The following pages link to (Q3924998):
Displayed 50 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Design of experiments for bivariate binary responses modelled by copula functions (Q901524) (← links)
- Generating correlated, non-normally distributed data using a non-linear structural model (Q906044) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
- LBI tests of independence in bivariate exponential distributions (Q1336549) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Simulation input data modeling (Q1805479) (← links)
- Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\) (Q1883279) (← links)
- Dependent hazards in multivariate survival problems (Q1969080) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
- Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- Modeling dependent series systems with q-Weibull distribution and Clayton copula (Q2243368) (← links)
- Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence (Q2303486) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- Copula functions for residual dependency (Q2517882) (← links)
- Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457) (← links)
- A multivariate IFR notion based on the multivariate dispersive ordering (Q3077475) (← links)
- (Q3183810) (← links)
- Two-dimensional toxic dose and multivariate logistic regression, with application to decompression sickness (Q3303655) (← links)
- A mixed model framework for teratology studies (Q3304997) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Taux de résistance des tests de rang d'indépendance (Q4344838) (← links)
- SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS (Q4449070) (← links)
- A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model (Q5138230) (← links)
- A Compendium of Copulas (Q5162881) (← links)