Found 32 Documents (Results 1–32)
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence. (English) Zbl 07823272
MSC:
62H05
The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests. (English) Zbl 07823269
On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform. (English) Zbl 07739927
A law of uniform seniority for dependent lives. (English) Zbl 1480.91205
Reviewer: Klaus D. Schmidt (Dresden)
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. (English) Zbl 1473.62160
Nonparametric Archimedean generator estimation with implications for multiple testing. (English) Zbl 1457.62102
Modelling hierarchical clustered censored data with the hierarchical Kendall copula. (English. French summary) Zbl 1466.62399
Asymmetric copulas and their application in design of experiments. (English) Zbl 1429.60024
Saminger-Platz, Susanne (ed.) et al., On logical, algebraic, and probabilistic aspects of fuzzy set theory. Cham: Springer. Stud. Fuzziness Soft Comput. 336, 157-172 (2018).
On tail dependence coefficients of transformed multivariate Archimedean copulas. (English) Zbl 1383.62160
On the estimation of Pareto fronts from the point of view of copula theory. (English) Zbl 1390.62043
Cluster analysis of time series via Kendall distribution. (English) Zbl 1337.62258
Grzegorzewski, Przemysław (ed.) et al., Strengthening links between data analysis and soft computing. Collected papers based on the presentations at the 7th international conference on soft methods in probability and statistics, SMPS 2014, Warsaw, Poland, September 22–24, 2014. Cham: Springer (ISBN 978-3-319-10764-6/pbk; 978-3-319-10765-3/ebook). Advances in Intelligent Systems and Computing 315, 209-216 (2015).
COPICA – independent component analysis via copula techniques. (English) Zbl 1331.65027
MSC:
65C60
62H25
Kendall’s tau and Spearman’s rho for \(n\)-dimensional Archimedean copulas and their asymptotic properties. (English) Zbl 1327.62358
Nonparametric estimation of the tree structure of a nested Archimedean copula. (English) Zbl 1506.62163
Copula calibration. (English) Zbl 1325.62108
MSC:
62H05
Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit. (English) Zbl 1288.62095
Hierarchical Kendall copulas: properties and inference. (English. French summary) Zbl 1349.62172
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (English) Zbl 1287.62005
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