-
1
-
-
84892260351
-
Dependence properties of meta-elliptical distributions
-
Rémmilard eds, Kluwer: The Netherlands
-
Abdous B, Genest C, Rémmilard B. 2004. Dependence properties of meta-elliptical distributions. In Statistical Modelling and Analysis for Complex Data Problems, Duchesne P, Rémmilard (eds). Kluwer: The Netherlands, 1-15.
-
(2004)
Statistical Modelling and Analysis for Complex Data Problems, Duchesne P
, pp. 1-15
-
-
Abdous, B.1
Genest, C.2
Rémmilard, B.3
-
3
-
-
2942525652
-
Modelling credit default swap spreads by means of normal mixtures and copulas
-
Bee M. 2004. Modelling credit default swap spreads by means of normal mixtures and copulas. Applied Mathematical Finance 11: 125-146.
-
(2004)
Applied Mathematical Finance
, vol.11
, pp. 125-146
-
-
Bee, M.1
-
4
-
-
0346125288
-
Dependence structures for multivariate high-frequency data in finance
-
Breymann W, Dias A, Embrechts P. 2003. Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 3: 1-14.
-
(2003)
Quantitative Finance
, vol.3
, pp. 1-14
-
-
Breymann, W.1
Dias, A.2
Embrechts, P.3
-
6
-
-
33750020382
-
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
-
Cameron AC, Li T, Trivedi PK, Zimmer DM. 2004. Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts. The Econometrics Journal 7: 566-584.
-
(2004)
The Econometrics Journal
, vol.7
, pp. 566-584
-
-
Cameron, A.C.1
Li, T.2
Trivedi, P.K.3
Zimmer, D.M.4
-
9
-
-
27744551283
-
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
-
Chen X, Fan Y. 2005. Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. The Canadian Journal of Statistics 33: 389-414.
-
(2005)
The Canadian Journal of Statistics
, vol.33
, pp. 389-414
-
-
Chen, X.1
Fan, Y.2
-
11
-
-
0002276308
-
Assessment and propagation of model uncertainty (with discussion)
-
Draper D. 1995. Assessment and propagation of model uncertainty (with discussion). Journal of the Royal Statistical Society, Series B 57: 45-97.
-
(1995)
Journal of the Royal Statistical Society, Series B
, vol.57
, pp. 45-97
-
-
Draper, D.1
-
17
-
-
66149152931
-
Frank's family of bivariate distributions
-
Genest C. 1987. Frank's family of bivariate distributions. Biometrika 74: 549-555.
-
(1987)
Biometrika
, vol.74
, pp. 549-555
-
-
Genest, C.1
-
18
-
-
34347377353
-
Everything you always wanted to know about copula modeling but were afraid to ask
-
Genest C, Favre A-C. 2007. Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering 12: 347-368.
-
(2007)
Journal of Hydrologic Engineering
, vol.12
, pp. 347-368
-
-
Genest, C.1
Favre, A.-C.2
-
19
-
-
33646533039
-
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
-
Genest C, Ghoudi K, Rivest L-P. 1995. A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Biometrika 82: 543-552.
-
(1995)
Biometrika
, vol.82
, pp. 543-552
-
-
Genest, C.1
Ghoudi, K.2
Rivest, L.-P.3
-
20
-
-
85011141497
-
-
Genest C, Ghoudi K, Rivest L-P. 1998. Comment on the paper of E. W. Frees and E. A. Valdez entitled 'Understanding relationships using copulas'. North American Actuarial Journal 2: 143-149.
-
Genest C, Ghoudi K, Rivest L-P. 1998. Comment on the paper of E. W. Frees and E. A. Valdez entitled 'Understanding relationships using copulas'. North American Actuarial Journal 2: 143-149.
-
-
-
-
21
-
-
84988077149
-
Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données.
-
Genest C, MacKay RJ. 1986. Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données. The Canadian Journal of Statistics 14: 145-159.
-
(1986)
The Canadian Journal of Statistics
, vol.14
, pp. 145-159
-
-
Genest, C.1
MacKay, R.J.2
-
22
-
-
33745096550
-
Dependence patterns across financial markets: A mixed copula approach
-
Hu L. 2006. Dependence patterns across financial markets: a mixed copula approach. Applied Financial Economics 16: 717-729.
-
(2006)
Applied Financial Economics
, vol.16
, pp. 717-729
-
-
Hu, L.1
-
23
-
-
10744224750
-
Fitting bivariate cumulative returns with copulas
-
Hürlimann W. 2004. Fitting bivariate cumulative returns with copulas. Computational Statistics & Data Analysis 45: 355-372.
-
(2004)
Computational Statistics & Data Analysis
, vol.45
, pp. 355-372
-
-
Hürlimann, W.1
-
25
-
-
18644380797
-
Asymptotic efficiency of the two-stage estimation method for copula-based models
-
Joe H. 2005. Asymptotic efficiency of the two-stage estimation method for copula-based models. Journal of Multivariate Analysis 94: 401-419.
-
(2005)
Journal of Multivariate Analysis
, vol.94
, pp. 401-419
-
-
Joe, H.1
-
28
-
-
0037110521
-
A copula-based model for multivariate non-normal longitudinal data: Analysis of a dose titration safety study on a new antidepressant
-
Lambert P, Vandenhende F. 2002. A copula-based model for multivariate non-normal longitudinal data: analysis of a dose titration safety study on a new antidepressant. Statistics in Medicine 21: 3197-3217.
-
(2002)
Statistics in Medicine
, vol.21
, pp. 3197-3217
-
-
Lambert, P.1
Vandenhende, F.2
-
31
-
-
0001503306
-
Semiparametric inference in a model for association in bivariate survival data
-
Oakes D. 1986. Semiparametric inference in a model for association in bivariate survival data. Biometrika 73: 353-361.
-
(1986)
Biometrika
, vol.73
, pp. 353-361
-
-
Oakes, D.1
-
32
-
-
0012346731
-
Statistical models for earthquake occurences and residual analysis for point processes
-
Ogata Y. 1988. Statistical models for earthquake occurences and residual analysis for point processes. Journal of the American Statistical Association 83: 9-27.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 9-27
-
-
Ogata, Y.1
-
33
-
-
0036576115
-
Tail dependence for elliptically contoured distributions
-
Schmidt R. 2002. Tail dependence for elliptically contoured distributions. Mathematical Methods of Operations Recearch 55: 301-327.
-
(2002)
Mathematical Methods of Operations Recearch
, vol.55
, pp. 301-327
-
-
Schmidt, R.1
-
34
-
-
0029597951
-
Inferences on the association parameter in copula models for bivariate survival data
-
Shih JH, Louis TA. 1995. Inferences on the association parameter in copula models for bivariate survival data. Biometrics 51: 1384-1399.
-
(1995)
Biometrics
, vol.51
, pp. 1384-1399
-
-
Shih, J.H.1
Louis, T.A.2
-
35
-
-
0000795592
-
Fonctions de répartition à n dimensions et leurs marges
-
université de Paris
-
Sklar M. 1959. Fonctions de répartition à n dimensions et leurs marges. Publication de l'Institut de statistique de l'université de Paris 8: 229-231.
-
(1959)
Publication de l'Institut de statistique de l
, vol.8
, pp. 229-231
-
-
Sklar, M.1
-
36
-
-
0001423124
-
Bivariate extreme value theory: Models and estimation
-
Tawn JA. 1988. Bivariate extreme value theory: models and estimation. Biometrika 75: 397-415.
-
(1988)
Biometrika
, vol.75
, pp. 397-415
-
-
Tawn, J.A.1
-
37
-
-
0033358538
-
A parametric copula model for analysis of familial binary data
-
Trégouët DA, Ducimetière P, Bocquet V, Visvikis S, Soubrier F, Tiret L. 1999. A parametric copula model for analysis of familial binary data. American Journal of Human Genetics 64: 886-93.
-
(1999)
American Journal of Human Genetics
, vol.64
, pp. 886-893
-
-
Trégouët, D.A.1
Ducimetière, P.2
Bocquet, V.3
Visvikis, S.4
Soubrier, F.5
Tiret, L.6
|