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Content
November 2015, Volume 3, Issue 1
- 1-12 A theory for non-linear prediction approach in the presence of vague variables: with application to BMI monitoring
by Pourmousa R. & Rezapour M. & Mashinchi M. - 1-25 On the tail dependence in bivariate hydrological frequency analysis
by Lekina Alexandre & Chebana Fateh & Ouarda Taha B. M. J.
October 2014, Volume 2, Issue 1
- 1-16 Copula-based dependence measures
by Liebscher Eckhard
March 2014, Volume 2, Issue 1
- 1-8 A note on the Galambos copula and its associated Bernstein function
by Mai Jan-Frederik
2014, Volume 2, Issue 1
- 1-21 Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
by Jakob Kevin & Fischer Matthias
December 2014, Volume 2, Issue 1
- 1-15 Some New Random Effect Models for Correlated Binary Responses
by Tounkara Fodé & Rivest Louis-Paul
November 2014, Volume 2, Issue 1
- 1-8 Solution to an open problem about a transformation on the space of copulas
by Durante Fabrizio & Fernández-Sánchez Juan & Trutschnig Wolfgang
June 2014, Volume 2, Issue 1
- 1-19 Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
by Dutfoy Anne & Parey Sylvie & Roche Nicolas
January 2014, Volume 1, Issue 2013
- 65-93 Prediction of time series by statistical learning: general losses and fast rates
by Alquier Pierre & Li Xiaoyin & Wintenberger Olivier
October 2013, Volume 1, Issue 2013
- 1-36 On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
by Di Bernardino Elena & Rullière Didier - 37-53 Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
by Bernard Carole & Liu Yuntao & MacGillivray Niall & Zhang Jinyuan
December 2013, Volume 1, Issue 2013
- 54-64 Are law-invariant risk functions concave on distributions?
by Acciaio Beatrice & Svindland Gregor - 94-110 Dependence of Stock Returns in Bull and Bear Markets
by Dobric Jadran & Frahm Gabriel & Schmid Friedrich
January 2013, Volume 1, Issue 2013
- 65-93 Prediction of time series by statistical learning: general losses and fast rates
by Alquier Pierre & Li Xiaoyin & Wintenberger Olivier - 94-110 Dependence of Stock Returns in Bull and Bear Markets
by Dobric Jadran & Frahm Gabriel & Schmid Friedrich