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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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Limiting dependence structure for credit defaults
Charpentier, Arthur; Juri, Alessandro - 2004
Persistent link: https://www.econbiz.de/10002553887
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Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy - 2014
Persistent link: https://www.econbiz.de/10010376931
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Modeling joint lives within families
Cabrignac, Olivier; Charpentier, Arthur; Gallic, Ewen - 2020
Persistent link: https://www.econbiz.de/10012387206
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From uncertainty to precision: enhancing binary classifier performance through calibration
Machado, Agathe Fernandes; Charpentier, Arthur; … - 2024
Persistent link: https://www.econbiz.de/10014482840
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Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc; Mordant, Gilles; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012179699
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Empirical tail copulas for functional data
Einmahl, John H. J.; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012161555
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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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Edgeworth expansions for the distribution function of the hill estimator
Cuntz, Anke (contributor); Haeusler, Erich (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773646