Pages that link to "Item:Q5952108"

The following pages link to On the multivariate probability integral transformation (Q5952108):

Displaying 50 items.

• A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
• On multivariate extensions of value-at-risk (Q391656) (← links)
• Dependence properties of bivariate distributions with proportional (reversed) hazards marginals (Q464380) (← links)
• Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
• On order statistics and Kendall's tau (Q826726) (← links)
• A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
• Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds (Q1019101) (← links)
• GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
• A concept of duality for multivariate exchangeable survival models (Q1037860) (← links)
• On a class of transformations of copulas and quasi-copulas (Q1037862) (← links)
• Kendall distribution functions. (Q1423086) (← links)
• Distribution functions of multivariate copulas. (Q1423150) (← links)
• Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
• On the continuity of center-outward distribution and quantile functions (Q1627421) (← links)
• Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• A new dependence measure for importance analysis: application to an environmental model (Q1984990) (← links)
• A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
• Extremes and regular variation (Q2080146) (← links)
• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
• Semi-copulas, capacities and families of level sets (Q2269189) (← links)
• A family of transformed copulas with a singular component (Q2328788) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (Q2489785) (← links)
• Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
• A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
• Cluster Analysis of Time Series via Kendall Distribution (Q2808119) (← links)
• Copulae: Some mathematical aspects (Q2862419) (← links)
• On the distortion of a copula and its margins (Q2866292) (← links)
• A Class of Permutation Tests for the Equality of Two Marginal Survival Functions Using Paired Censored Data (Q2876162) (← links)
• Estimating Archimedean Copulas in High Dimensions (Q2914946) (← links)
• Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
• (Q3183809) (← links)
• (Q3183813) (← links)
• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
• Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
• Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence (Q4632281) (← links)
• BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL (Q5051939) (← links)
• MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
• A new extension of the FGM copula for negative association (Q5078383) (← links)
• A generalized bivariate lifetime distribution based on parallel-series structures (Q5206518) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)