Stop the war!Остановите войну!
for scientists:
default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSearch dblp for Publications
export results for "toc:db/journals/ma/ma172.bht:"
download as .bib file
@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}
}
a service of 
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
retrieved on 2024-04-25 00:58 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
