The following pages link to copula (Q19960):
Displaying 50 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Model-based clustering using copulas with applications (Q340862) (← links)
- Application of copulas to multivariate control charts (Q393636) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Estimating equations and diagnostic techniques applied to zero-inflated models for panel data (Q457967) (← links)
- The empirical beta copula (Q511991) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Partial correlation with copula modeling (Q901505) (← links)
- How general is the Vale-Maurelli simulation approach? (Q906054) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN (Q1623578) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve (Q1663274) (← links)
- Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- Tests for comparison of multiple endpoints with application to omics data (Q1672809) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Dependence measures for perturbations of copulas (Q1697565) (← links)
