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Copulas: concepts and novel applications

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  • Kouros Owzar
  • Pranab Kumar Sen

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  • Kouros Owzar & Pranab Kumar Sen, 2003. "Copulas: concepts and novel applications," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 323-353.
  • Handle: RePEc:mtn:ancoec:030301
    as

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    File URL: ftp://metron.sta.uniroma1.it/RePEc/articoli/2003-3-323-353.pdf
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    References listed on IDEAS

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    1. Dabrowska, Dorota M., 1989. "Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 308-325, May.
    2. Rivest, Louis-Paul & Wells, Martin T., 2001. "A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 138-155, October.
    3. Fisher N. I. & Switzer P., 2001. "Graphical Assessment of Dependence: Is a Picture Worth 100 Tests?," The American Statistician, American Statistical Association, vol. 55, pages 233-239, August.
    4. Genest, Christian & Rivest, Louis-Paul, 2001. "On the multivariate probability integral transformation," Statistics & Probability Letters, Elsevier, vol. 53(4), pages 391-399, July.
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    Cited by:

    1. Bruce L. Jones & Ricardas Zitikis, 2005. "Testing for the order of risk measures: an application of L-statistics in actuarial science," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 193-211.
    2. Palayangoda, Lochana K. & Ng, Hon Keung Tony, 2021. "Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    3. Calabrese, Raffaella & Osmetti, Silvia Angela, 2019. "A new approach to measure systemic risk: A bivariate copula model for dependent censored data," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1053-1064.

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