Pages that link to "Item:Q443788"
From MaRDI portal
The following pages link to Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788):
Displaying 42 items.
- nacopula (Q18853) (← links)
- Model-based clustering using copulas with applications (Q340862) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
- Generalised joint regression for count data: a penalty extension for competitive settings (Q2209714) (← links)
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626) (← links)
- Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325) (← links)
- Bivariate copulas on the Hotelling's <i>T</i><sup>2</sup> control chart (Q4563420) (← links)
- MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- (Q5039916) (← links)
- Bivariate Birnbaum-Saunders accelerated lifetime model: estimation and diagnostic analysis (Q5073392) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- Multivariate copulas on the MCUSUM control chart (Q5193433) (← links)
- Integral generators of Archimedean <i>n</i>-copulas (Q5228595) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← 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)
- Unit level small area estimation with copulas (Q5507365) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach (Q5861239) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)