The following pages link to copula (Q26399):
Displaying 50 items.
- survivalMPLdc (Q133591) (← links)
- ExtremeRisks (Q135352) (← links)
- mvnormalTest (Q138434) (← links)
- depcoeff (Q141082) (← links)
- cascsim (Q141308) (← links)
- COST (Q147190) (← links)
- CopCTS (Q147384) (← links)
- nCopula (Q147462) (← links)
- bivgeom (Q147902) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- sgee (Q152123) (← links)
- vfcp (Q152715) (← links)
- flood (Q154865) (← links)
- pgee.mixed (Q155095) (← links)
- censorcopula (Q156518) (← links)
- PortRisk (Q157069) (← links)
- cases (Q159742) (← links)
- boinet (Q159902) (← 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)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- The empirical beta copula (Q511991) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Additive generators of copulas (Q529111) (← 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)
- multinma (Q1334232) (← links)
- CompAREdesign (Q1334464) (← links)
- MixedIndTests (Q1350285) (← links)
