The following pages link to Joe, Harry (Q163270):
Displayed 50 items.
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- Vine copula regression for observational studies (Q2218559) (← links)
- Multivariate inverse Gaussian and skew-normal densities (Q2231034) (← links)
- On the asymptotic distribution of Pearson's \(X^2\) in cross-validation samples (Q2260980) (← links)
- Limited information goodness-of-fit testing in multidimensional contingency tables (Q2260986) (← links)
- Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family (Q2270869) (← links)
- Factor copula models for item response data (Q2348188) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Infinitely divisible distributions arising from first crossing times and related results (Q2392502) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Computations for the familial analysis of binary traits (Q2488411) (← links)
- Majorization and divergence (Q2639401) (← links)
- Majorization, entropy and paired comparisons (Q2641043) (← links)
- Predicting times to event based on vine copula models (Q2674484) (← links)
- (Q2739240) (← links)
- Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains (Q2805324) (← links)
- (Q2866027) (← links)
- (Q3074772) (← links)
- Count Data Time Series Models Based on Expectation Thinning (Q3161159) (← links)
- Dependence Modeling with Copulas (Q3190362) (← links)
- Comparison of two life distributions on the basis of their percentile residual life functions (Q3217487) (← links)
- Percentile Residual Life Functions (Q3223760) (← links)
- Tests for properties of residual life (Q3313167) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test (Q3473243) (← links)
- Extended Use of Paired Comparison Models, with Application to Chess Rankings (Q3489187) (← links)
- Tests for properties of the percentile residual life function (Q3672948) (← links)
- Estimation of quantiles of the maximum of <i>N</i> observations (Q3766647) (← links)
- An ordering of dependence for distribution of<i>K</i>-tuples, with applications to lotto games (Q3769785) (← links)
- Relative Entropy Measures of Multivariate Dependence (Q3833444) (← links)
- Comparison of Procedures for Testing the Equality of Survival Distributions (Q3928084) (← links)
- (Q4037062) (← links)
- (Q4203249) (← links)
- Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
- A remark on algorithm 643: FEXACT (Q4371558) (← links)
- (Q4382161) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- Efficiency of Generalized Estimating Equations for Binary Responses (Q4670796) (← links)
- Time series models with univariate margins in the convolution-closed infinitely divisible class (Q4716092) (← links)
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series (Q4806056) (← links)
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations (Q4866621) (← links)
- Parsimonious graphical dependence models constructed from vines (Q4960932) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)