copula
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Copula
Cited in
(only showing first 100 items - show all)- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- Detecting changes in cross-sectional dependence in multivariate time series
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- An extended empirical saddlepoint approximation for intractable likelihoods
- EVIM
- Optimal rates for independence testing via U-statistic permutation tests
- expectgee
- MixedIndTests
- expectreg
- hidetify
- eventstudies
- ABCExtremes
- ellipticalsymmetry
- poolr
- USP
- Linkages
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
- Model selection and model averaging after multiple imputation
- Estimation of risk measures in energy portfolios using modern copula techniques
- GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN
- An estimator of the stable tail dependence function based on the empirical beta copula
- Some copula inference procedures adapted to the presence of ties
- Bivariate copula additive models for location, scale and shape
- Robust estimators and tests for bivariate copulas based on likelihood depth
- Inference for asymptotically independent samples of extremes
- Hierarchical Archimax copulas
- Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve
- Probabilistic slope stability analysis by a copula-based sampling method
- Compound unimodal distributions for insurance losses
- Estimation of hierarchical Archimedean copulas as a shortest path problem
- Tests for comparison of multiple endpoints with application to omics data
- A limit distribution of credit portfolio losses with low default probabilities
- Dependence measures for perturbations of copulas
- Extraction dependence structure of distorted copulas via a measure of dependence
- A comparison of dependence function estimators in multivariate extremes
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
- CPOLY
- Generators of copulas and aggregation
- Weak convergence of the weighted empirical beta copula process
- On the estimation of Pareto fronts from the point of view of copula theory
- Risk- and value-based management for non-life insurers under solvency constraints
- Copula-based slope reliability analysis using the failure domain defined by the \(g\)-line
- nacopula
- CORSIKA
- Shrinkage averaging estimation
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- S+FinMetrics
- LMOMENTS
- BMA
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- energy
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Smooth copula-based estimation of the conditional density function with a single covariate
- Score tests for covariate effects in conditional copulas
- VineCopula
- CDVine
- ghyp
- SemiParBIVProbit
- POT
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
- A mixture of regular vines for multiple dependencies
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Multivariate goodness-of-fit tests based on Wasserstein distance
- Simultaneous inference for Kendall's tau
- A copula transformation in multivariate mixed discrete-continuous models
- Partial identification of latent correlations with binary data
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- Approximate Bayesian conditional copulas
- Copula shrinkage and portfolio allocation in ultra-high dimensions
- Selection of mixed copula for association modeling with tied observations
- Smooth bootstrapping of copula functionals
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
- RMetrics
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
- When and when not to use optimal model averaging
- Generalised joint regression for count data: a penalty extension for competitive settings
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- Pair-copula models for analyzing family data
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas
- On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper
- MADE4
- multcomp
- evir
- SpatialNP
- Model selection of copulas: AIC versus a cross validation copula information criterion
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
- Copula selection for graphical models in continuous estimation of distribution algorithms
- Adaptive importance sampling for simulating copula-based distributions
- Copulas-based time series combined forecasters
- copulaedas
- A simple, consistent estimator of SNP heritability from genome-wide association studies
- HAC
- censReg
- Exceedance-based nonlinear regression of tail dependence
- QRM
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