objection 发表于 2025-3-25 06:29:53
http://reply.papertrans.cn/24/2382/238185/238185_21.pngV洗浴 发表于 2025-3-25 09:00:48
http://reply.papertrans.cn/24/2382/238185/238185_22.png谷类 发表于 2025-3-25 13:57:00
When Gumbel met Galambos,The well known bivariate Gumbel and Galambos copulas have analytical forms whose similarity is intriguing. As explored here, several deep connections indeed exist between these two parametric families of copulas in any dimension.母猪 发表于 2025-3-25 19:53:22
On the Conditional Value-at-Risk (CoVaR) in copula setting,This survey is dedicated to an application of copula methodology to systemic risk management. We deal with the modified Conditional Value-at-Risk (Co- VaR) for various families of copulas. We study to what extent the tail behaviour of the copula determines the limiting performance of the CoVaR when the conditioning event is becoming more extreme.CERE 发表于 2025-3-25 22:09:49
http://reply.papertrans.cn/24/2382/238185/238185_25.pngA简洁的 发表于 2025-3-26 01:01:31
http://reply.papertrans.cn/24/2382/238185/238185_26.png异常 发表于 2025-3-26 05:35:23
http://reply.papertrans.cn/24/2382/238185/238185_27.pngcustody 发表于 2025-3-26 09:13:58
http://reply.papertrans.cn/24/2382/238185/238185_28.pngSPASM 发表于 2025-3-26 12:53:34
Copula-based piecewise regression,efore they lead to monotone regression functions, which makes them not suitable for dependence relationships that imply or suggest a non-monotone regression function. A gluing copula approach is proposed to decompose the underlying copula into totally ordered copulas that once combined may lead to a non-monotone regression function.邪恶的你 发表于 2025-3-26 20:43:56
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