Zbl 1411.91625 Appl. Math. Comput. 293, 461-479 (2017). MSC: 91G60 91G20 60H30 60H35 PDF BibTeX XML Cite \textit{Á. Leitao} et al., Appl. Math. Comput. 293, 461--479 (2017; Zbl 1411.91625) Full Text: DOI
Leitao, Álvaro; Grzelak, Lech A.; Oosterlee, Cornelis W. A highly efficient numerical method for the SABR model. (English) Zbl 1420.91517 Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 253-263 (2017). MSC: 91G60 65T50 91G20 62P05 PDF BibTeX XML Cite \textit{Á. Leitao} et al., Math. Ind. 25, 253--263 (2017; Zbl 1420.91517) Full Text: DOI
Saminger-Platz, Susanne; De Jesús Arias-García, José; Mesiar, Radko; Klement, Erich Peter Characterizations of bivariate conic, extreme value, and Archimax copulas. (English) Zbl 1404.62058 Depend. Model. 5, 45-58 (2017). MSC: 62H05 60E05 PDF BibTeX XML Cite \textit{S. Saminger-Platz} et al., Depend. Model. 5, 45--58 (2017; Zbl 1404.62058) Full Text: DOI
Marbac, Matthieu; Sedki, Mohammed A family of block-wise one-factor distributions for modeling high-dimensional binary data. (English) Zbl 06917768 Comput. Stat. Data Anal. 114, 130-145 (2017). MSC: 62 PDF BibTeX XML Cite \textit{M. Marbac} and \textit{M. Sedki}, Comput. Stat. Data Anal. 114, 130--145 (2017; Zbl 06917768) Full Text: DOI
Kojadinovic, Ivan Some copula inference procedures adapted to the presence of ties. (English) Zbl 06914546 Comput. Stat. Data Anal. 112, 24-41 (2017). MSC: 62 PDF BibTeX XML Cite \textit{I. Kojadinovic}, Comput. Stat. Data Anal. 112, 24--41 (2017; Zbl 06914546) Full Text: DOI
Di Bernardino, Elena; Rullière, Didier A note on upper-patched generators for Archimedean copulas. (English) Zbl 1395.62134 ESAIM, Probab. Stat. 21, 183-200 (2017). MSC: 62H20 62E20 60E05 62H05 PDF BibTeX XML Cite \textit{E. Di Bernardino} and \textit{D. Rullière}, ESAIM, Probab. Stat. 21, 183--200 (2017; Zbl 1395.62134) Full Text: DOI
Erem, Aysegul; Bayramoglu, Ismihan Exact and asymptotic distributions of exceedance statistics for bivariate random sequences. (English) Zbl 1380.62080 Stat. Probab. Lett. 125, 181-188 (2017). MSC: 62E20 62G30 PDF BibTeX XML Cite \textit{A. Erem} and \textit{I. Bayramoglu}, Stat. Probab. Lett. 125, 181--188 (2017; Zbl 1380.62080) Full Text: DOI
Shen, Pao-Sheng Estimation of association parameters in copula models for bivariate left-truncated and right-censored data. (English) Zbl 07281537 J. Appl. Stat. 43, No. 6, 996-1010 (2016). MSC: 62 PDF BibTeX XML Cite \textit{P.-S. Shen}, J. Appl. Stat. 43, No. 6, 996--1010 (2016; Zbl 07281537) Full Text: DOI
Su, Pei-Fang Sample size determination for clustered right-censored data using copula models. (English) Zbl 07184636 J. Stat. Comput. Simulation 86, No. 4, 696-706 (2016). MSC: 62 PDF BibTeX XML Cite \textit{P.-F. Su}, J. Stat. Comput. Simulation 86, No. 4, 696--706 (2016; Zbl 07184636) Full Text: DOI
Matsypura, Dmytro; Neo, Emily; Prokhorov, Artem Estimation of hierarchical Archimedean copulas as a shortest path problem. (English) Zbl 06928537 Econ. Lett. 149, 131-134 (2016). MSC: 62 PDF BibTeX XML Cite \textit{D. Matsypura} et al., Econ. Lett. 149, 131--134 (2016; Zbl 06928537) Full Text: DOI
Fengler, Matthias R.; Okhrin, Ostap Managing risk with a realized copula parameter. (English) Zbl 06918328 Comput. Stat. Data Anal. 100, 131-152 (2016). MSC: 62 PDF BibTeX XML Cite \textit{M. R. Fengler} and \textit{O. Okhrin}, Comput. Stat. Data Anal. 100, 131--152 (2016; Zbl 06918328) Full Text: DOI
Mazo, Gildas; Girard, Stéphane; Forbes, Florence A flexible and tractable class of one-factor copulas. (English) Zbl 06652989 Stat. Comput. 26, No. 5, 965-979 (2016). MSC: 62 PDF BibTeX XML Cite \textit{G. Mazo} et al., Stat. Comput. 26, No. 5, 965--979 (2016; Zbl 06652989) Full Text: DOI
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven Stat trek. An interview with Christian Genest. (English) Zbl 1403.62003 Depend. Model. 4, 109-122 (2016). MSC: 62-03 62H05 01A70 PDF BibTeX XML Cite \textit{F. Durante} et al., Depend. Model. 4, 109--122 (2016; Zbl 1403.62003) Full Text: DOI
Sordo, Miguel A. A multivariate extension of the increasing convex order to compare risks. (English) Zbl 1370.60036 Insur. Math. Econ. 68, 224-230 (2016). MSC: 60E15 62H05 91B30 PDF BibTeX XML Cite \textit{M. A. Sordo}, Insur. Math. Econ. 68, 224--230 (2016; Zbl 1370.60036) Full Text: DOI
Wang, Wan-Lun; Lin, Tsung-I Maximum likelihood inference for the multivariate \(t\) mixture model. (English) Zbl 1341.62138 J. Multivariate Anal. 149, 54-64 (2016). MSC: 62H12 62F10 62F40 62H30 PDF BibTeX XML Cite \textit{W.-L. Wang} and \textit{T.-I Lin}, J. Multivariate Anal. 149, 54--64 (2016; Zbl 1341.62138) Full Text: DOI
Opara, Karol R.; Hryniewicz, Olgierd Computation of general correlation coefficients for interval data. (English) Zbl 1333.62158 Int. J. Approx. Reasoning 73, 56-75 (2016). MSC: 62H20 PDF BibTeX XML Cite \textit{K. R. Opara} and \textit{O. Hryniewicz}, Int. J. Approx. Reasoning 73, 56--75 (2016; Zbl 1333.62158) Full Text: DOI
Wu, Juan; Wang, Xue; Walker, Stephen G. Bayesian nonparametric estimation of a copula. (English) Zbl 07183057 J. Stat. Comput. Simulation 85, No. 1, 103-116 (2015). MSC: 62 PDF BibTeX XML Cite \textit{J. Wu} et al., J. Stat. Comput. Simulation 85, No. 1, 103--116 (2015; Zbl 07183057) Full Text: DOI
Binois, Mickaël; Rullière, Didier; Roustant, Olivier On the estimation of Pareto fronts from the point of view of copula theory. (English) Zbl 1390.62043 Inf. Sci. 324, 270-285 (2015). MSC: 62G05 62H05 90C29 PDF BibTeX XML Cite \textit{M. Binois} et al., Inf. Sci. 324, 270--285 (2015; Zbl 1390.62043) Full Text: DOI
Durante, Fabrizio; Pappadà, Roberta Cluster analysis of time series via Kendall distribution. (English) Zbl 1337.62258 Grzegorzewski, Przemysław (ed.) et al., Strengthening links between data analysis and soft computing. Collected papers based on the presentations at the 7th international conference on soft methods in probability and statistics, SMPS 2014, Warsaw, Poland, September 22–24, 2014. Cham: Springer (ISBN 978-3-319-10764-6/pbk; 978-3-319-10765-3/ebook). Advances in Intelligent Systems and Computing 315, 209-216 (2015). MSC: 62M10 62H30 PDF BibTeX XML Cite \textit{F. Durante} and \textit{R. Pappadà}, Adv. Intell. Syst. Comput. 315, 209--216 (2015; Zbl 1337.62258) Full Text: DOI
Mazo, Gildas; Girard, Stéphane; Forbes, Florence Weighted least-squares inference for multivariate copulas based on dependence coefficients. (English) Zbl 1392.62157 ESAIM, Probab. Stat. 19, 746-765 (2015). MSC: 62H12 62F12 62H20 PDF BibTeX XML Cite \textit{G. Mazo} et al., ESAIM, Probab. Stat. 19, 746--765 (2015; Zbl 1392.62157) Full Text: DOI
Gijbels, Irène; Omelka, Marek; Veraverbeke, Noël Estimation of a copula when a covariate affects only marginal distributions. (English) Zbl 1419.62123 Scand. J. Stat. 42, No. 4, 1109-1126 (2015). MSC: 62H05 62G07 62F10 62G20 PDF BibTeX XML Cite \textit{I. Gijbels} et al., Scand. J. Stat. 42, No. 4, 1109--1126 (2015; Zbl 1419.62123) Full Text: DOI
Gribkova, Svetlana; Lopez, Olivier Non-parametric copula estimation under bivariate censoring. (English) Zbl 1357.62154 Scand. J. Stat. 42, No. 4, 925-946 (2015). MSC: 62G05 62H05 62N01 62G20 60F05 PDF BibTeX XML Cite \textit{S. Gribkova} and \textit{O. Lopez}, Scand. J. Stat. 42, No. 4, 925--946 (2015; Zbl 1357.62154) Full Text: DOI
Abbas, Ali E.; Sun, Zhengwei Multiattribute utility functions satisfying mutual preferential independence. (English) Zbl 1372.91036 Oper. Res. 63, No. 2, 378-393 (2015). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{A. E. Abbas} and \textit{Z. Sun}, Oper. Res. 63, No. 2, 378--393 (2015; Zbl 1372.91036) Full Text: DOI
Choi, Yun-Hee; Matthews, David E. Diagnostic tools for bivariate accelerated life regression models. (English) Zbl 1322.62015 Lifetime Data Anal. 21, No. 3, 434-456 (2015). MSC: 62-07 62P10 PDF BibTeX XML Cite \textit{Y.-H. Choi} and \textit{D. E. Matthews}, Lifetime Data Anal. 21, No. 3, 434--456 (2015; Zbl 1322.62015) Full Text: DOI
You, Yinping; Li, Xiaohu Functional characterizations of bivariate weak SAI with an application. (English) Zbl 1348.60025 Insur. Math. Econ. 64, 225-231 (2015). MSC: 60E15 91B30 91G10 62H05 PDF BibTeX XML Cite \textit{Y. You} and \textit{X. Li}, Insur. Math. Econ. 64, 225--231 (2015; Zbl 1348.60025) Full Text: DOI
Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S. Discrete Schur-constant models. (English) Zbl 1327.60038 J. Multivariate Anal. 140, 343-362 (2015). MSC: 60E05 91B30 PDF BibTeX XML Cite \textit{A. Castañer} et al., J. Multivariate Anal. 140, 343--362 (2015; Zbl 1327.60038) Full Text: DOI
Bernardi, Enrico; Falangi, Federico; Romagnoli, Silvia A hierarchical copula-based world-wide valuation of sovereign risk. (English) Zbl 1314.91135 Insur. Math. Econ. 61, 155-169 (2015). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{E. Bernardi} et al., Insur. Math. Econ. 61, 155--169 (2015; Zbl 1314.91135) Full Text: DOI
Li, Xiaohu; You, Yinping Permutation monotone functions of random vectors with applications in financial and actuarial risk management. (English) Zbl 1311.91128 Adv. Appl. Probab. 47, No. 1, 270-291 (2015). MSC: 91B30 91B16 60E15 PDF BibTeX XML Cite \textit{X. Li} and \textit{Y. You}, Adv. Appl. Probab. 47, No. 1, 270--291 (2015; Zbl 1311.91128) Full Text: DOI Euclid
Hürlimann, Werner On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. (English) Zbl 1431.91442 ASTIN Bull. 44, No. 3, 613-633 (2014). MSC: 91G70 62H05 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 44, No. 3, 613--633 (2014; Zbl 1431.91442) Full Text: DOI Link
Segers, Johan; Uyttendaele, Nathan Nonparametric estimation of the tree structure of a nested Archimedean copula. (English) Zbl 06983899 Comput. Stat. Data Anal. 72, 190-204 (2014). MSC: 62 PDF BibTeX XML Cite \textit{J. Segers} and \textit{N. Uyttendaele}, Comput. Stat. Data Anal. 72, 190--204 (2014; Zbl 06983899) Full Text: DOI
Kakouris, Iakovos; Rustem, Berç Robust portfolio optimization with copulas. (English) Zbl 1305.91221 Eur. J. Oper. Res. 235, No. 1, 28-37 (2014). MSC: 91G10 90C25 91G70 62P05 PDF BibTeX XML Cite \textit{I. Kakouris} and \textit{B. Rustem}, Eur. J. Oper. Res. 235, No. 1, 28--37 (2014; Zbl 1305.91221) Full Text: DOI
Wang, Antai Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula. (English) Zbl 1360.62482 J. Multivariate Anal. 129, 57-68 (2014). MSC: 62N01 62N05 62H05 62G05 62P10 PDF BibTeX XML Cite \textit{A. Wang}, J. Multivariate Anal. 129, 57--68 (2014; Zbl 1360.62482) Full Text: DOI
Ning, Jing; Bandeen-Roche, Karen Estimation of time-dependent association for bivariate failure times in the presence of a competing risk. (English) Zbl 1419.62417 Biometrics 70, No. 1, 10-20 (2014). MSC: 62P10 62G05 62N02 62N05 62H20 PDF BibTeX XML Cite \textit{J. Ning} and \textit{K. Bandeen-Roche}, Biometrics 70, No. 1, 10--20 (2014; Zbl 1419.62417) Full Text: DOI
Li, Xiaohu; You, Yinping A note on allocation of portfolio shares of random assets with Archimedean copula. (English) Zbl 1291.91195 Ann. Oper. Res. 212, 155-167 (2014). MSC: 91G10 62H05 60E15 PDF BibTeX XML Cite \textit{X. Li} and \textit{Y. You}, Ann. Oper. Res. 212, 155--167 (2014; Zbl 1291.91195) Full Text: DOI
Brechmann, Eike Christian Hierarchical Kendall copulas: properties and inference. (English. French summary) Zbl 1349.62172 Can. J. Stat. 42, No. 1, 78-108 (2014). MSC: 62H05 62D05 62E10 62P05 PDF BibTeX XML Cite \textit{E. C. Brechmann}, Can. J. Stat. 42, No. 1, 78--108 (2014; Zbl 1349.62172) Full Text: DOI
Trede, Mark; Savu, Cornelia Do stock returns have an Archimedean copula? (English) Zbl 07265910 J. Appl. Stat. 40, No. 8, 1764-1778 (2013). MSC: 62 PDF BibTeX XML Cite \textit{M. Trede} and \textit{C. Savu}, J. Appl. Stat. 40, No. 8, 1764--1778 (2013; Zbl 07265910) Full Text: DOI
Zimmer, David M. Intertemporal persistence in healthcare spending and utilization: the role of insurance. (English) Zbl 07265858 J. Appl. Stat. 40, No. 5, 1044-1063 (2013). MSC: 62 PDF BibTeX XML Cite \textit{D. M. Zimmer}, J. Appl. Stat. 40, No. 5, 1044--1063 (2013; Zbl 07265858) Full Text: DOI
Rezapour, M.; Balakrishnan, N. Estimators based on trimmed Kendall’s tau in multivariate copula models. (English) Zbl 07035616 Stat. Methodol. 15, 55-72 (2013). MSC: 62 PDF BibTeX XML Cite \textit{M. Rezapour} and \textit{N. Balakrishnan}, Stat. Methodol. 15, 55--72 (2013; Zbl 07035616) Full Text: DOI
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang On the structure and estimation of hierarchical Archimedean copulas. (English) Zbl 1443.62137 J. Econom. 173, No. 2, 189-204 (2013). MSC: 62H05 62H12 62P20 PDF BibTeX XML Cite \textit{O. Okhrin} et al., J. Econom. 173, No. 2, 189--204 (2013; Zbl 1443.62137) Full Text: DOI Link
Hryniewicz, Olgierd; Opara, Karol Efficient calculation of Kendall’s \(\tau\) for interval data. (English) Zbl 06580235 Kruse, Rudolf (ed.) et al., Synergies of soft computing and statistics for intelligent data analysis. Papers based on the presentations at the 6th international conference on soft methods and probability and statistics, SMPS, Konstanz, Germany, October 4–6, 2012. Berlin: Springer (ISBN 978-3-642-33041-4/pbk; 978-3-642-33042-1/ebook). Advances in Intelligent Systems and Computing 190, 203-210 (2013). MSC: 62 PDF BibTeX XML Cite \textit{O. Hryniewicz} and \textit{K. Opara}, Adv. Intell. Syst. Comput. 190, 203--210 (2013; Zbl 06580235) Full Text: DOI
Baglioni, Angelo; Cherubini, Umberto Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe. (English) Zbl 1327.91066 J. Econ. Dyn. Control 37, No. 8, 1581-1597 (2013). MSC: 91G70 91G40 91G50 91B74 PDF BibTeX XML Cite \textit{A. Baglioni} and \textit{U. Cherubini}, J. Econ. Dyn. Control 37, No. 8, 1581--1597 (2013; Zbl 1327.91066) Full Text: DOI
Di Bernardino, Elena; Rullière, Didier On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (English) Zbl 1287.62005 Depend. Model. 1, 1-36 (2013). MSC: 62H05 62G05 62G20 62H12 65C60 PDF BibTeX XML Cite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 1, 1--36 (2013; Zbl 1287.62005) Full Text: DOI
Fang, Y.; Madsen, L. Modified Gaussian pseudo-copula: applications in insurance and finance. (English) Zbl 1284.62310 Insur. Math. Econ. 53, No. 1, 292-301 (2013). MSC: 62H05 62P05 91B30 91G80 PDF BibTeX XML Cite \textit{Y. Fang} and \textit{L. Madsen}, Insur. Math. Econ. 53, No. 1, 292--301 (2013; Zbl 1284.62310) Full Text: DOI
Du, Yeting; Nešlehová, Johanna A moment-based test for extreme-value dependence. (English) Zbl 1307.62150 Metrika 76, No. 5, 673-695 (2013). MSC: 62H15 62G10 62G30 62G32 PDF BibTeX XML Cite \textit{Y. Du} and \textit{J. Nešlehová}, Metrika 76, No. 5, 673--695 (2013; Zbl 1307.62150) Full Text: DOI
Haff, Ingrid Hobæk Parameter estimation for pair-copula constructions. (English) Zbl 06168760 Bernoulli 19, No. 2, 462-491 (2013). MSC: 62F10 62F12 62G05 62H05 PDF BibTeX XML Cite \textit{I. H. Haff}, Bernoulli 19, No. 2, 462--491 (2013; Zbl 06168760) Full Text: DOI Euclid arXiv
Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey Maximum likelihood estimation of mixed C-vines with application to exchange rates. (English) Zbl 07257878 Stat. Model. 12, No. 3, 229-255 (2012). MSC: 62 PDF BibTeX XML Cite \textit{C. Czado} et al., Stat. Model. 12, No. 3, 229--255 (2012; Zbl 07257878) Full Text: DOI
Vrac, M.; Billard, L.; Diday, E.; Chédin, A. Copula analysis of mixture models. (English) Zbl 1304.65087 Comput. Stat. 27, No. 3, 427-457 (2012). MSC: 65C60 PDF BibTeX XML Cite \textit{M. Vrac} et al., Comput. Stat. 27, No. 3, 427--457 (2012; Zbl 1304.65087) Full Text: DOI
Lopez, Olivier A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models. (English) Zbl 1285.62034 Insur. Math. Econ. 51, No. 3, 505-516 (2012). MSC: 62G05 62H05 91B30 62P05 PDF BibTeX XML Cite \textit{O. Lopez}, Insur. Math. Econ. 51, No. 3, 505--516 (2012; Zbl 1285.62034) Full Text: DOI
Shi, Peng Multivariate longitudinal modeling of insurance company expenses. (English) Zbl 1284.91269 Insur. Math. Econ. 51, No. 1, 204-215 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Shi}, Insur. Math. Econ. 51, No. 1, 204--215 (2012; Zbl 1284.91269) Full Text: DOI
Ucer, Burcu H.; Yildiz, Tugba Ozkal Estimation and goodness-of-fit procedures for Farlie-Gumbel-Morgenstern bivariate copula of order statistics. (English) Zbl 1431.62210 J. Stat. Comput. Simulation 82, No. 1, 137-147 (2012). MSC: 62G30 62H05 62G05 62P10 PDF BibTeX XML Cite \textit{B. H. Ucer} and \textit{T. O. Yildiz}, J. Stat. Comput. Simulation 82, No. 1, 137--147 (2012; Zbl 1431.62210) Full Text: DOI
Quessy, Jean-François Testing for bivariate extreme dependence using Kendall’s process. (English) Zbl 1323.62050 Scand. J. Stat. 39, No. 3, 497-514 (2012). MSC: 62H15 62G20 62G32 PDF BibTeX XML Cite \textit{J.-F. Quessy}, Scand. J. Stat. 39, No. 3, 497--514 (2012; Zbl 1323.62050) Full Text: DOI
Hering, Christian; Stadtmüller, Ulrich Estimating Archimedean copulas in high dimensions. (English) Zbl 1323.62046 Scand. J. Stat. 39, No. 3, 461-479 (2012). MSC: 62H12 62P05 PDF BibTeX XML Cite \textit{C. Hering} and \textit{U. Stadtmüller}, Scand. J. Stat. 39, No. 3, 461--479 (2012; Zbl 1323.62046) Full Text: DOI
Michiels, Frederik; De Schepper, Ann How to improve the fit of Archimedean copulas by means of transforms. (English) Zbl 1440.62188 Stat. Pap. 53, No. 2, 345-355 (2012). MSC: 62H05 60H20 62H12 62G32 PDF BibTeX XML Cite \textit{F. Michiels} and \textit{A. De Schepper}, Stat. Pap. 53, No. 2, 345--355 (2012; Zbl 1440.62188) Full Text: DOI
Bücher, Axel; Dette, Holger; Volgushev, Stanislav A test for Archimedeanity in bivariate copula models. (English) Zbl 1243.62078 J. Multivariate Anal. 110, 121-132 (2012). MSC: 62H15 62H20 62H05 60F05 62G09 62G10 62G20 65C60 PDF BibTeX XML Cite \textit{A. Bücher} et al., J. Multivariate Anal. 110, 121--132 (2012; Zbl 1243.62078) Full Text: DOI arXiv
Craiu, V. Radu; Sabeti, Avideh In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. (English) Zbl 1244.62031 J. Multivariate Anal. 110, 106-120 (2012). MSC: 62F15 62H05 62H20 65C40 65C60 PDF BibTeX XML Cite \textit{V. R. Craiu} and \textit{A. Sabeti}, J. Multivariate Anal. 110, 106--120 (2012; Zbl 1244.62031) Full Text: DOI
Haff, Ingrid Hobæk Comparison of estimators for pair-copula constructions. (English) Zbl 1244.62072 J. Multivariate Anal. 110, 91-105 (2012). MSC: 62H05 62H12 62L12 62G30 65C60 PDF BibTeX XML Cite \textit{I. H. Haff}, J. Multivariate Anal. 110, 91--105 (2012; Zbl 1244.62072) Full Text: DOI
Patton, Andrew J. A review of copula models for economic time series. (English) Zbl 1244.62085 J. Multivariate Anal. 110, 4-18 (2012). MSC: 62H20 62M10 62P20 62P05 62H12 91B84 PDF BibTeX XML Cite \textit{A. J. Patton}, J. Multivariate Anal. 110, 4--18 (2012; Zbl 1244.62085) Full Text: DOI
Tong, Xingwei; Hu, Tao; Sun, Jianguo Efficient estimation for additive hazards regression with bivariate current status data. (English) Zbl 1387.62106 Sci. China, Math. 55, No. 4, 763-774 (2012). MSC: 62N01 62F12 62H05 PDF BibTeX XML Cite \textit{X. Tong} et al., Sci. China, Math. 55, No. 4, 763--774 (2012; Zbl 1387.62106) Full Text: DOI
Wang, Antai On the nonidentifiability property of Archimedean copula models under dependent censoring. (English) Zbl 1237.62066 Stat. Probab. Lett. 82, No. 3, 621-625 (2012). MSC: 62H05 62N01 62H20 62N99 PDF BibTeX XML Cite \textit{A. Wang}, Stat. Probab. Lett. 82, No. 3, 621--625 (2012; Zbl 1237.62066) Full Text: DOI
Ignatieva, Katja; Platen, Eckhard; Rendek, Renata Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index. (English) Zbl 1420.62080 J. Stat. Theory Pract. 5, No. 3, 425-452 (2011). MSC: 62F03 62P20 PDF BibTeX XML Cite \textit{K. Ignatieva} et al., J. Stat. Theory Pract. 5, No. 3, 425--452 (2011; Zbl 1420.62080) Full Text: DOI
Hernández-Lobato, José Miguel; Suárez, Alberto Semiparametric bivariate Archimedean copulas. (English) Zbl 1328.62367 Comput. Stat. Data Anal. 55, No. 6, 2038-2058 (2011). MSC: 62H20 62G05 62G32 PDF BibTeX XML Cite \textit{J. M. Hernández-Lobato} and \textit{A. Suárez}, Comput. Stat. Data Anal. 55, No. 6, 2038--2058 (2011; Zbl 1328.62367) Full Text: DOI
Shoukri, Mohamed M.; Kumar, Pranesh; Colak, Dilek Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function. (English) Zbl 1328.65041 Comput. Stat. Data Anal. 55, No. 3, 1226-1235 (2011). MSC: 65C60 62-07 62H20 62H30 PDF BibTeX XML Cite \textit{M. M. Shoukri} et al., Comput. Stat. Data Anal. 55, No. 3, 1226--1235 (2011; Zbl 1328.65041) Full Text: DOI
Weiß, Gregor Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. (English) Zbl 1304.65089 Comput. Stat. 26, No. 1, 31-54 (2011). MSC: 65C60 PDF BibTeX XML Cite \textit{G. Weiß}, Comput. Stat. 26, No. 1, 31--54 (2011; Zbl 1304.65089) Full Text: DOI
Van Keilegom, Ingrid; Veraverbeke, Noël Discussion: Statistical models and methods for dependence in insurance data. (English) Zbl 1296.62212 J. Korean Stat. Soc. 40, No. 2, 155-157 (2011). MSC: 62P05 62H12 62H15 62H20 91B30 PDF BibTeX XML Cite \textit{I. Van Keilegom} and \textit{N. Veraverbeke}, J. Korean Stat. Soc. 40, No. 2, 155--157 (2011; Zbl 1296.62212) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin; Gorsich, David; Lamb, David Reliability-based design optimization with confidence level under input model uncertainty due to limited test data. (English) Zbl 1274.90121 Struct. Multidiscip. Optim. 43, No. 4, 443-458 (2011). MSC: 90B25 62K05 74P10 PDF BibTeX XML Cite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 43, No. 4, 443--458 (2011; Zbl 1274.90121) Full Text: DOI
Wang, Weijing; Emura, Takeshi Comments on: Inference in multivariate Archimedean copula models. (English) Zbl 1367.62171 Test 20, No. 2, 276-280 (2011). MSC: 62H05 62G05 62H12 62H20 62G20 PDF BibTeX XML Cite \textit{W. Wang} and \textit{T. Emura}, Test 20, No. 2, 276--280 (2011; Zbl 1367.62171) Full Text: DOI
Valdez, Emiliano A. Comments on: Inference in multivariate Archimedean copula models. (English) Zbl 1367.62170 Test 20, No. 2, 257-262 (2011). MSC: 62H05 62G05 62H12 62H20 62G20 PDF BibTeX XML Cite \textit{E. A. Valdez}, Test 20, No. 2, 257--262 (2011; Zbl 1367.62170) Full Text: DOI
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna Inference in multivariate Archimedean copula models. (English) Zbl 1274.62399 Test 20, No. 2, 223-256 (2011). MSC: 62H05 62G05 62H12 62H20 62G20 PDF BibTeX XML Cite \textit{C. Genest} et al., Test 20, No. 2, 223--256 (2011; Zbl 1274.62399) Full Text: DOI
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng Archimedean copulas in finite and infinite dimensions – with application to ruin problems. (English) Zbl 1284.62339 Insur. Math. Econ. 49, No. 3, 487-495 (2011). MSC: 62H20 62P05 91B30 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Insur. Math. Econ. 49, No. 3, 487--495 (2011; Zbl 1284.62339) Full Text: DOI
Lawless, Jerald F.; Yilmaz, Yildiz E. Semiparametric estimation in copula models for bivariate sequential survival times. (English) Zbl 1226.62118 Biom. J. 53, No. 5, 779-796 (2011). MSC: 62P10 62G05 62L12 65C60 PDF BibTeX XML Cite \textit{J. F. Lawless} and \textit{Y. E. Yilmaz}, Biom. J. 53, No. 5, 779--796 (2011; Zbl 1226.62118) Full Text: DOI
Pettere, Gaida; Kollo, Tõnu Risk modeling for future cash flow using skew \(t\)-copula. (English) Zbl 1284.62641 Commun. Stat., Theory Methods 40, No. 16, 2919-2925 (2011). MSC: 62P05 62E17 62F10 91B30 PDF BibTeX XML Cite \textit{G. Pettere} and \textit{T. Kollo}, Commun. Stat., Theory Methods 40, No. 16, 2919--2925 (2011; Zbl 1284.62641) Full Text: DOI