Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study (Q5416442): Difference between revisions

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-Elena Pelican
@@ Property / author: Elena Pelican / rank @@
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+Elena Pelican
@@ Property / author: Elena Pelican / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2013.770148
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+W2064173670
@@ Property / OpenAlex ID: W2064173670 / rank @@
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@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Proof of the Ergodic Theorem
@@ Property / cites work: Proof of the Ergodic Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Probability distributions with given multivariate marginals
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@@ Property / cites work @@
+The net Bayes premium with dependence between the risk profiles
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@@ Property / cites work @@
+Q5553606
@@ Property / cites work: Q5553606 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties and applications of the sarmanov family of bivariate distributions
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
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