Pages that link to "Item:Q5741927"

The following pages link to Elements of Copula Modeling with R (Q5741927):

Displaying 22 items.

• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Right-truncated Archimedean and related copulas (Q2038223) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• On a bivariate copula for modeling negative dependence: application to New York air quality data (Q2111327) (← links)
• Smooth bootstrapping of copula functionals (Q2137805) (← links)
• A new parametric method of estimating the joint probability density: revisited (Q2161806) (← links)
• Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
• Study of partial and average conditional Kendall's tau (Q2236383) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
• Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
• Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
• (Q5879921) (← links)
• A Gaussian copula joint model for longitudinal and time-to-event data with random effects (Q6113736) (← links)
• Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function (Q6148342) (← links)
• A new class of copulas having dependence range larger than FGM-type copulas (Q6152245) (← links)
• Stressing dynamic loss models (Q6152707) (← links)
• Euler characteristic surfaces (Q6154228) (← links)
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)