Pages that link to "Item:Q744776"
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The following pages link to Derivatives and Fisher information of bivariate copulas (Q744776):
Displayed 14 items.
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- A consistent track-to-track fusion method based on copula theory (Q1793051) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo (Q2666034) (← links)
- Optimal designs for copula models (Q2953573) (← links)
- (Q5125155) (← links)
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula (Q5742600) (← links)