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Dependence Modeling: Special Issue for the Salzburg Workshop on Dependence Models & Copulas

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CONTENTS


  

Characterizations of bivariate conic, extreme value, and Archimax copulas
Saminger-Platz, Susanne / Arias-García, José De Jesús  / Mesiar, Radko / Klement, Erich Peter 

  

VaR bounds in models with partial dependence information on subgroups
Rüschendorf, Ludger / Witting, Julian

   

Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
Górecki, J. / Hofert, M. / Holeňa, M.

 

Nonparametric estimation of simplified vine copula models: comparison of methods
Nagler, Thomas / Schellhase, Christian / Czado, Claudia

 

Inference for copula modeling of discrete data: a cautionary tale and some facts
Faugeras, Olivier P.

 

On Truncation Invariant Copulas and their Estimation
Jaworski, Piotr