- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2281-695X
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
A new class of bivariate copulas: dependence measures and properties ; volume:75 ; number:1 ; day:10 ; month:3 ; year:2017 ; pages:31-50 ; date:4.2017
Metron ; 75, Heft 1 (10.3.2017), 31-50, 4.2017
- Klassifikation
-
Mathematik
- Urheber
-
Bekrizadeh, Hakim
- Beteiligte Personen und Organisationen
-
Jamshidi, Babak
SpringerLink (Online service)
- DOI
-
10.1007/s40300-017-0107-1
- URN
-
urn:nbn:de:1111-201704152600
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:53 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Bekrizadeh, Hakim
- Jamshidi, Babak
- SpringerLink (Online service)
Ähnliche Objekte (12)
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Lorenz-generated bivariate Archimedean copulas
Dependence Measures in Bivariate Gamma Frailty Models
Bivariate copulas, norms and non-exchangeability
A note on bivariate Archimax copulas
Construction of copulas for bivariate failure rates
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100
A new class of copulas with tail dependence and a generalized tail dependence estimator
Tail dependence of perturbed copulas
New families of bivariate copulas via unit lomax distortion
New families of bivariate copulas via unit weibull distortion
About the exact simulation of bivariate (reciprocal) Archimax copulas
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Lorenz-generated bivariate Archimedean copulas
Dependence Measures in Bivariate Gamma Frailty Models
Bivariate copulas, norms and non-exchangeability
A note on bivariate Archimax copulas
Construction of copulas for bivariate failure rates
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100
A new class of copulas with tail dependence and a generalized tail dependence estimator
Tail dependence of perturbed copulas
New families of bivariate copulas via unit lomax distortion
New families of bivariate copulas via unit weibull distortion
About the exact simulation of bivariate (reciprocal) Archimax copulas
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Lorenz-generated bivariate Archimedean copulas
Dependence Measures in Bivariate Gamma Frailty Models
Bivariate copulas, norms and non-exchangeability
A note on bivariate Archimax copulas
Construction of copulas for bivariate failure rates
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100
A new class of copulas with tail dependence and a generalized tail dependence estimator
Tail dependence of perturbed copulas
New families of bivariate copulas via unit lomax distortion
New families of bivariate copulas via unit weibull distortion