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Ordinal and percentile clustering
Janowitz, M. F. - In: Mathematical social sciences 2 (1989), pp. 135-186
Persistent link: https://www.econbiz.de/10001083188
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Worst VaR scenarios with given marginals and measures of association
Kaas, R.; Laeven, Roger J. A.; Nelsen, Roger B. - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10009517648
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On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B.; Quesada-Molina, José Juan; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 473-483
Persistent link: https://www.econbiz.de/10003733058