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BY 4.0 license Open Access Published by De Gruyter Open Access September 30, 2021

Special Issue on copulas in memory of Abe Sklar (1925-2020)

  • Giovanni Puccetti EMAIL logo
From the journal Dependence Modeling
https://doi.org/10.1515/demo-2021-0109
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Received: 2021-06-30
Accepted: 2021-07-01
Published Online: 2021-09-30

© 2021 Giovanni Puccetti, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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From the journal
Dependence Modeling
Dependence Modeling
Volume 9 Issue 1
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Journal and Issue

Articles in the same Issue

Regular articles
Generalized Bernoulli process with long-range dependence and fractional binomial distribution
Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
Explaining predictive models using Shapley values and non-parametric vine copulas
Study of partial and average conditional Kendall’s tau
Detecting departures from meta-ellipticity for multivariate stationary time series
Generalized Bernoulli process: simulation, estimation, and application
Asymptotic normality of the relative error regression function estimator for censored and time series data
Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
Detection of arbitrage opportunities in multi-asset derivatives markets
Special Issue in Memory of Abe Sklar
Special Issue on copulas in memory of Abe Sklar (1925-2020)
A tribute to Abe Sklar
On partially Schur-constant models and their associated copulas
On copulas of self-similar Ito processes
Sklar’s theorem, copula products, and ordering results in factor models
On convergence of associative copulas and related results
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
New results on perturbation-based copulas
On a general class of gamma based copulas
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
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