An Introduction to Copulas

Nelsen, Roger B.·1999·Lecture Notes in Statistics

DOI 10.1007/978-1-4757-3076-0

Open this paper in CoChat — free account

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

Integrity signals

Registry

Crossref · 10.1007/978-1-4757-3076-0

Cites

Statistics

Claims the paper makes

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

Self-check

Percentages, sums and reported differences re-computed from the paper’s own numbers.

The self-check needs the paper’s full text.

Variational Mode Decomposition
Dragomiretskiy, K., & Zosso, D. (2014) · IEEE Transactions on Signal Processing · doi:10.1109/tsp.2013.2288675 · Cited by 9,184
Sparse and Compositionally Robust Inference of Microbial Ecological Networks
Kurtz, Z. D., Müller, C. L., Miraldi, E. R., Littman, D. R., Blaser, M. J., & Bonneau, R. A. (2015) · PLOS Computational Biology · doi:10.1371/journal.pcbi.1004226 · Cited by 1,799
Crop yield sensitivity of global major agricultural countries to droughts and the projected changes in the future
Leng, G., & Hall, J. (2019) · Science of The Total Environment · doi:10.1016/j.scitotenv.2018.10.434 · Cited by 729
Cognitive internet of things: A new paradigm beyond connection
Wu, Q., Ding, G., Xu, Y., Feng, S., Du, Z., Wang, J., & Long, K. (2014) · IEEE Internet of Things Journal · doi:10.1109/jiot.2014.2311513 · Cited by 550
An introduction and survey of estimation of distribution algorithms
Hauschild, M., & Pelikan, M. (2011) · Swarm and Evolutionary Computation · doi:10.1016/j.swevo.2011.08.003 · Cited by 478
The analysis of multivariate longitudinal data: A review
Verbeke, G., Fieuws, S., Molenberghs, G., & Davidian, M. (2014) · Statistical Methods in Medical Research · doi:10.1177/0962280212445834 · Cited by 290
TimeDelay-ARACNE: reverse engineering of gene networks from time-course data by an information theoretic approach
Zoppoli, P., Morganella, S., & Ceccarelli, M. (2010) · BMC Bioinformatics · doi:10.1186/1471-2105-11-154 · Cited by 248
On the distributional transform, Sklar’s theorem, and the empirical copula process
Rüschendorf, L. (2009) · Journal of Statistical Planning and Inference · doi:10.1016/j.jspi.2009.05.030 · Cited by 259
Endogeneity in stochastic frontier models
Amsler, C., Prokhorov, A., & Schmidt, P. (2016) · Journal of Econometrics · doi:10.1016/j.jeconom.2015.06.013 · Cited by 251
Variance-based sensitivity indices for models with dependent inputs
Mara, T. A., & Tarantola, S. (2012) · Reliability Engineering & System Safety · doi:10.1016/j.ress.2011.08.008 · Cited by 246
Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance
Hooker, G., Mentch, L., & Zhou, S. (2021) · Statistics and Computing · doi:10.1007/s11222-021-10057-z · Cited by 264
Statistical determination of synergy based on Bliss definition of drugs independence
Demidenko, E., & Miller, T. W. (2019) · PLOS ONE · doi:10.1371/journal.pone.0224137 · Cited by 187
Prediction of understory vegetation cover with airborne lidar in an interior ponderosa pine forest
Wing, B. M., Ritchie, M. W., Boston, K., Cohen, W. B., Gitelman, A., & Olsen, M. J. (2012) · Remote Sensing of Environment · doi:10.1016/j.rse.2012.06.024 · Cited by 150
Quantile treatment effects in difference in differences models with panel data
Callaway, B., & Li, T. (2019) · Quantitative Economics · doi:10.3982/qe935 · Cited by 110
Credibility using copulas
Frees, E. W., & Wang, P. (2005) · North American Actuarial Journal · doi:10.1080/10920277.2005.10596196 · Cited by 100
A copula-based model for multivariate non-normal longitudinal data: Analysis of a dose titration safety study on a new antidepressant
Lambert, P., & Vandenhende, F. (2002) · Statistics in Medicine · doi:10.1002/sim.1249 · Cited by 86
Derivatives and Fisher information of bivariate copulas
Schepsmeier, U., & Stöber, J. (2014) · Statistical Papers · doi:10.1007/s00362-013-0498-x · Cited by 66
An Evaluation of Impacts of DEM Resolution and Parameter Correlation on TOPMODEL Modeling Uncertainty
Lin, K., Zhang, Q., & Chen, X. (2010) · Journal of Hydrology · doi:10.1016/j.jhydrol.2010.09.012 · Cited by 58
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
Prokhorov, A., & Schmidt, P. (2009) · Journal of Econometrics · doi:10.1016/j.jeconom.2009.06.002 · Cited by 49
Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables
Lamboni, M., & Kucherenko, S. (2021) · Reliability Engineering & System Safety · doi:10.1016/j.ress.2021.107519 · Cited by 44
Estimating concurrent climate extremes: A conditional approach
Huang, W. K., Monahan, A. H., & Zwiers, F. W. (2021) · Weather and Climate Extremes · doi:10.1016/j.wace.2021.100332 · Cited by 23

Authors: Nelsen, R. B.
Venue: Lecture Notes in Statistics
Publisher: Springer New York
Published: 1999
ISSN: 0930-0325 (ISSN-L)
DOI: 10.1007/978-1-4757-3076-0
OpenAlex: W2119436275
Cited by: 7,744
References: 0
FWCI: 49.17
Type: book
Language: en
Open access: closed

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review