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Journal of Multivariate Analysis, Volume 201
Volume 201, 2024
- Christopher Blier-Wong
, Hélène Cossette, Sebastien Legros, Etienne Marceau:
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. 105261 - Carole Bernard
Lp-norm spherical copulas. 105262 - Xinyao Fan, Harry Joe:
High-dimensional factor copula models with estimation of latent variables. 105263 - Jonathan Ansari, Ludger Rüschendorf:
Supermodular and directionally convex comparison results for general factor models. 105264 - Takaaki Koike
Comparison of correlation-based measures of concordance in terms of asymptotic variance. 105265 - Sebastian Fuchs
Quantifying directed dependence via dimension reduction. 105266 - Karl Friedrich Siburg, Christopher Strothmann:
Multivariate tail dependence and local stochastic dominance. 105267 - Vincenzo Coia
Copula-based conditional tail indices. 105268 - Ivan Kojadinovic, Bingqing Yi:
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. 105269 - Soumik Purkayastha
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information. 105270 - Yici Chen, Tomonari Sei
A proper scoring rule for minimum information bivariate copulas. 105271 - Jean-François Quessy
The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests. 105272 - Bouchra R. Nasri
Tests of independence and randomness for arbitrary data using copula-based covariances. 105273 - Ostap Okhrin
Penalized estimation of hierarchical Archimedean copula. 105274 - Thimo M. Kasper:
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence. 105275 - Simon M. S. Lo, Ralf Andreas Wilke
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence. 105276 - Moreno Bevilacqua
A flexible Clayton-like spatial copula with application to bounded support data. 105277 - Christian Genest, Ostap Okhrin, Taras Bodnar:
Copula modeling from Abe Sklar to the present day. 105278 - Christian Genest, Ostap Okhrin, Taras Bodnar:
Preface to the Special Issue "Copula modeling from Abe Sklar to the present day". 105280
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