The following pages link to copula (Q26399):
Displaying 50 items.
- discnorm (Q1352633) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN (Q1623578) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve (Q1663274) (← links)
- Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- Tests for comparison of multiple endpoints with application to omics data (Q1672809) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Dependence measures for perturbations of copulas (Q1697565) (← links)
- Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Analyzing dependent data with vine copulas. A practical guide with R (Q1738351) (← links)
- Generators of copulas and aggregation (Q1749092) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Copula-based slope reliability analysis using the failure domain defined by the \(g\)-line (Q1793406) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment (Q2028809) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Partial identification of latent correlations with binary data (Q2065261) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
- Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data (Q2174524) (← links)
