Pages that link to "Item:Q5413640"

The following pages link to Hierarchical Kendall copulas: Properties and inference (Q5413640):

Displaying 18 items.

• Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
• Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
• Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
• Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas (Q2274654) (← links)
• Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
• Vector copulas (Q2697978) (← links)
• A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
• On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• (Q6141218) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)