On the public citation graph

A note on distortion effects on the strength of bivariate copula tail dependence

0 signed · 18 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jmva.1996.0032openalex-snapshot
Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions
inferredcites →https://doi.org/10.1007/978-1-4757-3076-0openalex-snapshot
An Introduction to Copulas
inferredcites →https://doi.org/10.1007/s001840400330openalex-snapshot
A method to obtain new copulas from a given one
inferredcites →https://doi.org/10.1016/j.fss.2015.08.030openalex-snapshot
On tail dependence coefficients of transformed multivariate Archimedean copulas
inferredcites →https://doi.org/10.1016/j.fss.2015.10.004openalex-snapshot
A directory of families of infinitely extendible Archimedean copulas
inferredcites →https://doi.org/10.1016/j.jmva.2011.05.011openalex-snapshot
Tail order and intermediate tail dependence of multivariate copulas
inferredcites →https://doi.org/10.1023/a:1011459127975openalex-snapshot
A Directory of Coefficients of Tail Dependence
inferredcites →https://doi.org/10.1080/03610920903039506openalex-snapshot
Distorted Copulas: Constructions and Tail Dependence
inferredcites →https://doi.org/10.1080/10920277.1998.10595749openalex-snapshot
“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998
inferredcites →https://doi.org/10.1201/b17116openalex-snapshot
Dependence Modeling with Copulas
inferredcites →https://doi.org/10.2139/ssrn.1032543openalex-snapshot
A Simple Transformation of Copulas
inferredcites →https://doi.org/10.2298/pim0694059bopenalex-snapshot
On some extensions of Karamata’s theory and their applications

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4640753openalex-extracted
Convergence Rate of Tail Dependence Function in Recursive Max-Linear Models on Directed Acyclic Graphs
inferred← citeshttps://doi.org/10.1016/j.energy.2026.140600openalex-snapshot
Risk spillovers among China's conventional energy, new energy and technology stock markets: A novel mixed distorted Copula method
inferred← citeshttps://doi.org/10.1016/j.spl.2021.109235openalex-snapshot
Tail dependence functions of the bivariate Hüsler–Reiss model
inferred← citeshttps://doi.org/10.1080/24754269.2025.2555132openalex-snapshot
Tail dependence of bivariate skew normal triangular array with varying correlation coefficients
inferred← citeshttps://doi.org/10.29220/csam.2023.30.5.467openalex-snapshot
Utilizing a unit Gompertz distorted copula to model dependence in anthropometric data
inferred← citeshttps://doi.org/10.3390/risks8040106openalex-snapshot
New Families of Bivariate Copulas via Unit Lomax Distortion
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.