On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas (English)
- New search for: Mai, J.-F.
- New search for: Scherer, M.
- New search for: Mai, J.-F.
- New search for: Scherer, M.
- New search for: Jaworski, Piotr
In:
Copula Theory and its Applications
198
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299-310
;
2010
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ISBN:
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ISSN:
- Conference paper / Print
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Title:On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas
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Contributors:
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Conference:Conference, Copula Theory and its Applications ; 2009 ; Warsaw, Poland
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Published in:Copula Theory and its Applications , 198 ; 299-310LECTURE NOTES IN STATISTICS -NEW YORK- SPRINGER VERLAG , 198 ; 299-310
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Publisher:
- New search for: Springer
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Place of publication:Heidelberg [etc.]
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Publication date:2010-01-01
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Size:12 pages
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Remarks:Includes bibliographical references and index.
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ISBN:
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ISSN:
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Type of media:Conference paper
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Type of material:Print
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Language:English
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Keywords:
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Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents conference proceedings
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 3
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Copula Theory: An IntroductionDurante, F. / Sempi, C. et al. | 2010
- 33
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Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic ProcessesBielecki, T.R. / Jakubowski, J. / Nieweglowski, M. et al. | 2010
- 77
-
Copula EstimationChoros, B. / Ibragimov, R. / Permiakova, E. et al. | 2010
- 93
-
Pair-Copula Constructions of Multivariate CopulasCzado, C. et al. | 2010
- 111
-
Risk AggregationEmbrechts, P. / Puccetti, G. et al. | 2010
- 127
-
Extreme-Value CopulasGudendorf, G. / Segers, J. et al. | 2010
- 147
-
Construction and Sampling of Nested Archimedean CopulasHofert, M. et al. | 2010
- 161
-
Tail Behaviour of CopulasJaworski, P. et al. | 2010
- 187
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Copulae in Reliability Theory (Order Statistics, Coherent Systems)Rychlik, T. et al. | 2010
- 209
-
Copula-Based Measures of Multivariate AssociationSchmid, F. / Schmidt, R. / Blumentritt, T. / Gaisser, S. / Ruppert, M. et al. | 2010
- 237
-
Semi-Copulas and Interpretations of Coincidences Between Stochastic Dependence and AgeingSpizzichino, F. et al. | 2010
- 257
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A Copula-Based Model for Spatial and Temporal Dependence of Equity MarketsCherubini, U. / Gobbi, F. / Mulinacci, S. / Romagnoli, S. et al. | 2010
- 267
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Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log DataErdely, A. / Diaz-Viera, M. et al. | 2010
- 279
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Testing Under the Extended Koziol-Green ModelGaddah, A. / Braekers, R. et al. | 2010
- 289
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Parameter Estimation and Application of the Multivariate Skew t-CopulaKollo, T. / Pettere, G. et al. | 2010
- 299
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On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin CopulasMai, J.-F. / Scherer, M. et al. | 2010
- 311
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Relationships Between Archimedean Copulas and Morgenstern Utility FunctionsSpreeuw, J. et al. | 2010