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@article{DBLP:journals/ma/BirrKV19, author = {Stefan Birr and Tobias Kley and Stanislav Volgushev}, title = {Model assessment for time series dynamics using copula spectral densities: {A} graphical tool}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {122--146}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.03.003}, doi = {10.1016/J.JMVA.2019.03.003}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/BirrKV19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/CastanerCLL19, author = {Anna Casta{\~{n}}er and Maria Merc{\`{e}} Claramunt and Claude Lef{\`{e}}vre and St{\'{e}}phane Loisel}, title = {Partially Schur-constant models}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {47--58}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.01.007}, doi = {10.1016/J.JMVA.2019.01.007}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/CastanerCLL19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/CossetteGMR19, author = {H{\'{e}}l{\`{e}}ne Cossette and Simon{-}Pierre Gadoury and Etienne Marceau and Christian Y. Robert}, title = {Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {59--83}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.03.008}, doi = {10.1016/J.JMVA.2019.03.008}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/CossetteGMR19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/CoteG19, author = {Marie{-}Pier C{\^{o}}t{\'{e}} and Christian Genest}, title = {Dependence in a background risk model}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {28--46}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2018.11.012}, doi = {10.1016/J.JMVA.2018.11.012}, timestamp = {Sat, 09 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/CoteG19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/EngelPS19, author = {Janina Engel and Andrea Pagano and Matthias Scherer}, title = {Reconstructing the topology of financial networks from degree distributions and reciprocity}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {210--222}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.01.008}, doi = {10.1016/J.JMVA.2019.01.008}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/EngelPS19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/GandyV19, author = {Axel Gandy and Luitgard Anna Maria Veraart}, title = {Adjustable network reconstruction with applications to {CDS} exposures}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {193--209}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2018.08.011}, doi = {10.1016/J.JMVA.2018.08.011}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/GandyV19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/HofertOPZ19, author = {Marius Hofert and Wayne Oldford and Avinash Prasad and Mu Zhu}, title = {A framework for measuring association of random vectors via collapsed random variables}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {5--27}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.02.012}, doi = {10.1016/J.JMVA.2019.02.012}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/HofertOPZ19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/KrupskiiJ19, author = {Pavel Krupskii and Harry Joe}, title = {Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {147--161}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.02.013}, doi = {10.1016/J.JMVA.2019.02.013}, timestamp = {Sat, 09 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/KrupskiiJ19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/NafPP19, author = {Jeffrey N{\"{a}}f and Marc S. Paolella and Pawel Polak}, title = {Heterogeneous tail generalized {COMFORT} modeling via Cholesky decomposition}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {84--106}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.02.004}, doi = {10.1016/J.JMVA.2019.02.004}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/NafPP19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/NaglerBC19, author = {Thomas Nagler and C. Bumann and Claudia Czado}, title = {Model selection in sparse high-dimensional vine copula models with an application to portfolio risk}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {180--192}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.03.004}, doi = {10.1016/J.JMVA.2019.03.004}, timestamp = {Sat, 05 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/ma/NaglerBC19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/NasriR19, author = {Bouchra R. Nasri and Bruno N. R{\'{e}}millard}, title = {Copula-based dynamic models for multivariate time series}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {107--121}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.03.002}, doi = {10.1016/J.JMVA.2019.03.002}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/NasriR19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/NeslehovaFMS19, author = {Johanna Neslehov{\'{a}} and Anne{-}Laure Foug{\`{e}}res and Alexander J. McNeil and Matthias Scherer}, title = {Editorial for the Special Issue on dependence models}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {1--4}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.03.009}, doi = {10.1016/J.JMVA.2019.03.009}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/NeslehovaFMS19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/ma/PerroneSU19, author = {Elisa Perrone and Liam Solus and Caroline Uhler}, title = {Geometry of discrete copulas}, journal = {J. Multivar. Anal.}, volume = {172}, pages = {162--179}, year = {2019}, url = {https://doi.org/10.1016/j.jmva.2019.01.014}, doi = {10.1016/J.JMVA.2019.01.014}, timestamp = {Sat, 22 Feb 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/ma/PerroneSU19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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