Pages that link to "Item:Q452526"
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The following pages link to Efficiently sampling nested Archimedean copulas (Q452526):
Displaying 50 items.
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models (Q405323) (← links)
- Posterior analysis of rare variants in Gibbs-type species sampling models (Q406516) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
- Estimation of copula-based models for lifetime medical costs (Q498053) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← 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)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← 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)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- The tempered discrete Linnik distribution (Q1742842) (← links)
- Approximating predictive probabilities of Gibbs-type priors (Q2023853) (← links)
- Principal component analysis: a generalized Gini approach (Q2031094) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- A new multivariate quadrature rule for calculating statistical moments of stochastic response (Q2059658) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- On partially Schur-constant models and their associated copulas (Q2063746) (← links)
- Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions (Q2135933) (← links)
- Importance conditional sampling for Pitman-Yor mixtures (Q2141913) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← 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)
- A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Rediscovery of Good-Turing estimators via Bayesian nonparametrics (Q2805189) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← 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)
