Pages that link to "Item:Q2892457"

The following pages link to ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457):

Displaying 36 items.

• Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• False discovery rate control under Archimedean copula (Q470503) (← links)
• On order statistics and Kendall's tau (Q826726) (← links)
• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
• Kendall regression coefficient (Q830456) (← links)
• Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family (Q893142) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
• Characterizations of copulas attaining the bounds of multivariate Kendall's tau (Q1670098) (← links)
• Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
• Single-index copulas (Q1742729) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• On attainability of Kendall's tau matrices and concordance signatures (Q2146469) (← links)
• On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
• Fast algorithms for a space-time concordance measure (Q2259754) (← links)
• Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• On minimal copulas under the concordance order (Q2302826) (← links)
• On the reliability modeling of weighted \(k\)-out-of-\(n\) systems with randomly chosen components (Q2312029) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
• A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets (Q2418509) (← links)
• Kendall's tau for hierarchical data (Q2451632) (← links)
• On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
• Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation (Q6074743) (← links)
• Quantifying directed dependence via dimension reduction (Q6200940) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)