Größer, Joshua; Okhrin, Ostap Copulae: an overview and recent developments. (English) Zbl 07910971 Wiley Interdiscip. Rev., WIREs Comput. Stat. 14, No. 3, Article ID e1557, 22 p. (2022). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Choi, Ji-Eun; Shin, Dong Wan Quantile correlation coefficient: a new tail dependence measure. (English) Zbl 07574177 Stat. Pap. 63, No. 4, 1075-1104 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Shulin; Zhou, Qian M.; Lin, Huazhen Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (English) Zbl 1478.62274 Stat. Pap. 62, No. 4, 1697-1721 (2021). MSC: 62M10 62G10 62H05 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
De Luca, Giovanni; Zuccolotto, Paola Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. (English) Zbl 1520.62086 Int. J. Approx. Reasoning 139, 88-103 (2021). MSC: 62H30 62H05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
De Luca, Giovanni; Zuccolotto, Paola Regime dependent interconnectedness among fuzzy clusters of financial time series. (English) Zbl 07363876 Adv. Data Anal. Classif., ADAC 15, No. 2, 315-336 (2021). MSC: 62H30 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (English) Zbl 1510.62251 Comput. Stat. Data Anal. 159, Article ID 107201, 26 p. (2021). MSC: 62H20 62H05 62H30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lafuente-Rego, B.; D’Urso, P.; Vilar, J. A. Robust fuzzy clustering based on quantile autocovariances. (English) Zbl 1467.62118 Stat. Pap. 61, No. 6, 2393-2448 (2020). MSC: 62H86 62H30 62G08 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
De Luca, Giovanni; Zuccolotto, Paola A double clustering algorithm for financial time series based on extreme events. (English) Zbl 1362.60051 Stat. Risk. Model. 34, No. 1-2, 1-12 (2017). MSC: 60G70 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link