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Kriging for interpolation in random simulation
Beers, Wim C. M. van (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617287
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Convergence of archimedean copulas
Charpentier, Arthur (contributor); Segers, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003314853
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Lower tail dependence for archimedean copulas: characterizations and pitfalls
Charpentier, Arthur (contributor); Segers, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003314856
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A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea - 2009
Persistent link: https://www.econbiz.de/10003865602
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Modeling within- and across-customer association in lifetime value with copulas
Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008664215
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Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.; Akker, Ramon van den - 2010
Persistent link: https://www.econbiz.de/10008746125
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003736683
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An M-estimator of spatial tail dependence
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; … - 2014
Persistent link: https://www.econbiz.de/10010395535
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Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253