Chamnan, Wongtawan; Sumetkijakan, Songkiat Characterization of pre-idempotent copulas. (English) Zbl 07794355 Depend. Model. 11, Article ID 20230106, 12 p. (2023). MSC: 62H05 60A10 28A05 47B65 PDFBibTeX XMLCite \textit{W. Chamnan} and \textit{S. Sumetkijakan}, Depend. Model. 11, Article ID 20230106, 12 p. (2023; Zbl 07794355) Full Text: DOI OA License
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
Sloot, Henrik Implementing Markovian models for extendible Marshall-Olkin distributions. (English) Zbl 1515.60079 Depend. Model. 10, 308-343 (2022). MSC: 60G09 60J28 62-08 62H05 PDFBibTeX XMLCite \textit{H. Sloot}, Depend. Model. 10, 308--343 (2022; Zbl 1515.60079) Full Text: DOI
Ressel, Paul Stable tail dependence functions – some basic properties. (English) Zbl 1509.60061 Depend. Model. 10, 225-235 (2022). Reviewer: Maria C. Mariani (El Paso) MSC: 60E05 62H05 26B40 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 10, 225--235 (2022; Zbl 1509.60061) Full Text: DOI
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 1489.62268 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 1489.62268) Full Text: DOI arXiv
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
Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia Nonparametric C- and D-vine-based quantile regression. (English) Zbl 1480.62069 Depend. Model. 10, 1-21 (2022). MSC: 62G08 62G05 62H05 PDFBibTeX XMLCite \textit{M. Tepegjozova} et al., Depend. Model. 10, 1--21 (2022; Zbl 1480.62069) Full Text: DOI arXiv
Bouhadjera, Feriel; Saïd, Elias Ould Asymptotic normality of the relative error regression function estimator for censored and time series data. (English) Zbl 1480.62199 Depend. Model. 9, 156-178 (2021). MSC: 62N02 62E20 62G07 62G08 62G20 62P10 PDFBibTeX XMLCite \textit{F. Bouhadjera} and \textit{E. O. Saïd}, Depend. Model. 9, 156--178 (2021; Zbl 1480.62199) Full Text: DOI
Beaulieu, Guillaume Boglioni; de Micheaux, Pierre Lafaye; Ouimet, Frédéric Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin. (English) Zbl 1476.60047 Depend. Model. 9, 424-438 (2021). MSC: 60F05 60E10 62E20 PDFBibTeX XMLCite \textit{G. B. Beaulieu} et al., Depend. Model. 9, 424--438 (2021; Zbl 1476.60047) Full Text: DOI arXiv
Mesfioui, Mhamed; Trufin, Julien Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors. (English) Zbl 1493.62254 Depend. Model. 9, 385-393 (2021). MSC: 62G30 62H05 PDFBibTeX XMLCite \textit{M. Mesfioui} and \textit{J. Trufin}, Depend. Model. 9, 385--393 (2021; Zbl 1493.62254) Full Text: DOI
Arnold, Barry C.; Arvanitis, Matthew On a general class of gamma based copulas. (English) Zbl 1476.62086 Depend. Model. 9, 374-384 (2021). MSC: 62H05 62E10 PDFBibTeX XMLCite \textit{B. C. Arnold} and \textit{M. Arvanitis}, Depend. Model. 9, 374--384 (2021; Zbl 1476.62086) Full Text: DOI
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter New results on perturbation-based copulas. (English) Zbl 1515.62055 Depend. Model. 9, 347-373 (2021). MSC: 62H05 62F10 62H20 PDFBibTeX XMLCite \textit{S. Saminger-Platz} et al., Depend. Model. 9, 347--373 (2021; Zbl 1515.62055) Full Text: DOI
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On convergence of associative copulas and related results. (English) Zbl 1476.62095 Depend. Model. 9, 307-326 (2021). MSC: 62H05 60E05 54E52 PDFBibTeX XMLCite \textit{T. M. Kasper} et al., Depend. Model. 9, 307--326 (2021; Zbl 1476.62095) Full Text: DOI
Jaworski, Piotr; Krzywda, Marcin On copulas of self-similar Ito processes. (English) Zbl 1476.62094 Depend. Model. 9, 243-266 (2021). MSC: 62H05 60G18 60H10 60E05 60J60 PDFBibTeX XMLCite \textit{P. Jaworski} and \textit{M. Krzywda}, Depend. Model. 9, 243--266 (2021; Zbl 1476.62094) Full Text: DOI
Lefèvre, Claude On partially Schur-constant models and their associated copulas. (English) Zbl 1493.62272 Depend. Model. 9, 225-242 (2021). MSC: 62H05 62H10 60G09 PDFBibTeX XMLCite \textit{C. Lefèvre}, Depend. Model. 9, 225--242 (2021; Zbl 1493.62272) Full Text: DOI
Šeliga, Adam; Kauers, Manuel; Saminger-Platz, Susanne; Mesiar, Radko; Kolesárová, Anna; Klement, Erich Peter Polynomial bivariate copulas of degree five: characterization and some particular inequalities. (English) Zbl 1497.62123 Depend. Model. 9, 13-42 (2021). MSC: 62H05 26B25 60E05 62E10 62H20 PDFBibTeX XMLCite \textit{A. Šeliga} et al., Depend. Model. 9, 13--42 (2021; Zbl 1497.62123) Full Text: DOI
Bücher, Axel; Jaser, Miriam; Min, Aleksey Detecting departures from meta-ellipticity for multivariate stationary time series. (English) Zbl 1473.62302 Depend. Model. 9, 121-140 (2021). MSC: 62M10 62H15 62P05 PDFBibTeX XMLCite \textit{A. Bücher} et al., Depend. Model. 9, 121--140 (2021; Zbl 1473.62302) Full Text: DOI
Gijbels, Irène; Matterne, Margot Study of partial and average conditional Kendall’s tau. (English) Zbl 1476.62091 Depend. Model. 9, 82-120 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 62H05 60E05 PDFBibTeX XMLCite \textit{I. Gijbels} and \textit{M. Matterne}, Depend. Model. 9, 82--120 (2021; Zbl 1476.62091) Full Text: DOI
Geenens, Gery Copula modeling for discrete random vectors. (English) Zbl 1460.62071 Depend. Model. 8, 417-440 (2020). MSC: 62H05 62H17 62H20 PDFBibTeX XMLCite \textit{G. Geenens}, Depend. Model. 8, 417--440 (2020; Zbl 1460.62071) Full Text: DOI
Fuchs, Sebastian; Trutschnig, Wolfgang On quantile based co-risk measures and their estimation. (English) Zbl 1460.62070 Depend. Model. 8, 396-416 (2020). MSC: 62H05 60E05 91G70 PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{W. Trutschnig}, Depend. Model. 8, 396--416 (2020; Zbl 1460.62070) Full Text: DOI
Navarro, Jorge Bivariate box plots based on quantile regression curves. (English) Zbl 1457.62117 Depend. Model. 8, 132-156 (2020). MSC: 62G08 62G15 62G07 62H05 PDFBibTeX XMLCite \textit{J. Navarro}, Depend. Model. 8, 132--156 (2020; Zbl 1457.62117) Full Text: DOI
Slaoui, Yousri; Khardani, Salah Nonparametric relative recursive regression. (English) Zbl 1457.62118 Depend. Model. 8, 221-238 (2020). MSC: 62G08 62L20 62P10 65D10 PDFBibTeX XMLCite \textit{Y. Slaoui} and \textit{S. Khardani}, Depend. Model. 8, 221--238 (2020; Zbl 1457.62118) Full Text: DOI
Mai, Jan-Frederik The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay. (English) Zbl 1457.62163 Depend. Model. 8, 210-220 (2020). MSC: 62H10 62H05 60E07 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 8, 210--220 (2020; Zbl 1457.62163) Full Text: DOI
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. Lorenz-generated bivariate Archimedean copulas. (English) Zbl 1457.62156 Depend. Model. 8, 186-209 (2020). MSC: 62H05 62H10 62G30 60E15 PDFBibTeX XMLCite \textit{A. Fontanari} et al., Depend. Model. 8, 186--209 (2020; Zbl 1457.62156) Full Text: DOI
Liebscher, Eckhard; Richter, Wolf-Dieter Modelling with star-shaped distributions. (English) Zbl 1447.60040 Depend. Model. 8, 45-69 (2020). MSC: 60E05 62E17 PDFBibTeX XMLCite \textit{E. Liebscher} and \textit{W.-D. Richter}, Depend. Model. 8, 45--69 (2020; Zbl 1447.60040) 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 PDFBibTeX XMLCite \textit{G. Nappo} and \textit{F. Spizzichino}, Depend. Model. 8, 1--33 (2020; Zbl 1437.60059) Full Text: DOI arXiv
Jaworski, Piotr On Copula-Itô processes. (English) Zbl 1439.62132 Depend. Model. 7, 322-347 (2019). MSC: 62H05 60J60 60H15 46E35 47H20 58D07 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 7, 322--347 (2019; Zbl 1439.62132) Full Text: DOI
Ressel, Paul Copulas, stable tail dependence functions, and multivariate monotonicity. (English) Zbl 1445.62107 Depend. Model. 7, 247-258 (2019). MSC: 62H05 62H10 60E05 26A48 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 7, 247--258 (2019; Zbl 1445.62107) Full Text: DOI
Mai, Jan-Frederik Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065 Depend. Model. 7, 202-214 (2019). MSC: 62H05 62H10 60E05 26A48 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 7, 202--214 (2019; Zbl 1448.62065) Full Text: DOI
Fuchs, Sebastian; Mccord, Yann On the lower bound of Spearman’s footrule. (English) Zbl 1439.62130 Depend. Model. 7, 126-132 (2019). MSC: 62H05 62H20 PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{Y. Mccord}, Depend. Model. 7, 126--132 (2019; Zbl 1439.62130) Full Text: DOI
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions. (English) Zbl 1437.62128 Depend. Model. 7, 394-417 (2019). MSC: 62G07 62G05 62G08 62G32 PDFBibTeX XMLCite \textit{A. A. Ahmad} et al., Depend. Model. 7, 394--417 (2019; Zbl 1437.62128) Full Text: DOI
Lawless, Caroline; Arbel, Julyan A simple proof of Pitman-Yor’s Chinese restaurant process from its stick-breaking representation. (English) Zbl 1434.62045 Depend. Model. 7, 45-52 (2019). MSC: 62G07 97K50 60G05 PDFBibTeX XMLCite \textit{C. Lawless} and \textit{J. Arbel}, Depend. Model. 7, 45--52 (2019; Zbl 1434.62045) Full Text: DOI arXiv
Trutschnig, Wolfgang; Mroz, Thomas A sharp inequality for Kendall’s \(\tau\) and Spearman’s \(\rho\) of extreme-value copulas. (English) Zbl 1434.62086 Depend. Model. 6, 369-376 (2018). MSC: 62H05 60E15 62G32 62E10 PDFBibTeX XMLCite \textit{W. Trutschnig} and \textit{T. Mroz}, Depend. Model. 6, 369--376 (2018; Zbl 1434.62086) Full Text: DOI arXiv
Bahraoui, Tarik; Bouezmarni, Taoufik; Quessy, Jean-François Testing the symmetry of a dependence structure with a characteristic function. (English) Zbl 1434.62077 Depend. Model. 6, 331-355 (2018). MSC: 62H05 62G10 62G09 PDFBibTeX XMLCite \textit{T. Bahraoui} et al., Depend. Model. 6, 331--355 (2018; Zbl 1434.62077) Full Text: DOI
Ansari, Jonathan; Rüschendorf, Ludger Ordering risk bounds in factor models. (English) Zbl 1434.62076 Depend. Model. 6, 259-287 (2018). MSC: 62H05 62P20 91G70 PDFBibTeX XMLCite \textit{J. Ansari} and \textit{L. Rüschendorf}, Depend. Model. 6, 259--287 (2018; Zbl 1434.62076) Full Text: DOI
Kadiri, Nadia; Rabhi, Abbes; Bouchentouf, Amina Angelika Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship. (English) Zbl 1434.62053 Depend. Model. 6, 197-227 (2018). MSC: 62G08 62N01 62M10 PDFBibTeX XMLCite \textit{N. Kadiri} et al., Depend. Model. 6, 197--227 (2018; Zbl 1434.62053) Full Text: DOI
Durante, Fabrizio; Sánchez, Juan Fernández; Sempi, Carlo A note on bivariate Archimax copulas. (English) Zbl 1434.62080 Depend. Model. 6, 178-182 (2018). MSC: 62H05 PDFBibTeX XMLCite \textit{F. Durante} et al., Depend. Model. 6, 178--182 (2018; Zbl 1434.62080) Full Text: DOI
Navarro, Jorge; Sordo, Miguel A. Stochastic comparisons and bounds for conditional distributions by using copula properties. (English) Zbl 1404.62057 Depend. Model. 6, 156-177 (2018). MSC: 62H05 60E15 PDFBibTeX XMLCite \textit{J. Navarro} and \textit{M. A. Sordo}, Depend. Model. 6, 156--177 (2018; Zbl 1404.62057) Full Text: DOI
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations. (English) Zbl 1402.60020 Depend. Model. 6, 139-155 (2018). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{J. Fernández-Sánchez} and \textit{M. Úbeda-Flores}, Depend. Model. 6, 139--155 (2018; Zbl 1402.60020) Full Text: DOI
Yalcin, Femin; Eryilmaz, Serkan; Bozbulut, Ali Riza A generalized class of correlated run shock models. (English) Zbl 1404.62100 Depend. Model. 6, 131-138 (2018). MSC: 62N05 60K10 90B25 PDFBibTeX XMLCite \textit{F. Yalcin} et al., Depend. Model. 6, 131--138 (2018; Zbl 1404.62100) Full Text: DOI
Hashorva, Enkelejd Domination of sample maxima and related extremal dependence measures. (English) Zbl 1391.60069 Depend. Model. 6, 88-101 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Depend. Model. 6, 88--101 (2018; Zbl 1391.60069) Full Text: DOI arXiv
Pan, Xiaoqing; Li, Xiaohu On capital allocation for stochastic arrangement increasing actuarial risks. (English) Zbl 1404.62109 Depend. Model. 5, 145-153 (2017). MSC: 62P05 60E15 91B30 PDFBibTeX XMLCite \textit{X. Pan} and \textit{X. Li}, Depend. Model. 5, 145--153 (2017; Zbl 1404.62109) Full Text: DOI
Jaworski, Piotr On truncation invariant copulas and their estimation. (English) Zbl 1404.62056 Depend. Model. 5, 133-144 (2017). MSC: 62H05 62G07 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 5, 133--144 (2017; Zbl 1404.62056) Full Text: DOI
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven [Nelsen, Roger] My introduction to copulas. An interview with Roger Nelsen. (English) Zbl 1404.62052 Depend. Model. 5, 88-98 (2017). MSC: 62H05 PDFBibTeX XMLCite \textit{F. Durante} et al., Depend. Model. 5, 88--98 (2017; Zbl 1404.62052) Full Text: DOI
Górecki, J.; Hofert, M.; Holeňa, M. Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas. (English) Zbl 1404.62054 Depend. Model. 5, 75-87 (2017). MSC: 62H05 62H30 PDFBibTeX XMLCite \textit{J. Górecki} et al., Depend. Model. 5, 75--87 (2017; Zbl 1404.62054) Full Text: DOI
Rüschendorf, Ludger; Witting, Julian VaR bounds in models with partial dependence information on subgroups. (English) Zbl 1417.91284 Depend. Model. 5, 59-74 (2017). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{L. Rüschendorf} and \textit{J. Witting}, Depend. Model. 5, 59--74 (2017; Zbl 1417.91284) 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 PDFBibTeX XMLCite \textit{S. Saminger-Platz} et al., Depend. Model. 5, 45--58 (2017; Zbl 1404.62058) Full Text: DOI
Jaser, Miriam; Haug, Stephan; Min, Aleksey A simple non-parametric goodness-of-fit test for elliptical copulas. (English) Zbl 1393.62026 Depend. Model. 5, 330-353 (2017). MSC: 62H05 62G10 PDFBibTeX XMLCite \textit{M. Jaser} et al., Depend. Model. 5, 330--353 (2017; Zbl 1393.62026) Full Text: DOI
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven [Cooke, Roger] The vine philosopher. (English) Zbl 1383.01009 Depend. Model. 5, 256-267 (2017). MSC: 01A70 62-03 62H05 62A01 PDFBibTeX XMLCite \textit{F. Durante} et al., Depend. Model. 5, 256--267 (2017; Zbl 1383.01009) Full Text: DOI
Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena New copulas based on general partitions-of-unity and their applications to risk management. II. (English) Zbl 1381.62075 Depend. Model. 5, 246-255 (2017). MSC: 62H05 62H12 62H17 62H20 PDFBibTeX XMLCite \textit{D. Pfeifer} et al., Depend. Model. 5, 246--255 (2017; Zbl 1381.62075) Full Text: DOI arXiv
Müller, K.; Richter, W.-D. Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions. (English) Zbl 1383.62149 Depend. Model. 5, 221-245 (2017). MSC: 62G30 62H10 62E15 PDFBibTeX XMLCite \textit{K. Müller} and \textit{W. D. Richter}, Depend. Model. 5, 221--245 (2017; Zbl 1383.62149) Full Text: DOI
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Multivariate extensions of expectiles risk measures. (English) Zbl 1358.91113 Depend. Model. 5, 20-44 (2017). MSC: 91G70 62P05 62H20 PDFBibTeX XMLCite \textit{V. Maume-Deschamps} et al., Depend. Model. 5, 20--44 (2017; Zbl 1358.91113) Full Text: DOI arXiv
Jaworski, Piotr On conditional value at risk (CoVaR) for tail-dependent copulas. (English) Zbl 1359.62166 Depend. Model. 5, 1-19 (2017). MSC: 62H05 60E05 91B30 91G40 62P05 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 5, 1--19 (2017; Zbl 1359.62166) Full Text: DOI
Di Bernardino, Elena; Rullière, Didier On an asymmetric extension of multivariate Archimedean copulas based on quadratic form. (English) Zbl 1352.62091 Depend. Model. 4, 328-347 (2016). MSC: 62H20 PDFBibTeX XMLCite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 4, 328--347 (2016; Zbl 1352.62091) Full Text: DOI
Preischl, Michael Bounds on integrals with respect to multivariate copulas. (English) Zbl 1414.91429 Depend. Model. 4, 277-287 (2016). MSC: 91G70 91G40 62H05 62P05 PDFBibTeX XMLCite \textit{M. Preischl}, Depend. Model. 4, 277--287 (2016; Zbl 1414.91429) Full Text: DOI arXiv
Müller, K.; Richter, W.-D. Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables. (English) Zbl 1388.62144 Depend. Model. 4, 30-62 (2016). MSC: 62G32 62G30 60E05 62H10 62E20 PDFBibTeX XMLCite \textit{K. Müller} and \textit{W. D. Richter}, Depend. Model. 4, 30--62 (2016; Zbl 1388.62144) Full Text: DOI
Müller, K.; Richter, W.-D. Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\). (English) Zbl 1388.62154 Depend. Model. 4, 1-29 (2016). MSC: 62H05 60E05 62G30 62G32 62P05 PDFBibTeX XMLCite \textit{K. Müller} and \textit{W. D. Richter}, Depend. Model. 4, 1--29 (2016; Zbl 1388.62154) Full Text: DOI
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang Baire category results for quasi-copulas. (English) Zbl 1366.60040 Depend. Model. 4, 215-223 (2016). MSC: 60E05 26B35 28A10 54E52 PDFBibTeX XMLCite \textit{F. Durante} et al., Depend. Model. 4, 215--223 (2016; Zbl 1366.60040) Full Text: DOI
Pellerey, Franco; Spizzichino, Fabio Joint weak hazard rate order under non-symmetric copulas. (English) Zbl 1375.60058 Depend. Model. 4, 190-204 (2016). MSC: 60E15 62H20 62N05 PDFBibTeX XMLCite \textit{F. Pellerey} and \textit{F. Spizzichino}, Depend. Model. 4, 190--204 (2016; Zbl 1375.60058) Full Text: DOI
Deschatre, Thomas On the control of the difference between two Brownian motions: an application to energy markets modeling. (English) Zbl 1350.60084 Depend. Model. 4, 161-183 (2016). MSC: 60J65 60J70 60J25 60J60 60H10 91B70 62H99 PDFBibTeX XMLCite \textit{T. Deschatre}, Depend. Model. 4, 161--183 (2016; Zbl 1350.60084) Full Text: DOI arXiv
Deschatre, Thomas On the control of the difference between two Brownian motions: a dynamic copula approach. (English) Zbl 1350.60083 Depend. Model. 4, 141-160 (2016). MSC: 60J65 60J60 60J25 60H10 60J70 62H99 PDFBibTeX XMLCite \textit{T. Deschatre}, Depend. Model. 4, 141--160 (2016; Zbl 1350.60083) Full Text: DOI arXiv
Lekina, Alexandre; Chebana, Fateh; Ouarda, Taha B. M. J. On the tail dependence in bivariate hydrological frequency analysis. (English) Zbl 1330.62417 Depend. Model. 3, 203-227 (2015). MSC: 62P12 62G32 PDFBibTeX XMLCite \textit{A. Lekina} et al., Depend. Model. 3, 203--227 (2015; Zbl 1330.62417) Full Text: DOI
Kamnitui, Noppadon; Santiwipanont, Tippawan; Sumetkijakan, Songkiat Dependence measuring from conditional variances. (English) Zbl 1354.60007 Depend. Model. 3, 98-112 (2015). MSC: 60A10 62H20 PDFBibTeX XMLCite \textit{N. Kamnitui} et al., Depend. Model. 3, 98--112 (2015; Zbl 1354.60007) Full Text: DOI
Bernhart, German; Mai, Jan-Frederik; Scherer, Matthias On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions. (English) Zbl 1323.60028 Depend. Model. 3, 29-46 (2015). Reviewer: Alessandro Selvitella (Hamilton) MSC: 60E05 62E15 62P20 91G10 PDFBibTeX XMLCite \textit{G. Bernhart} et al., Depend. Model. 3, 29--46 (2015; Zbl 1323.60028) Full Text: DOI
Liebscher, Eckhard Copula-based dependence measures. (English) Zbl 1328.62368 Depend. Model. 2, 49-64 (2014). MSC: 62H20 PDFBibTeX XMLCite \textit{E. Liebscher}, Depend. Model. 2, 49--64 (2014; Zbl 1328.62368) Full Text: DOI
Dutfoy, Anne; Parey, Sylvie; Roche, Nicolas Multivariate extreme value theory – a tutorial. (English) Zbl 1291.62105 Depend. Model. 2, 30-48 (2014). MSC: 62G32 62H05 62H12 PDFBibTeX XMLCite \textit{A. Dutfoy} et al., Depend. Model. 2, 30--48 (2014; Zbl 1291.62105) Full Text: DOI
Mai, Jan-Frederik A note on the Galambos copula and its associated Berstein function. (English) Zbl 06313233 Depend. Model. 2, 22-29 (2014). MSC: 62H20 62H05 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 2, 22--29 (2014; Zbl 06313233) Full Text: DOI
Dobric, Jadran; Frahm, Gabriel; Schmid, Friedrich Dependence of stock returns in bull and bear markets. (English) Zbl 06297674 Depend. Model. 1, 94-110 (2013). MSC: 62H20 62P05 PDFBibTeX XMLCite \textit{J. Dobric} et al., Depend. Model. 1, 94--110 (2013; Zbl 06297674) 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 PDFBibTeX XMLCite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 1, 1--36 (2013; Zbl 1287.62005) Full Text: DOI