A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658): Difference between revisions

@@ Property / cites work @@
+\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
+Normal rank
@@ Property / cites work @@
+On a Test of Independence in a Bivariate Exponential Distribution
+Normal rank
@@ Property / cites work @@
+Dependence structures for multivariate high-frequency data in finance
+Normal rank
@@ Property / cites work @@
+The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach
+Normal rank
@@ Property / cites work @@
+Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
+Normal rank
@@ Property / cites work @@
+Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach
+Normal rank
@@ Property / cites work @@
+Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001781
@@ Property / cites work: Q4001781 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4375492
@@ Property / cites work: Q4375492 / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Q5386477
@@ Property / cites work: Q5386477 / rank @@
+Normal rank
@@ Property / cites work @@
+The Copula Information Criteria
@@ Property / cites work: The Copula Information Criteria / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring
+Normal rank
@@ Property / cites work @@
+Moment-based estimation of extendible Marshall-Olkin copulas
+Normal rank
@@ Property / cites work @@
+Weighted Marshall–Olkin bivariate exponential distribution
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of the two-stage estimation method for copula-based models
+Normal rank
@@ Property / cites work @@
+Model selection of copulas: AIC versus a cross validation copula information criterion
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation from Incomplete Observations
+Normal rank
@@ Property / cites work @@
+Comparison of semiparametric and parametric methods for estimating copulas
+Normal rank
@@ Property / cites work @@
+Comparison of three semiparametric methods for estimating dependence parameters in copula models
+Normal rank
@@ Property / cites work @@
+Bivariate generalized exponential distribution
@@ Property / cites work: Bivariate generalized exponential distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating Copulas
@@ Property / cites work: Simulating Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas: concepts and novel applications
@@ Property / cites work: Copulas: concepts and novel applications / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Parameters of a Multivariate Exponential Distribution
+Normal rank
@@ Property / cites work @@
+Inference properties of a one-parameter curved exponential family of distributions with given marginals
+Normal rank
@@ Property / cites work @@
+The bivariate generalized linear failure rate distribution and its multivariate extension
+Normal rank
@@ Property / cites work @@
+A new class of bivariate distributions and its mixture
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127625073
@@ Property / Wikidata QID: Q127625073 / rank @@
+Normal rank