Pages that link to "Item:Q3518409"
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The following pages link to Sampling nested Archimedean copulas (Q3518409):
Displayed 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Estimation of copula-based models for lifetime medical costs (Q498053) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
- On the construction of radially symmetric copulas in higher dimensions (Q1794838) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Principal component analysis: a generalized Gini approach (Q2031094) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On partially Schur-constant models and their associated copulas (Q2063746) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- Sample size calculation for clustered survival data under subunit randomization (Q2126045) (← links)
- Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions (Q2135933) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- Modeling dependent series systems with q-Weibull distribution and Clayton copula (Q2243368) (← links)
- Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models (Q2247284) (← links)
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas (Q2274654) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)