The following pages link to (Q5262081):
Displaying 11 items.
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- From weakly chaotic dynamics to deterministic subdiffusion via copula modeling (Q721787) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy (Q2081725) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
- A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
- Bayesian and non-Bayesian estimation for the parameter of bivariate generalized Rayleigh distribution based on Clayton copula under progressive type-II censoring with random removal (Q6112554) (← links)