16 Treffer für Schlagwort = "Kopula <Mathematik>"

• Bayesian estimation of generalized partition of unity copulas Masuhr, Andreas Elektronische Ressource, Münster : Center for Quantitative Economics, 2018

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan Elektronische Ressource, [Dortmund] : SFB 823, 2013

• Empirical and sequential empirical copula processes under serial dependence Bücher, Axel ; Volgushev, Stanislav Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan Elektronische Ressource, [Dortmund] : SFB 823, October 7, 2012

• A fluctuation test for constant Spearmans rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Homogeneity testing for skewed and cross-correlated data in regional flood frequency analysis Lilienthal, Jona ; Fried, Roland ; Schumann, Andreas H. Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, April 13, 2016

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, July 27, 2012

• Misspecification in copula-based regression Dette, Holger ; Van Hecke, Ria ; Volgushev, Stanislav Elektronische Ressource, [Dortmund] : SFB 823, September 26, 2013

• Modelling dependence of extreme events in energy markets using tail copulas Jäschke, Stefan ; Siburg, Karl Friedrich ; Stoimenov, Pavel A. Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, 2011

• A note on nonparametric estimation of bivariate tail dependence Bücher, Axel Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, July 16, 2012

• On the robustness of goodness-of-fit tests for copulas Weiß, Gregor Elektronische Ressource, [Dortmund] : SFB 823, 2011

• An order for asymmetry in copulas, and implications for risk management Siburg, Karl Friedrich ; Stehling, Katharina ; Stoimenov, Pavel A. ; Woerner, Jeannette Elektronische Ressource, [Dortmund] : SFB 823, November 13, 2013

• A test for Archimedeanity in bivariate copula models Bücher, Axel ; Dette, Holger ; Volgushev, Stanislav Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Testing asymmetry in dependence with copula-coskewness Bücher, Axel ; Irresberger, Felix ; Weiß, Gregor Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, May 3, 2016

• Weak convergence of the empirical copula process with respect to weighted metrics Berghaus, Betina ; Bücher, Axel ; Volgushev, Stanislav Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, November 21, 2014