Pages that link to "Item:Q4335636"
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The following pages link to Inferences on the Association Parameter in Copula Models for Bivariate Survival Data (Q4335636):
Displaying 50 items.
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach (Q1018648) (← links)
- Multivariate logistic regression for familial aggregation in age at disease onset (Q1019474) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Assessing gamma frailty models for clustered failure time data (Q1906156) (← links)
- Dynamic optimal strategy for monitoring disease recurrence (Q1933980) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Pricing multivariate European equity option using Gaussians mixture distributions and EVT-based copulas (Q2068279) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Modelling the association in bivariate survival data by using a Bernstein copula (Q2135890) (← links)
- Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions (Q2135933) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas (Q2223347) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Simplified estimation of multivariate duration models with unobserved heterogeneity (Q2271690) (← links)
- Parametric estimation of association in bivariate failure-time data subject to competing risks: sensitivity to underlying assumptions (Q2274674) (← links)
- Proportional cross-ratio model (Q2274691) (← links)
- Copula-based score test for bivariate time-to-event data, with application to a genetic study of AMD progression (Q2274695) (← links)
- Estimation of a bivariate conditional copula when a variable is subject to random right censoring (Q2283572) (← links)
- Association estimation for clustered failure time data with a cure fraction (Q2359473) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- A censored copula model for micro-level claim reserving (Q2421392) (← links)
- Testing of the homogeneity of marginal distributions in copula models (Q2427231) (← links)
- Two-stage estimation in copula models used in family studies (Q2432622) (← links)
- Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models (Q2447403) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- The meta-analytic framework for the evaluation of surrogate endpoints in clinical trials (Q2475730) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- A diagnostic for association in bivariate survival models (Q2575272) (← links)
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications (Q2665863) (← links)