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Please use this page instead for the normal view: scientific article; zbMATH DE number 7660125

scientific article; zbMATH DE number 7660125

Language	Label	Description	Also known as
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English	No label defined	scientific article; zbMATH DE number 7660125

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scholarly article

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publication date

7 March 2023

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Shewhart Control Charts in New Perspective

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Estimation of copula-based semiparametric time series models

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A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

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Zero-inflated-censored Weibull and gamma regression models to estimate wild boar population dispersal distance

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Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions

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Copulas and Markov processes

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Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function

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Principles of copula theory

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Analysis of survival data with dependent censoring. Copula-based approaches

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Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring

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Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach

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Estimation and model selection for left-truncated and right-censored lifetime data with application to electric power transformers analysis

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Nonparametric maximum likelihood estimation for dependent truncation data based on copulas

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R routines for performing estimation and statistical process control under copula-based time series models

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Survival analysis with correlated endpoints. Joint frailty-copula models

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Model diagnostic procedures for copula-based Markov chain models for statistical process control

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A copula-based Markov chain model for serially dependent event times with a dependent terminal event

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Parametric families of multivariate distributions with given margins

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Asymptotic efficiency of the two-stage estimation method for copula-based models

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Control charts of mean and variance using copula Markov SPC and conditional distribution by copula

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Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data

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Copula‐based semiparametric analysis for time series data with detection limits

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Estimation under copula-based Markov normal mixture models for serially correlated data

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Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave

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Some aspects of modeling dependence in copula-based Markov chains

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Likelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributions

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Statistical quality control. A modern introduction

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Nonparametric estimation of a distribution function from doubly truncated data under dependence. Double truncation under dependence

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Properties of a one-parameter family of bivariate distributions with specified marginals

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An introduction to copulas.

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Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula

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Empirical evidence on Student-\(t\) log-returns of diversified world stock indices

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A structure for general and specific market risk

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Approximate filtering of conditional intensity process for Poisson count data: application to urban crime

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On the copula correlation ratio and its generalization

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Estimation of a common mean vector in bivariate meta-analysis under the FGM copula

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Dynamic lifetime prediction using a Weibull-based bivariate failure time model: a meta-analysis of individual-patient data

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Simplified pair copula constructions -- limitations and extensions

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Copula-based Markov models for time series. Parametric inference and process control

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A Bayesian inference for time series via copula-based Markov chain models

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Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation

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Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

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Testing for zero inflation and overdispersion in INAR(1) models

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Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty-copula model

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Estimating the Gumbel-Barnett copula parameter of dependence

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Goodness-of-fit test of copula functions for semi-parametric univariate time series models

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.11329/JJSSJ.51.41

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Sitelinks

Mathematics(1 entry)

mardi Publication:5879919

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