CopulaModel

swMATH40091MaRDI QIDQ55791FDOQ55791

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Official website: https://copula.stat.ubc.ca

Described by source

• Dependence modeling with copulas

Cited In (only showing first 100 items - show all)

• Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
• Multiple inflated negative binomial regression for correlated multivariate count data
• Quasi-random numbers for copula models
• Subsampling MCMC -- an introduction for the survey statistician
• A bivariate failure time model with random shocks and mixed effects
• Copula-based measures of asymmetry between the lower and upper tail probabilities
• Selection of mixed copula for association modeling with tied observations
• On additivity of tail comonotonic risks
• Non-exchangeability of copulas arising from shock models
• Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
• Introduction to extreme value theory: applications to risk analysis and management
• Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
• Copula diagnostics for asymmetries and conditional dependence
• Stochastic species abundance models involving special copulas
• Bi-free extreme values
• Generalized information matrix tests for copulas
• Estimation of risk contributions with MCMC
• Selection of sparse vine copulas in high dimensions with the Lasso
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• Shock models with dependence and asymmetric linkages
• Efron's monotonicity property for measures on \(\mathbb{R}^2\)
• Regression for doubly inflated multivariate Poisson distributions
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• On the dependence structure between S\&P500, VIX and implicit interexpectile differences
• Dimension-wise scaled normal mixtures with application to finance and biometry
• Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
• Reflected maxmin copulas and modeling quadrant subindependence
• Title not available (Why is that?)
• Multivariate distributions of correlated binary variables generated by pair-copulas
• Maximum likelihood estimation of skew-t copulas with its applications to stock returns
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
• Dependence structure estimation using copula recursive trees
• Title not available (Why is that?)
• Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements
• Copula-based Markov zero-inflated count time series models with application
• Analysis of ordinal and continuous longitudinal responses using pair copula construction
• Constructing copulas from shock models with imprecise distributions
• Tail-weighted dependence measures with limit being the tail dependence coefficient
• On structural properties of an asymmetric copula family and its statistical implication
• Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas
• On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
• On the quantification and efficient propagation of imprecise probabilities with copula dependence
• Testing for changes in the tail behavior of Brown-Resnick Pareto processes
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
• On identification and non-normal simulation in ordinal covariance and item response models
• Sample selection models with monotone control functions
• Baire category results for stochastic orders
• Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models
• A distributed and integrated method of moments for high-dimensional correlated data analysis
• Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
• Total positivity of copulas from a Markov kernel perspective
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
• Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets
• A mixture of regular vines for multiple dependencies
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
• covsim
• Prediction based on conditional distributions of vine copulas
• ellipticalsymmetry
• Model distances for vine copulas in high dimensions
• Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
• On truncation invariant copulas and their estimation
• Vine copula regression for observational studies
• Estimating the Probability that a Function Observed with Noise Is Convex
• Nonparametric C- and D-vine-based quantile regression
• Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
• nacopula
• repolr
• bfa
• gcmr
• copula
• mprobit
• CDVine
• ghyp
• sn
• homtest
• VineCopula
• fmincon
• RAMAS Risk Calc
• DCL
• HAC
• PredictiveRegression
• QRM
• smdata
• TwoCop
• weightedScores
• Rugarch
• copula
• t-walk
• extWeibQuant
• copBasic
• docopulae
• dagitty
• DHARMa
• curatedOvarianData
• linprog
• mipfp
• rvinecopulib
• gcKrig

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