Pages that link to "Item:Q2786295"
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The following pages link to Copula Modeling: An Introduction for Practitioners (Q2786295):
Displayed 36 items.
- Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics (Q3020439) (← links)
- Stochastic frontier models with dependent error components (Q3499434) (← links)
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers (Q4558857) (← links)
- Bivariate copulas on the Hotelling's <i>T</i><sup>2</sup> control chart (Q4563420) (← links)
- A new model for interdependent durations (Q4625071) (← links)
- The Gaussian Polytree EDA with Copula Functions and Mutations (Q4649203) (← links)
- Small sample estimation properties of longitudinal count models (Q4914955) (← links)
- Analyzing bivariate ordinal data with CUB margins (Q4971424) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- A Bayesian semiparametric Gaussian copula approach to a multivariate normality test (Q5033941) (← links)
- (Q5039916) (← links)
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447) (← links)
- Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables (Q5086140) (← links)
- Uncovering Characteristic Response Paths of a Population (Q5087731) (← links)
- Some new ratio-type copulas: theory and properties (Q5095724) (← links)
- (Q5121463) (← links)
- (Q5121464) (← links)
- (Q5121467) (← links)
- (Q5121471) (← links)
- Bivariate beta regression models: joint modeling of the mean, dispersion and association parameters (Q5128614) (← links)
- Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model (Q5138230) (← links)
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
- Multivariate copulas on the MCUSUM control chart (Q5193433) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
- Fitting Distributions with the Polyhazard Model with Dependence (Q5265875) (← links)
- A Regression Model for the Copula-Graphic Estimator (Q5413558) (← links)
- On forming joint variables in computing with words (Q5415572) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)
- The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach (Q5861239) (← links)
- Estimation of treatment effects in nonlinear models with unobserved confounding (Q6100426) (← links)
- Income and democracy: a bivariate copula approach (Q6134409) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)
- Smoothed bootstrap methods for bivariate data (Q6172245) (← links)
- Towards an automatic uncertainty compiler (Q6178702) (← links)
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence (Q6200952) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)