Pages that link to "Item:Q1761523"

The following pages link to Inference in multivariate Archimedean copula models (Q1761523):

Displaying 9 items.

• Graphical models via joint quantile regression with component selection (Q321929) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Inference on Archimedean copulas using mixtures of Pólya trees (Q899531) (← links)
• Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
• \(D_s\)-optimality in copula models (Q1697867) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
• COPICA -- independent component analysis via copula techniques (Q5962739) (← links)