No label defined (Q5879919)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7660125

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

Statements

scholarly article

0 references

0 references

publication date

7 March 2023

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Shewhart Control Charts in New Perspective

0 references

0 references

0 references

Estimation of copula-based semiparametric time series models

0 references

0 references

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

0 references

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

0 references

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

0 references

Copulas and Markov processes

0 references

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

0 references

Principles of Copula Theory

0 references

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

0 references

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

0 references

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

0 references

Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis

0 references

Nonparametric maximum likelihood estimation for dependent truncation data based on copulas

0 references

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

0 references

Survival analysis with correlated endpoints. Joint frailty-copula models

0 references

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

0 references

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

0 references

Parametric families of multivariate distributions with given margins

0 references

0 references

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

0 references

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

0 references

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

0 references

0 references

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

0 references

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

0 references

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

0 references

Some aspects of modeling dependence in copula-based Markov chains

0 references

0 references

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

0 references

0 references

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

0 references

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

0 references

An introduction to copulas.

0 references

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

0 references

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

0 references

A structure for general and specific market risk

0 references

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

0 references

On the copula correlation ratio and its generalization

0 references

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

0 references

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

0 references

0 references

Simplified pair copula constructions -- limitations and extensions

0 references

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

0 references

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

0 references

Binomial AR(1) processes: moments, cumulants, and estimation

0 references

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

0 references

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

0 references

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

0 references

Estimating the Gumbel-Barnett copula parameter of dependence

0 references

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

0 references

Identifiers

10.11329/jjssj.51.41

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5879919

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5879919&oldid=37494450"