# Dependence Modeling
2013 - 2023
Current editor(s): *Giovanni Puccetti* From De Gruyter Bibliographic data for series maintained by Peter Golla (). Access Statistics for this journal.
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**Volume 11, month January, 2023**
- Joint lifetime modeling with matrix distributions pp. 22
*Albrecher Hansjörg*, *Bladt Martin* and *Müller Alaric J. A.*
- Testing for explosive bubbles: a review pp. 26
*Skrobotov Anton*
**Volume 10, month January, 2022**
- Nonparametric C- and D-vine-based quantile regression pp. 1-21
*Tepegjozova Marija*, *Zhou Jing*, *Claeskens Gerda* and *Czado Claudia*
- A topological proof of Sklar’s theorem in arbitrary dimensions pp. 22-28
*Benth Fred Espen*, *Nunno Giulia Di* and *Schroers Dennis*
- About the exact simulation of bivariate (reciprocal) Archimax copulas pp. 29-47
*Mai Jan-Frederik*
- The stopped clock model pp. 48-57
*Ferreira Helena* and *Ferreira Marta*
- Disentangling the impact of mean reversion in estimating policy response with dynamic panels pp. 58-86
*Galina Besstremyannaya* and *Golovan Sergei*
- Time series with infinite-order partial copula dependence pp. 87-107
*Bladt Martin* and *McNeil Alexander J.*
- On correlated measurement errors in the Schwartz–Smith two-factor model pp. 108-122
*Han Jun S.*, *Kordzakhia Nino*, *Shevchenko Pavel V.* and *Trück Stefan*
- Dependence modeling in stochastic frontier analysis pp. 123-144
*Mamonov Mikhail E.*, *Christopher Parmeter* and *Prokhorov Artem B.*
- Technical and allocative inefficiency in production systems: a vine copula approach pp. 145-158
*Zhai Jian*, *James Robert* and *Prokhorov Artem*
- Equity returns and sentiment pp. 159-176
*Huang Zibin* and *Ibragimov Rustam*
- Networks of causal relationships in the U.S. stock market pp. 177-190
*Shirokikh Oleg*, *Pastukhov Grigory*, *Semenov Alexander*, *Butenko Sergiy*, *Veremyev Alexander*, *Boginski Vladimir* and *Pasiliao Eduardo L.*
- Predictability of cryptocurrency returns: evidence from robust tests pp. 191-206
*He Siyun* and *Ibragimov Rustam*
- Applying spline-based phase analysis to macroeconomic dynamics pp. 207-214
*Lyudmila Gadasina* and *Lyudmila Vyunenko*
- Analyzing and forecasting financial series with singular spectral analysis pp. 215-224
*Makshanov Andrey*, *Musaev Alexander* and *Grigoriev Dmitry*
- Stable tail dependence functions – some basic properties pp. 225-235
*Ressel Paul*
- A combinatorial proof of the Gaussian product inequality beyond the MTP2 case pp. 236-244
*Genest Christian* and *Ouimet Frédéric*
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence pp. 245-269
*Griessenberger Florian* and *Trutschnig Wolfgang*
- Fast inference methods for high-dimensional factor copulas pp. 270-289
*Verhoijsen Alex* and *Krupskiy Pavel*
- Multiple inflated negative binomial regression for correlated multivariate count data pp. 290-307
*Mathews Joseph*, *Bhattacharya Sumangal*, *Das Ishapathik* and *Sen Sumen*
- Implementing Markovian models for extendible Marshall–Olkin distributions pp. 308-343
*Sloot Henrik*
**Volume 9, month January, 2021**
- Generalized Bernoulli process with long-range dependence and fractional binomial distribution pp. 1-12
*Lee Jeonghwa*
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities pp. 13-42
*Šeliga Adam*, *Kauers Manuel*, *Saminger-Platz Susanne*, *Mesiar Radko*, *Kolesárová Anna* and *Klement Erich Peter*
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case pp. 43-61
*Monica Billio*, *Frattarolo Lorenzo* and *Guégan Dominique*
- Explaining predictive models using Shapley values and non-parametric vine copulas pp. 62-81
*Aas Kjersti*, *Nagler Thomas*, *Jullum Martin* and *Løland Anders*
- Study of partial and average conditional Kendall’s tau pp. 82-120
*Gijbels Irène* and *Matterne Margot*
- Detecting departures from meta-ellipticity for multivariate stationary time series pp. 121-140
*Bücher Axel*, *Jaser Miriam* and *Min Aleksey*
- Generalized Bernoulli process: simulation, estimation, and application pp. 141-155
*Lee Jeonghwa*
- Asymptotic normality of the relative error regression function estimator for censored and time series data pp. 156-178
*Bouhadjera Feriel* and *Saïd Elias Ould*
- Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application pp. 179-198
*Mercadier Cécile* and *Ressel Paul*
- Special Issue on copulas in memory of Abe Sklar (1925-2020) pp. 199-199
*Giovanni Puccetti*
- A tribute to Abe Sklar pp. 200-224
*Genest Christian*
- On partially Schur-constant models and their associated copulas pp. 225-242
*Lefèvre Claude*
- On copulas of self-similar Ito processes pp. 243-266
*Jaworski Piotr* and *Krzywda Marcin*
- Sklar’s theorem, copula products, and ordering results in factor models pp. 267-306
*Ansari Jonathan* and *Rüschendorf Ludger*
- On convergence of associative copulas and related results pp. 307-326
*Kasper Thimo M.*, *Fuchs Sebastian* and *Trutschnig Wolfgang*
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas pp. 327-346
*Pfeifer Dietmar* and *Ragulina Olena*
- New results on perturbation-based copulas pp. 347-373
*Saminger-Platz Susanne*, *Kolesárová Anna*, *Šeliga Adam*, *Mesiar Radko* and *Klement Erich Peter*
- On a general class of gamma based copulas pp. 374-384
*Arnold Barry C.* and *Arvanitis Matthew*
- Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors pp. 385-393
*Mesfioui Mhamed* and *Trufin Julien*
- Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes pp. 394-423
*Foschi Rachele*, *Nappo Giovanna* and *Spizzichino Fabio L.*
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin pp. 424-438
*Beaulieu Guillaume Boglioni*, *Lafaye de Micheaux Pierre* and *Ouimet Frédéric*
- Detection of arbitrage opportunities in multi-asset derivatives markets pp. 439-459
*Papapantoleon Antonis* and *Sarmiento Paulo Yanez*
**Volume 8, month January, 2020**
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property pp. 1-33
*Nappo Giovanna* and *Spizzichino Fabio*
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property pp. 1-33
*Nappo Giovanna* and *Spizzichino Fabio*
- The gentleman copulist: An interview with Carlo Sempi pp. 34-44
*Genest Christian* and *Scherer Matthias*
- The gentleman copulist: An interview with Carlo Sempi pp. 34-44
*Genest Christian* and *Scherer Matthias*
- Modelling with star-shaped distributions pp. 45-69
*Liebscher Eckhard* and *Richter Wolf-Dieter*
- Modelling with star-shaped distributions pp. 45-69
*Liebscher Eckhard* and *Richter Wolf-Dieter*
- Checkerboard copula defined by sums of random variables pp. 70-92
*Kuzmenko Viktor*, *Salam Romel* and *Uryasev Stan*
- Checkerboard copula defined by sums of random variables pp. 70-92
*Kuzmenko Viktor*, *Salam Romel* and *Uryasev Stan*
- Insurance applications of dependence modeling: An interview with Edward (Jed) Frees pp. 93-106
*Genest Christian* and *Scherer Matthias*
- Insurance applications of dependence modeling: An interview with Edward (Jed) Frees pp. 93-106
*Genest Christian* and *Scherer Matthias*
- The deFinetti representation of generalised Marshall–Olkin sequences pp. 107-118
*Sloot Henrik*
- The deFinetti representation of generalised Marshall–Olkin sequences pp. 107-118
*Sloot Henrik*
- Bayesian estimation of generalized partition of unity copulas pp. 119-131
*Masuhr Andreas* and *Trede Mark*
- Bayesian estimation of generalized partition of unity copulas pp. 119-131
*Masuhr Andreas* and *Mark Trede*
- Bivariate box plots based on quantile regression curves pp. 132-156
*Navarro Jorge*
- Bivariate box plots based on quantile regression curves pp. 132-156
*Navarro Jorge*
- Bayesian credibility premium with GB2 copulas pp. 157-171
*Jeong Himchan* and *Valdez Emiliano A.*
- Bayesian credibility premium with GB2 copulas pp. 157-171
*Jeong Himchan* and *Valdez Emiliano A.*
- Optimizing effective numbers of tests by vine copula modeling pp. 172-185
*Steffen Nico* and *Dickhaus Thorsten*
- Lorenz-generated bivariate Archimedean copulas pp. 186-209
*Fontanari Andrea*, *Cirillo Pasquale* and *Cornelis Oosterlee*
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay pp. 210-220
*Mai Jan-Frederik*
- Nonparametric relative recursive regression pp. 221-238
*Slaoui Yousri* and *Khardani Salah*
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference pp. 239-253
*Bernard Carole* and *Müller Alfred*
- Quadratic transformation of multivariate aggregation functions pp. 254-261
*Boonmee Prakassawat* and *Tasena Santi*
- Erratum regarding “Optimizing effective numbers of tests by vine copula modeling” pp. 262-262
*Steffen Nico* and *Dickhaus Thorsten*
- Detecting and modeling critical dependence structures between random inputs of computer models pp. 263-297
*Benoumechiara Nazih*, *Bousquet Nicolas*, *Michel Bertrand* and *Saint-Pierre Philippe*
- State dependent correlations in the Vasicek default model pp. 298-329
*Metzler A.*
- A new extreme value copula and new families of univariate distributions based on Freund’s exponential model pp. 330-360
*Guzmics Sándor* and *Pflug Georg Ch.*
- Multivariate medial correlation with applications pp. 361-372
*Ferreira Helena* and *Ferreira Marta*
- Two symmetric and computationally efficient Gini correlations pp. 373-395
*Vanderford Courtney*, *Sang Yongli* and *Dang Xin*
- On quantile based co-risk measures and their estimation pp. 396-416
*Fuchs Sebastian* and *Trutschnig Wolfgang*
- Copula modeling for discrete random vectors pp. 417-440
*Geenens Gery*
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