Add to ORKGThis note contributes to the development of the theory of stochastic dependence by employing the general concept of copula. In particular, it deals with the construction of a new family of non-exchangeable copulas characterizing the multivariate total positivity of order 2 (MTP2) dependence.Autore: Cerqueti, Roy; email: roy.cerqueti@unimc.itAutore: Lupi, Claudio; email: lupi@unimol.i
The modelling of dependence relations between random variables is one of the most widely studied sub...
International audienceIn this paper, we study a semiparametric family of bivariate copulas. The fami...
In order to characterize the dependence of extreme risk, the concept of tail dependence for bivariat...
This note contributes to the development of the theory of stochastic dependence by employing the gen...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicatio...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicati...
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Es...
AbstractIn this paper, we consider different issues related to Archimedean copulae and positive depe...
An investigation is presented of how a comprehensive choice of five most important measures of conco...
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Es...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
This paper deals with the construction of a semi-copula D, not necessarily exchangeable, whose “depe...
International audienceIn this paper, we consider different issues related to Archimedean copulae and...
A new property defined on the class of symmetric copulas is introduced and studied along this note. ...
The modelling of dependence relations between random variables is one of the most widely studied sub...
International audienceIn this paper, we study a semiparametric family of bivariate copulas. The fami...
In order to characterize the dependence of extreme risk, the concept of tail dependence for bivariat...
This note contributes to the development of the theory of stochastic dependence by employing the gen...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicatio...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicati...
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Es...
AbstractIn this paper, we consider different issues related to Archimedean copulae and positive depe...
An investigation is presented of how a comprehensive choice of five most important measures of conco...
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Es...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
This paper deals with the construction of a semi-copula D, not necessarily exchangeable, whose “depe...
International audienceIn this paper, we consider different issues related to Archimedean copulae and...
A new property defined on the class of symmetric copulas is introduced and studied along this note. ...
The modelling of dependence relations between random variables is one of the most widely studied sub...
International audienceIn this paper, we study a semiparametric family of bivariate copulas. The fami...
In order to characterize the dependence of extreme risk, the concept of tail dependence for bivariat...