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Stochastic monotonicity and the Markov product for copulas

Stochastic monotonicity and the Markov product for copulas

K. Siburg
Christopher Strothmann
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Papers citing "Stochastic monotonicity and the Markov product for copulas"

2 / 2 papers shown
Title
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
Thimo M. Kasper
Sebastian Fuchs
W. Trutschnig
56
27
0
12 Jun 2020
A Markov product for tail dependence functions
A Markov product for tail dependence functions
K. Siburg
Christopher Strothmann
34
1
0
21 Mar 2020

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