Dependence analysis via copulas (2015)
- Authors:
- Autor USP: KOLEV, NIKOLAI VALTCHEV - IME
- Unidade: IME
- Assunto: ESTATÍSTICA E PROBABILIDADE
- Language: Inglês
- Imprenta:
- Publisher: ICMC-USP
- Publisher place: São Carlos, SP
- Date published: 2015
- Source:
- Título: Book of abstracts
- Conference titles: Workshop on Probabilistic and Statistical Methods - WPSM
-
ABNT
KOLEV, Nikolai e AGUILERA, Rafael. Dependence analysis via copulas. 2015, Anais.. São Carlos, SP: ICMC-USP, 2015. Disponível em: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf. Acesso em: 11 jan. 2026. -
APA
Kolev, N., & Aguilera, R. (2015). Dependence analysis via copulas. In Book of abstracts. São Carlos, SP: ICMC-USP. Recuperado de http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf -
NLM
Kolev N, Aguilera R. Dependence analysis via copulas [Internet]. Book of abstracts. 2015 ;[citado 2026 jan. 11 ] Available from: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf -
Vancouver
Kolev N, Aguilera R. Dependence analysis via copulas [Internet]. Book of abstracts. 2015 ;[citado 2026 jan. 11 ] Available from: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf - Extended Marshall–Olkin model and its dual version
- Transfer of global measures of dependence into cumulative local
- A modified Marshall-Olkin bivariate exponential distribution
- A new notion of bivariate lack of memory property
- Brazialian Conference on Statistical Modelling in Insurance and Finance: proceedings
- Relative Importance of Risk Sources in Insurance Systems, Edward W. Frees, April 1998
- Joint probability generating function for a vector of arbitrary indicator variables
- The BALM copula
- Minimization of the blocking time of the unreliable Geo/G\sb D/1 queueing system
- A class of continuous bivariate distributions with linear sum of hazard gradient components
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