-
1
-
-
75549090455
-
Quasi-concave copulas, asymmetry and transformations
-
Alvoni E, Papini PL (2007) Quasi-concave copulas, asymmetry and transformations. Comment Math Univ Carol 48: 311-319.
-
(2007)
Comment Math Univ Carol
, vol.48
, pp. 311-319
-
-
Alvoni, E.1
Papini, P.L.2
-
3
-
-
38249002380
-
On the characterization of a class of binary operations on distribution functions
-
Alsina C, Nelsen RB, Schweizer B (1993) On the characterization of a class of binary operations on distribution functions. Stat Probab Lett 17: 85-89.
-
(1993)
Stat Probab Lett
, vol.17
, pp. 85-89
-
-
Alsina, C.1
Nelsen, R.B.2
Schweizer, B.3
-
4
-
-
0042752124
-
Bivariate symmetry tests: parametric and nonparametric
-
Bell CB, Smith H (1969) Bivariate symmetry tests: parametric and nonparametric. Ann Math Stat 40: 259-269.
-
(1969)
Ann Math Stat
, vol.40
, pp. 259-269
-
-
Bell, C.B.1
Smith, H.2
-
8
-
-
58549106982
-
-
Durante F (2007) Construction of non-exchangeable bivariate distribution functions. Stat Pap. doi: 10. 1007/s00362-007-0064-5 (in press).
-
-
-
-
9
-
-
33645057443
-
On the construction of families of absolutely continuous copulas with given restrictions
-
Erdely A, González-Barrios JM (2006) On the construction of families of absolutely continuous copulas with given restrictions. Commun Stat Theory Methods 35: 649-659.
-
(2006)
Commun Stat Theory Methods
, vol.35
, pp. 649-659
-
-
Erdely, A.1
González-Barrios, J.M.2
-
10
-
-
0442277962
-
A class of permutation tests of bivariate interchangeability
-
Ernst MD, Schucany WR (1999) A class of permutation tests of bivariate interchangeability. J Am Stat Assoc 94: 273-284.
-
(1999)
J Am Stat Assoc
, vol.94
, pp. 273-284
-
-
Ernst, M.D.1
Schucany, W.R.2
-
13
-
-
0348123384
-
The Bertino family of copulas
-
C. M. Cuadras, J. Fortiana, J. A. Rodríguez-Lallena (Eds.), Dordrecht: Kluwer
-
Fredricks GA, Nelsen RB (2002) The Bertino family of copulas. In: Cuadras CM, Fortiana J, Rodríguez-Lallena JA (eds) Distributions with given marginals and statistical modelling. Kluwer, Dordrecht, pp 81-91.
-
(2002)
Distributions with Given Marginals and Statistical Modelling
, pp. 81-91
-
-
Fredricks, G.A.1
Nelsen, R.B.2
-
14
-
-
85011135932
-
Understanding relationships using copulas
-
Frees EW, Valdez EA (1998) Understanding relationships using copulas. North Am Act J 2: 1-25.
-
(1998)
North Am Act J
, vol.2
, pp. 1-25
-
-
Frees, E.W.1
Valdez, E.A.2
-
15
-
-
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. J Hydrol Eng 12: 347-368.
-
(2007)
J Hydrol Eng
, vol.12
, pp. 347-368
-
-
Genest, C.1
Favre, A.-C.2
-
16
-
-
85011141497
-
Discussion on the paper "Understanding relationships using copulas" by E.W. Frees, E.A. Valdez
-
Genest C, Ghoudi K, Rivest L-P (1998) Discussion on the paper "Understanding relationships using copulas" by E. W. Frees, E. A. Valdez. North Am Act J 2: 143-149.
-
(1998)
North Am Act J
, vol.2
, pp. 143-149
-
-
Genest, C.1
Ghoudi, K.2
Rivest, L.-P.3
-
18
-
-
0001184654
-
A nonparametric test for bivariate symmetry
-
Hollander Y (1971) A nonparametric test for bivariate symmetry. Biometrika 58: 203-212.
-
(1971)
Biometrika
, vol.58
, pp. 203-212
-
-
Hollander, Y.1
-
19
-
-
77955926785
-
-
Hurd M, Salmon M, Schleicher C (2005) Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index, CEPR Discussion Papers, 5114.
-
-
-
-
23
-
-
33751542466
-
Copulas: tales and facts
-
Mikosch T (2006) Copulas: tales and facts. Extremes 9: 3-20.
-
(2006)
Extremes
, vol.9
, pp. 3-20
-
-
Mikosch, T.1
-
25
-
-
33847397394
-
Extremes of nonexchangeability
-
Nelsen RB (2007) Extremes of nonexchangeability. Stat Pap 48: 329-336.
-
(2007)
Stat Pap
, vol.48
, pp. 329-336
-
-
Nelsen, R.B.1
-
28
-
-
0005472817
-
-
Rényi A (1959) On measures of dependence. Acta Math Acad Sci Hung 10: 441-451 (1959) (reprinted in Turán P (ed) Selected papers of Alfréd Rényi, Akadémiai Kiadó, Budapest, vol 2, pp 402-412 (1976)).
-
-
-
-
29
-
-
77955918838
-
-
Salvadori G, De Michele C, Kottegoda NT, Rosso R (2007) Extremes in nature. An approach using copulas, water science and technology library, vol 56. Springer, Heidelberg.
-
-
-
-
30
-
-
0012272751
-
On measures of concordance
-
Scarsini M (1984) On measures of concordance. Stochastica 8: 201-218.
-
(1984)
Stochastica
, vol.8
, pp. 201-218
-
-
Scarsini, M.1
-
31
-
-
77955922568
-
-
Schweizer B, Sklar A (1983) Probabilistic metric spaces. North-Holland, New York (1983); reprinted, Dover, Mineola (2005).
-
-
-
-
32
-
-
0000906108
-
On nonparametric measures of dependence for random variables
-
Schweizer B, Wolff EF (1981) On nonparametric measures of dependence for random variables. Ann Stat 9: 879-885.
-
(1981)
Ann Stat
, vol.9
, pp. 879-885
-
-
Schweizer, B.1
Wolff, E.F.2
-
33
-
-
77955920116
-
Convergence of copulas: critical remarks
-
Sempi C (2004) Convergence of copulas: critical remarks. Rad Mat 12: 241-249.
-
(2004)
Rad Mat
, vol.12
, pp. 241-249
-
-
Sempi, C.1
-
34
-
-
0000795592
-
Fonctions de répartition à n dimensions et leurs marges
-
Sklar A (1959) Fonctions de répartition à n dimensions et leurs marges. Publ Inst Stat Univ Paris 8: 229-231.
-
(1959)
Publ Inst Stat Univ Paris
, vol.8
, pp. 229-231
-
-
Sklar, A.1
-
35
-
-
1642593449
-
Rank tests for bivariate symmetry
-
Snijders T (1977) Rank tests for bivariate symmetry. Ann Stat 9: 1087-1095.
-
(1977)
Ann Stat
, vol.9
, pp. 1087-1095
-
-
Snijders, T.1
|