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Springer电子图书(1)
CNKI学位论文(234)
CNKI期刊论文0611(2)
知网期刊论文(267)
在“
Elsevier电子期刊
”中,
命中:
141
条,耗时:小于0.01 秒
在所有数据库中总计命中:
504
条
1.
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based
copula
approaches
作者:
Syed Jawad Hussain Shahzad
a
;
b
;
jawad.kazmi5@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Safwan Mohd Nor
a
;
c
;
safwan@umt.edu.my" class="auth_mail" title="E-mail the corresponding author
;
Ronald Ravinesh Kumar
d
;
e
;
kumar_RN@usp.ac.fj" class="auth_mail" title="E-mail the corresponding author
;
ronaldkmr15@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Walid Mensi
f
;
g
;
walid.mensi@fsegt.rnu.tn" class="auth_mail" title="E-mail the corresponding author
关键词:
Credit default swap
;
Contagion
;
Wavelet squared coherence
;
Variational mode decomposition
;
Copula
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
2.
On tail dependence coefficients of transformed multivariate
Archimedean
copula
s
作者:
Elena Di Bernardino
a
;
elena.di_bernardino@cnam.fr" class="auth_mail" title="E-mail the corresponding author
;
Didier Rulliè
;
re
b
;
didier.rulliere@univ-lyon1.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
Archimedean
copula
s
;
Tail dependence coefficients
;
Regular variation
;
Transformations of
Archimedean
copula
s
刊名:Fuzzy Sets and Systems
出版年:2016
3.
A directory of families of infinitely extendible
Archimedean
copula
s
作者:
Clark Kimberling
ck6@evansville.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Archimedean
copula
;
Sklar's theorem
;
Kendall's tau
;
Spearman's rho
;
Joint distribution function
刊名:Fuzzy Sets and Systems
出版年:2016
4.
Structure and estimation of Lévy subordinated hierarchical
Archimedean
copula
s (LSHAC): Theory and empirical tests
作者:
Wenjun Zhu
a
;
zhu-wenjun@outlook.com" class="auth_mail" title="E-mail the corresponding author
;
Chou-Wen Wang
b
;
c
;
chouwenwang@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Ken Seng Tan
d
;
kstan@uwaterloo.ca" class="auth_mail" title="E-mail the corresponding author
关键词:
High dimensional modeling
;
Hierarchical
Archimedean
copula
s
;
Lé
;
vy subordinators
;
Downside risk
刊名:Journal of Banking & Finance
出版年:2016
5.
Baire category results for exchangeable
copula
s
作者:
Fabrizio Durante
a
;
fabrizio.durante@unibz.it" class="auth_mail" title="E-mail the corresponding author
;
Juan Ferná
;
ndez-Sá
;
nchez
b
;
juanfernandez@ual.es" class="auth_mail" title="E-mail the corresponding author
;
Wolfgang Trutschnig
c
;
wolfgang@trutschnig.net" class="auth_mail" title="E-mail the corresponding author
关键词:
Copula
;
Archimedean
copula
;
Associativity
;
Exchangeability
;
Baire category
刊名:Fuzzy Sets and Systems
出版年:2016
6.
Snow-melt flood frequency analysis by means of
copula
based 2D probability distributions for the Narew River in Poland
作者:
Bogdan Ozga-Zielinski
a
;
Maurycy Ciupak
b
;
Jan Adamowski
a
;
jan.adamowski@mcgill.ca" class="auth_mail" title="E-mail the corresponding author
;
Bahaa Khalil
c
;
Julien Malard
c
关键词:
Flood frequency analysis (FFA)
;
2D Normal probability distribution
;
Copula
functions
;
Elliptical Gaussian
copula
;
Archimedean
1-parameter Gumbel&ndash
;
Hougaard
copula
;
Goodness-of-fit tests
;
Narew River
;
Poland
刊名:Journal of Hydrology: Regional Studies
出版年:2016
7.
Probabilistic modelling of flood events using the entropy
copula
作者:
Fan Li
a
;
lifan@yzu.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Qian Zheng
b
关键词:
Floods
;
Entropy
copula
;
Dependence structure
;
Multivariate analysis
刊名:Advances in Water Resources
出版年:2016
8.
Stochastic dominance and statistical preference for random variables coupled by an
Archimedean
copula
or by the Fr e ´ chet-Hoeffding upper bound
作者:
Ignacio Montes
imontes@uniovi.es" class="auth_mail" title="E-mail the corresponding author
;
Susana Montes
;
montes@uniovi.es" class="auth_mail" title="E-mail the corresponding author
关键词:
60E15
;
62H30
刊名:Journal of Multivariate Analysis
出版年:2016
9.
Estimation of Hierarchical
Archimedean
Copula
s as a Shortest Path Problem
作者:
Dmytro Matsypura
a
;
dmytro.matsypura@sydney.edu.au
;
Emily Neo
a
;
eneo3177@uni.sydney.edu.au
;
Artem Prokhorov
a
;
b
;
artem.prokhorov@sydney.edu.au
关键词:
C13
刊名:Economics Letters
出版年:2016
10.
Non-exchangeable
copula
s and multivariate total positivity
作者:
Roy Cerqueti
;
a
;
roy.cerqueti@unimc.it" class="auth_mail" title="E-mail the corresponding author
;
Claudio Lupi
b
;
lupi@unimol.it" class="auth_mail" title="E-mail the corresponding author
关键词:
Copula
s
;
MTP2
;
Dependence
;
Non-exchangeability
刊名:Information Sciences
出版年:2016
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