Pages that link to "Item:Q5189927"
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The following pages link to Detecting Dependence With Kendall Plots (Q5189927):
Displaying 18 items.
- Graphical tests of independence for general distributions (Q89204) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Measuring reproducibility of high-throughput experiments (Q652341) (← links)
- Diagnostic tools for bivariate accelerated life regression models (Q747379) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Validation of association (Q2306090) (← links)
- Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (Q2323556) (← links)
- Copula Modelling of Nurses’ Agitation-Sedation Rating of ICU Patients (Q3305498) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- (Q5077854) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Estimation of regression parameters in missing data problems (Q5443819) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970331) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
