Tehrani, Ali Fallah; Aggarwal, Manish On extension of 2-copulas for information fusion. (English) Zbl 07983311 INFOR: Inf. Syst. Oper. Res. 63, No. 1, 153-177 (2025). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Tiemtoré, Herman; Bagré, Remi Guillaume Dynamics of dependency: finite difference solutions to the Black-Scholes PDE with copulas. (English) Zbl 07979562 Gulf J. Math. 19, No. 1, 374-391 (2025). MSC: 35Q91 35A25 62H05 62H20 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Chatelain, Simon; Perreault, Samuel; Fougères, Anne-Laure; Nešlehová, Johanna G. Clustered Archimax copulas. (English) Zbl 07977787 Electron. J. Stat. 19, No. 1, 314-360 (2025). MSC: 62H05 60G70 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Woźny, Jakub; Jaworski, Piotr; Jelito, Damian; Pitera, Marcin; Wyłomańska, Agnieszka Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule. (English) Zbl 07971513 J. Multivariate Anal. 206, Article ID 105396, 20 p. (2025). MSC: 62Hxx 62H15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Capaldo, Marco; Navarro, Jorge New multivariate Gini’s indices. (English) Zbl 07971511 J. Multivariate Anal. 206, Article ID 105394, 19 p. (2025). MSC: 62Hxx 62H05 91B82 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeng, Xiaoshu; Ghanem, Roger Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters. (English) Zbl 07967168 Comput. Methods Appl. Mech. Eng. 433, Part A, Article ID 117505, 28 p. (2025). MSC: 62-XX 92-XX × Cite Format Result Cite Review PDF Full Text: DOI
Tschimpke, Marco On the exact region determined by Spearman’s \(\rho\) and Blest’s measure of rank correlation \(\nu\) for bivariate extreme-value copulas. (English) Zbl 07961602 J. Multivariate Anal. 205, Article ID 105377, 17 p. (2025). MSC: 62Hxx 62G05 62H05 62H12 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Tschimpke, Marco; Schreyer, Manuela; Trutschnig, Wolfgang Revisiting the region determined by Spearman’s \(\rho\) and Spearman’s footrule \(\phi\). (English) Zbl 07958804 J. Comput. Appl. Math. 457, Article ID 116259, 18 p. (2025). MSC: 62H20 62H05 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Passeggeri, Riccardo A denseness property of stochastic processes. (English) Zbl 07939474 J. Theor. Probab. 38, No. 1, Paper No. 6, 18 p. (2025). MSC: 60B10 60G07 60G05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Cattaneo, Matias D.; Masini, Ricardo P.; Underwood, William G. Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas. arXiv:2502.07699 Preprint, arXiv:2502.07699 [math.ST] (2025). MSC: 60E15 62H05 62G32 × Cite Format Result Cite Full Text: arXiv OA License
Úbeda-Flores, Manuel Extreme values of the mass distribution associated with a tetravariate quasi-copula. arXiv:2501.07655 Preprint, arXiv:2501.07655 [math.PR] (2025). MSC: 60E05 62H05 × Cite Format Result Cite Full Text: DOI arXiv
Úbeda-Flores, Manuel Best-possible bounds on the set of copulas with a given value of Gini’s gamma. arXiv:2501.06915 Preprint, arXiv:2501.06915 [math.ST] (2025). MSC: 62H05 × Cite Format Result Cite Full Text: DOI arXiv
Pavel, Ievlev; Shashkov, Timofei Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting. arXiv:2501.02553 Preprint, arXiv:2501.02553 [math.PR] (2025). MSC: 60E15 62H05 × Cite Format Result Cite Full Text: arXiv
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter On comprehensive families of copulas involving the three basic copulas and transformations thereof. (English) Zbl 07983700 Depend. Model. 12, Article ID 20240007, 36 p. (2024). MSC: 60E05 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Russo, Alfonso; Farcomeni, Alessio A copula formulation for multivariate latent Markov models. (English) Zbl 07982685 Test 33, No. 3, 731-751 (2024). MSC: 62M05 62H05 62J12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Correia, Átila P.; Suzuki, Adriano K.; Ferreira, Paulo H.; Viola, Márcio L. L. Construction of new bivariate semilinear copulas based on the Ali-Mikhail-Haq, Farlie-Gumbel-Morgenstern and Plackett families. (English) Zbl 07978785 Adv. Data Sci. Adapt. Anal. 16, No. 1-2, Article ID 2450002, 19 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Koike, Takaaki; Lin, Liyuan; Wang, Ruodu Joint mixability and notions of negative dependence. (English) Zbl 07975732 Math. Oper. Res. 49, No. 4, 2786-2802 (2024). MSC: 62H05 49Q22 62H20 91B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique Specification tests for non-Gaussian structural vector autoregressions. (English) Zbl 07968521 J. Econom. 244, No. 2, Article ID 105803, 21 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Longxiu; Needell, Deanna; Tang, Sui Robust estimation of smooth graph signals from randomized space-time samples. (English) Zbl 07967193 Inf. Inference 13, No. 2, Article ID iaae012, 31 p. (2024). MSC: 94A12 94A20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Egozcue, Martín; Fuentes García, Luis Optimal bounds and practical insights: Cantelli’s inequality revisited. (English) Zbl 07966574 J. Stat. Theory Pract. 18, No. 4, Paper No. 59, 19 p. (2024). MSC: 62P05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Loyara, Vini Yves Bernadin; Bagre, Remi Guillaume; Bere, Frédéric Links between the incomplete gamma function and the independent and Gumbel copulas. (English) Zbl 07962550 Int. J. Math. Math. Sci. 2024, Article ID 2695842, 9 p. (2024). MSC: 33B20 44A20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Zimmerman, Robert; Craiu, Radu V.; Leos-Barajas, Vianey Copula modeling of serially correlated multivariate data with hidden structures. (English) Zbl 07956473 J. Am. Stat. Assoc. 119, No. 548, 2598-2609 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deme, El Hadji; Slaoui, Yousri; Kebe, Modou; Manou-Abi, Solym Robust estimator of the ruin probability in infinite time for heavy-tailed distributions. (English) Zbl 07954312 Statistics 58, No. 6, 1401-1422 (2024). MSC: 62H12 62H05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Kundu, Debasis A stationary proportional hazard class process and its applications. (English) Zbl 07949662 Methodol. Comput. Appl. Probab. 26, No. 4, Paper No. 45, 21 p. (2024). MSC: 62N05 62F10 62M10 62H05 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Gijbels, Irène; Matterne, Margot Median and quantile conditional copulas. (English) Zbl 07947459 Depend. Model. 12, Article ID 20240008, 31 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Grothe, Oliver; Rieger, Jonas Decomposition and graphical correspondence analysis of checkerboard copulas. (English) Zbl 07947458 Depend. Model. 12, Article ID 20240006, 31 p. (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. Corrigendum to: “Shannon entropy and mutual information for multivariate skew-elliptical distributions”. (English) Zbl 1548.62029 Scand. J. Stat. 51, No. 4, 1816 (2024). MSC: 62B10 94A17 62H05 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Bourguignon, Marcelo; Kokonendji, Célestin C. Coherent indexes for shifted count and semicontinuous models. (English) Zbl 07946075 Stat. Pap. 65, No. 8, 5253-5271 (2024). MSC: 62E10 62F10 62H05 62H12 62H99 × Cite Format Result Cite Review PDF Full Text: DOI
Longla, Martial New copula families and mixing properties. (English) Zbl 07946043 Stat. Pap. 65, No. 7, 4331-4363 (2024). MSC: 62H05 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bercu, Bernard; Bigot, Jérémie; Thurin, Gauthier Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements. (English) Zbl 07941317 Electron. J. Stat. 18, No. 2, 3461-3496 (2024). MSC: 62H05 62P99 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hadjikyriakou, M. Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components. (English) Zbl 07939217 Theory Probab. Appl. 69, No. 3, 448-459 (2024) and Teor. Veroyatn. Primen. 69, No. 3, 563-577 (2024). MSC: 62-XX 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fan, Yu; Hu, Ying Ying; Sun, Yi; Heng, Pei Marginal Markov subgraph of Bayesian network and its applications. (Chinese. English summary) Zbl 07938050 Acta Math. Sin., Chin. Ser. 67, No. 3, 565-581 (2024). MSC: 62H05 05C90 05C20 × Cite Format Result Cite Review PDF Full Text: DOI
Rolland, Antoine; Aubin, Jean-Baptiste; Gannaz, Irène; Leoni, Samuela Probabilistic models of profiles for voting by evaluation. (English) Zbl 07932116 Soc. Choice Welfare 63, No. 2, 377-400 (2024). MSC: 91B12 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Molina-Fructuoso, Martin; Murray, Ryan Eikonal depth: an optimal control approach to statistical depths. (English) Zbl 07927548 Found. Data Sci. 6, No. 3, 324-360 (2024). MSC: 62H05 62G35 68Q87 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ansari, Jonathan; Lütkebohmert, Eva; Neufeld, Ariel; Sester, Julian Improved robust price bounds for multi-asset derivatives under market-implied dependence information. (English) Zbl 07927017 Finance Stoch. 28, No. 4, 911-964 (2024). MSC: 91G20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Landolfi, Nicholas C.; Lall, Sanjay Optimal Dorfman group testing for symmetric distributions. (English) Zbl 07924690 SIAM J. Math. Data Sci. 6, No. 3, 731-760 (2024). MSC: 62P10 62E10 62H05 60G09 90-08 90C39 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zachariah, Swaroop Georgy; Arshad, Mohd.; Pathak, Ashok Kumar A new family of copulas based on probability generating functions. (English) Zbl 1547.62073 Math. Slovaca 74, No. 4, 1039-1060 (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yiying Stochastic orders and distortion risk contribution ratio measures. (English) Zbl 1544.91352 Insur. Math. Econ. 118, 104-122 (2024). MSC: 91G45 91G70 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Amini-Seresht, Ebrahim; Khaledi, Baha-Eldin; Izadkhah, Salman Stochastic comparison of parallel systems with heterogeneous dependent exponential components. (English) Zbl 1545.60024 Stat. Probab. Lett. 215, Article ID 110242, 9 p. (2024). MSC: 60E15 62H05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Manstavičius, Martynas A few generalizations of Kendall’s tau. I: Construction. (English) Zbl 1544.62255 Nonlinear Anal., Model. Control 29, No. 4, 783-801 (2024). MSC: 62H20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Cui, Hengxin; Tan, Ken Seng; Yang, Fan Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (English) Zbl 1544.91345 Ann. Oper. Res. 332, No. 1-3, 55-84 (2024). MSC: 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Toumi, Samia; Boukeloua, Mohamed; Idiou, Nesrine; Benatia, Fatah Nonparametric estimation of the copula function with bivariate twice censored data. (English) Zbl 07905308 Bol. Soc. Parana. Mat. (3) 42, Paper No. 29, 22 p. (2024). MSC: 62G05 62N02 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Krupskii, Pavel; Huser, Raphaël Max-convolution processes with random shape indicator kernels. (English) Zbl 07904781 J. Multivariate Anal. 203, Article ID 105340, 15 p. (2024). MSC: 62Hxx 62H05 62H11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Genest, Christian; Nešlehová, Johanna G. On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. (English) Zbl 07904772 J. Multivariate Anal. 203, Article ID 105331, 4 p. (2024). MSC: 62Hxx 60E07 60G07 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Kesen; Karling, Maicon J.; Arellano-Valle, Reinaldo B.; Genton, Marc G. Multivariate unified skew-\(t\) distributions and their properties. (English) Zbl 07904769 J. Multivariate Anal. 203, Article ID 105322, 16 p. (2024). MSC: 62Hxx 62E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Xiaoting; Joe, Harry Multivariate directional tail-weighted dependence measures. (English) Zbl 07904768 J. Multivariate Anal. 203, Article ID 105319, 22 p. (2024). MSC: 62Hxx 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
González Patiño, Elizabeth; Tunes, Gisela; Tanaka, Nelson Ithiro Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula. (English) Zbl 07902527 Braz. J. Probab. Stat. 38, No. 2, 302-320 (2024). MSC: 62-XX 92-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Komisarski, Andrzej; Labuschagne, Jacques The distributions of the mean of random vectors with fixed marginal distribution. (English) Zbl 1546.60035 J. Theor. Probab. 37, No. 3, 2121-2129 (2024). MSC: 60E05 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Tamborrino, Cristiano; Falini, Antonella; Mazzia, Francesca Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling. (English) Zbl 07900332 J. Comput. Appl. Math. 452, Article ID 116131, 22 p. (2024). MSC: 62Gxx 65Dxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Naulet, Zacharie; Rousseau, Judith; Caron, François Asymptotic analysis of statistical estimators related to multigraphex processes under misspecification. (English) Zbl 07898694 Bernoulli 30, No. 4, 2644-2675 (2024). MSC: 62H05 05C80 05C82 60Gxx 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bahraoui, Tarik Bernstein copula characteristic function. (English) Zbl 07897866 Commun. Stat., Theory Methods 53, No. 18, 6513-6526 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Houšková, Kamila; Navara, Mirko Geometry of generators of triangular norms and copulas. (English) Zbl 1547.62072 Depend. Model. 12, Article ID 20240004, 16 p. (2024). MSC: 62H05 62H86 × Cite Format Result Cite Review PDF Full Text: DOI
Ansari, Jonathan; Rockel, Marcus Dependence properties of bivariate copula families. (English) Zbl 07897661 Depend. Model. 12, Article ID 20240002, 36 p. (2024). MSC: 62H05 62H20 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pan, Shenyi; Joe, Harry Assessing copula models for mixed continuous-ordinal variables. (English) Zbl 1543.62361 Depend. Model. 12, Article ID 20240001, 18 p. (2024). MSC: 62H05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mu, Wanrong; Chiu, Sung Nok; Wang, Guojing Pricing CDS index tranches under thinning-dependence structure with regime switching. (English) Zbl 1546.91252 J. Comput. Appl. Math. 451, Article ID 116080, 21 p. (2024). MSC: 91G20 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kan, Cihangir Analyzing wind turbine and wind farm outputs under dependence between wind speed and wind turbine availability. (English) Zbl 1546.60162 J. Comput. Appl. Math. 451, Article ID 116078, 6 p. (2024). MSC: 60K15 62E10 62H05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Chatterjee, Rahul; Pal, Nabendu A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula. (English) Zbl 1542.62071 J. Stat. Theory Pract. 18, No. 2, Paper No. 27, 19 p. (2024). MSC: 62H05 62G10 62F40 62R07 × Cite Format Result Cite Review PDF Full Text: DOI
Durante, F.; Gatto, A.; Ravazzolo, F. Understanding relationships with the aggregate zonal imbalance using copulas. (English) Zbl 07888855 Stat. Methods Appl. 33, No. 2, 513-554 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Djaloud, Toihir Soulaimana; Seck, Cheikh Tidiane Nonparametric kernel estimation of conditional copula density. (English) Zbl 1541.62123 Stat. Probab. Lett. 212, Article ID 110154, 7 p. (2024). MSC: 62H05 62G07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Quessy, Jean-François A general construction of multivariate dependence structures with nonmonotone mappings and its applications. (English) Zbl 07887302 Stat. Sci. 39, No. 3, 391-408 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Malinowski, Roman; Destercke, Sébastien; Dumas, Loïc; Dubois, Emmanuel; Sarrazin, Emmanuelle Uncertainty propagation in stereo matching using copulas. (English) Zbl 07885894 Int. J. Approx. Reasoning 170, Article ID 109191, 16 p. (2024). MSC: 68T37 × Cite Format Result Cite Review PDF Full Text: DOI
Swanepoel, Jan W. H. Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions. (English) Zbl 07881567 Commun. Stat., Theory Methods 53, No. 14, 5280-5296 (2024). MSC: 60E05 62H20 62G32 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Mishra, Hemant K.; Nussbaum, Michael; Wilde, Mark M. On the optimal error exponents for classical and quantum antidistinguishability. (English) Zbl 07880223 Lett. Math. Phys. 114, No. 3, Paper No. 76, 54 p. (2024). MSC: 81P45 62H15 62B10 81P18 62H05 62H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Dongming The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube. (English) Zbl 1547.54010 Inf. Sci. 678, Article ID 120909, 12 p. (2024). Reviewer: Carlo Sempi (Lecce) MSC: 54C35 57N20 54E70 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Bočinec, Filip; Nagy, Stanislav Conditions for equality in Anderson’s theorem. (English) Zbl 1541.62121 Stat. Probab. Lett. 209, Article ID 110094, 8 p. (2024). MSC: 62H05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Fung, Thomas; Seneta, Eugene A theorem on the asymptotics of skew-normal type integrals. (English) Zbl 07878500 Stat. Probab. Lett. 209, Article ID 110080, 7 p. (2024). MSC: 62H20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Fermanian, Jean-David; Poignard, Benjamin Sparse M-estimators in semi-parametric copula models. (English) Zbl 07874428 Bernoulli 30, No. 3, 2475-2500 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Seck, Cheikh Tidiane; Mamane, Salha Strong uniform convergence rates of the linear wavelet estimator of a multivariate copula density. (English) Zbl 1549.62046 S. Afr. Stat. J. 58, No. 1, 35-56 (2024). MSC: 62G07 62G20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nair, N. Unnikrishnan; Vineshkumar, B. Construction of Archimedean copulas using total time on test transforms. (English) Zbl 1549.62061 S. Afr. Stat. J. 58, No. 1, 19-34 (2024). MSC: 62H05 62H20 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Castillo-Mateo, Jorge; Gelfand, Alan E.; Asín, Jesús; Cebrián, Ana C.; Abaurrea, Jesús Bayesian joint quantile autoregression. (English) Zbl 1541.62087 Test 33, No. 1, 335-357 (2024). MSC: 62G08 62F15 62H05 62M10 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alizadeh Ghajari, Zakaria; Zare, Karim; Shokri, Soheil Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling. (English) Zbl 1545.62002 Monte Carlo Methods Appl. 30, No. 2, 137-148 (2024). MSC: 62-08 62F10 62H05 62H12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Bekrizadeh, Hakim Generalized FGM copulas: properties and applications. (English) Zbl 07862746 Commun. Stat., Simulation Comput. 53, No. 2, 744-755 (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Shakoori, Afrooz; Izadi, Muhyiddin; Khaledi, Baha-Eldin Copula based Bayesian data analysis of loss reserving. (English) Zbl 07862745 Commun. Stat., Simulation Comput. 53, No. 2, 727-743 (2024). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Sawadogo, Lassané; Kafando, Delwendé Abdoul-Kabir; Bere, Frédéric; Ouedraogo, Mahamoudou Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times. (English) Zbl 1549.91047 Int. J. Numer. Methods Appl. 24, No. 1, 95-107 (2024). MSC: 91B05 62H05 60K10 45J05 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zezhun; Dassios, Angelos; Tzougas, George EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects. (English) Zbl 1537.91242 Eur. Actuar. J. 14, No. 1, 225-255 (2024). MSC: 91G05 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Berton, Edoardo; Mercuri, Lorenzo An efficient unified approach for spread option pricing in a copula market model. (English) Zbl 1537.91310 Ann. Oper. Res. 336, No. 1-2, 307-329 (2024). MSC: 91G20 62P05 62H05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pumi, Guilherme; Prass, Taiane S.; Lopes, Sílvia R. C. A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274 Stat. Pap. 65, No. 2, 1041-1063 (2024). MSC: 62M10 62F12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Rohrbeck, Christian; Tawn, Jonathan A. Some benefits of standardisation for conditional extremes. (English) Zbl 07858773 Stat 13, No. 1, Paper No. e647, 13 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ouedraogo, Kiswendsida Mahamoudou; Kafando, Delwendé Abdoul-Kabir; Sawadogo, Lassané; Ouedraogo, Francois Xavier; Nitiema, Pierre Clovis Laplace transform for the compound Poisson risk model with a strategy of partial payment of premiums to shareholders and dependence between claim amounts and the time between claims using the Spearman copula. (English) Zbl 1549.62154 Far East J. Theor. Stat. 68, No. 1, 23-39 (2024). MSC: 62P20 62G05 62H05 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Huynh, Toan Luu Duc; Ahmed, Rizwan; Nasir, Muhammad Ali; Shahbaz, Muhammad; Huynh, Ngoc Quang Anh The nexus between black and digital gold: evidence from US markets. (English) Zbl 07856459 Ann. Oper. Res. 334, No. 1-3, 521-546 (2024). MSC: 62Gxx 91Bxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Kojadinovic, Ivan; Yi, Bingqing Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas. (English) Zbl 1539.62135 J. Stat. Plann. Inference 231, Article ID 106132, 24 p. (2024). MSC: 62H05 62G09 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vila, Roberto; Balakrishnan, Narayanaswamy; Saulo, Helton An upper bound and a characterization for Gini’s mean difference based on correlated random variables. (English) Zbl 1537.62048 Stat. Probab. Lett. 207, Article ID 110032, 7 p. (2024). MSC: 62P20 62E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Górecki, Jan; Okhrin, Ostap Hierarchical Archimedean copulas. (English) Zbl 1541.62001 SpringerBriefs in Applied Statistics and Econometrics. Cham: Springer (ISBN 978-3-031-56336-2/pbk; 978-3-031-56337-9/ebook). xii, 120 p. (2024). MSC: 62-01 62H05 62P20 62-04 × Cite Format Result Cite Review PDF Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky On heavy-tailed risks under Gaussian copula: the effects of marginal transformation. (English) Zbl 07846378 J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024). MSC: 62Hxx 60G70 62H05 91G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Finner, Helmut; Roters, Markus On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\). (English) Zbl 07846369 J. Multivariate Anal. 202, Article ID 105295, 12 p. (2024). MSC: 62Hxx 60E15 60E07 62H20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
He, Fuli; Yarahmadi, Ali; Soleymani, Fazlollah Investigation of multivariate pairs trading under copula approach with mixture distribution. (English) Zbl 1545.91293 Appl. Math. Comput. 472, Article ID 128635, 12 p. (2024). MSC: 91G15 62H05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Couso, Inés; Sánchez, Luciano Stochastic dominance and statistical preference for random variables coupled by arbitrary copulas. (English) Zbl 07834350 Int. J. Approx. Reasoning 166, Article ID 109113, 9 p. (2024). MSC: 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Baz, Juan; Pellerey, Franco; Díaz, Irene; Montes, Susana Stochastically ordered aggregation operators. (English) Zbl 07834349 Int. J. Approx. Reasoning 166, Article ID 109110, 17 p. (2024). MSC: 62H05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
De Keyser, Steven; Gijbels, Irène Hierarchical variable clustering via copula-based divergence measures between random vectors. (English) Zbl 07834336 Int. J. Approx. Reasoning 165, Article ID 109090, 22 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Klement, Erich Peter; Kokol Bukovšek, Damjana; Mojškerc, Blaž; Omladič, Matjaž; Saminger-Platz, Susanne; Stopar, Nik Coherence and avoidance of sure loss for standardized functions and semicopulas. (English) Zbl 07834335 Int. J. Approx. Reasoning 165, Article ID 109089, 20 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grübel, R. Ranks, copulas, and permutons. (English) Zbl 1545.60016 Metrika 87, No. 2, 155-182 (2024). Reviewer: Da Wu (Philadelphia) MSC: 60C05 05A05 60J50 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ye, Wuyi; Gao, Lingbo; Liu, Xiaoquan Bubbles and dependence between international equity markets. (English) Zbl 1536.91343 Quant. Finance 24, No. 1, 119-138 (2024). MSC: 91G45 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Mohamed, Heba Soltan; Cordeiro, Gauss M.; Minkah, R.; Yousof, Haitham M.; Ibrahim, Mohamed A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. (English) Zbl 07831701 J. Appl. Stat. 51, No. 2, 348-369 (2024). MSC: 62-XX 60E05 62H05 62E10 62F10 62F15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Peyhardi, Jean; Laroche, Fabien; Mortier, Frédéric Pólya-splitting distributions as stationary solutions of multivariate birth-death processes under extended neutral theory. (English) Zbl 1533.92254 J. Theor. Biol. 582, Article ID 111755, 12 p. (2024). MSC: 92D40 62H05 60J85 × Cite Format Result Cite Review PDF Full Text: DOI
Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Lo, Simon M. S.; Wilke, Ralf A. A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence. (English) Zbl 07823273 J. Multivariate Anal. 201, Article ID 105276, 13 p. (2024). MSC: 62H05 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Kasper, Thimo M. On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence. (English) Zbl 07823272 J. Multivariate Anal. 201, Article ID 105275, 14 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Yici; Sei, Tomonari A proper scoring rule for minimum information bivariate copulas. (English) Zbl 07823268 J. Multivariate Anal. 201, Article ID 105271, 11 p. (2024). MSC: 62Hxx 62F10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kojadinovic, Ivan; Yi, Bingqing A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. (English) Zbl 07823266 J. Multivariate Anal. 201, Article ID 105269, 24 p. (2024). MSC: 62Hxx 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 × Cite Format Result Cite Review PDF Full Text: DOI