The following pages link to nacopula (Q18853):
Displaying 39 items.
- Model-based clustering using copulas with applications (Q340862) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Constrained dual scaling for detecting response styles in categorical data (Q906048) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers (Q2220308) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas (Q2223347) (← links)
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626) (← links)
- Assessing and Modeling Asymmetry in Bivariate Continuous Data (Q2849526) (← links)
- Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Unit level small area estimation with copulas (Q5507365) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
