CopulaModel
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Cited in
(only showing first 100 items - show all)- Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas
- On structural properties of an asymmetric copula family and its statistical implication
- A bivariate failure time model with random shocks and mixed effects
- Copula diagnostics for asymmetries and conditional dependence
- Multivariate distributions of correlated binary variables generated by pair-copulas
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- 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
- Generalized information matrix tests for copulas
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
- On the quantification and efficient propagation of imprecise probabilities with copula dependence
- Constructing copulas from shock models with imprecise distributions
- On additivity of tail comonotonic risks
- Reflected maxmin copulas and modeling quadrant subindependence
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- Total positivity of copulas from a Markov kernel perspective
- scientific article; zbMATH DE number 7387531 (Why is no real title available?)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- Quasi-random numbers for copula models
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- Subsampling MCMC -- an introduction for the survey statistician
- Baire category results for stochastic orders
- Stochastic species abundance models involving special copulas
- Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- Selection of mixed copula for association modeling with tied observations
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Estimation of risk contributions with MCMC
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
- Shock models with dependence and asymmetric linkages
- scientific article; zbMATH DE number 7660129 (Why is no real title available?)
- Bi-free extreme values
- Sample selection models with monotone control functions
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- On the dependence structure between S\&P500, VIX and implicit interexpectile differences
- On identification and non-normal simulation in ordinal covariance and item response models
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes
- Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements
- Multiple inflated negative binomial regression for correlated multivariate count data
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- Regression for doubly inflated multivariate Poisson distributions
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Copula-based Markov zero-inflated count time series models with application
- A mixture of regular vines for multiple dependencies
- Dependence structure estimation using copula recursive trees
- Analysis of ordinal and continuous longitudinal responses using pair copula construction
- 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
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- covsim
- On truncation invariant copulas and their estimation
- ellipticalsymmetry
- Estimating the Probability that a Function Observed with Noise Is Convex
- Copula modeling for discrete random vectors
- Nonparametric C- and D-vine-based quantile regression
- Hierarchical Archimedean copulas through multivariate compound distributions
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
- Stationary vine copula models for multivariate time series
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
- 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
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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