| Publication | Date of Publication | Type |
|---|
| Untangling serially dependent underreported count data for gender-based violence | 2024-10-29 | Paper |
| Multivariate directional tail-weighted dependence measures | 2024-09-02 | Paper |
| Assessing copula models for mixed continuous-ordinal variables | 2024-08-15 | Paper |
| High-dimensional factor copula models with estimation of latent variables | 2024-03-25 | Paper |
| Copula-based conditional tail indices | 2024-03-25 | Paper |
| Estimation of multivariate tail quantities | 2023-07-13 | Paper |
| Count Time Series: A Methodological Review | 2023-05-22 | Paper |
| Predicting times to event based on vine copula models | 2022-09-14 | Paper |
| Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models | 2022-04-07 | Paper |
| Copula diagnostics for asymmetries and conditional dependence | 2022-02-25 | Paper |
| Multivariate inverse Gaussian and skew-normal densities | 2021-09-29 | Paper |
| Vine copula regression for observational studies | 2021-01-15 | Paper |
| Tail-weighted measures of dependence | 2020-11-04 | Paper |
| Generalized Poisson Distribution: the Property of Mixture of Poisson and Comparison with Negative Binomial Distribution | 2020-09-23 | Paper |
| Parsimonious graphical dependence models constructed from vines | 2020-04-24 | Paper |
| Prediction based on conditional distributions of vine copulas | 2019-07-12 | Paper |
| Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients | 2019-07-02 | Paper |
| Tail densities of skew-elliptical distributions | 2019-05-27 | Paper |
| Parsimonious parameterization of correlation matrices using truncated vines and factor analysis | 2018-11-23 | Paper |
| Generalized majorization orderings and applications | 2018-11-16 | Paper |
| Multivariate majorization by positive combinations | 2018-11-16 | Paper |
| Dependence properties of conditional distributions of some copula models | 2018-11-08 | Paper |
| Multivariate models for dependent clusters of variables with conditional independence given aggregation variables | 2018-08-15 | Paper |
| Model selection for discrete regular vine copulas | 2018-08-14 | Paper |
| Multivariate dependence modeling based on comonotonic factors | 2017-02-23 | Paper |
| Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains | 2016-05-11 | Paper |
| Generation of random clusters with specified degree of separation | 2016-04-01 | Paper |
| Comparison of non-nested models under a general measure of distance | 2015-12-28 | Paper |
| Truncation of vine copulas using fit indices | 2015-06-18 | Paper |
| Structured factor copula models: theory, inference and computation | 2015-06-18 | Paper |
| Factor copula models for item response data | 2015-06-11 | Paper |
| Intermediate Tail Dependence: A Review and Some New Results | 2015-05-22 | Paper |
| On the asymptotic distribution of Pearson's \(X^2\) in cross-validation samples | 2015-03-06 | Paper |
| Limited information goodness-of-fit testing in multidimensional contingency tables | 2015-03-06 | Paper |
| Model comparison with composite likelihood information criteria | 2014-11-11 | Paper |
| Dependence Modeling with Copulas | 2014-09-17 | Paper |
| Relations Between Hidden Regular Variation and the Tail Order of Copulas | 2014-05-14 | Paper |
| Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures | 2014-04-14 | Paper |
| Factor copula models for multivariate data | 2014-01-13 | Paper |
| Strength of tail dependence based on conditional tail expectation | 2014-01-13 | Paper |
| Simplified pair copula constructions -- limitations and extensions | 2014-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2866027 | 2013-12-12 | Paper |
| Measures of tail asymmetry for bivariate copulas | 2013-08-02 | Paper |
| Infinitely divisible distributions arising from first crossing times and related results | 2013-08-01 | Paper |
| Vine copulas with asymmetric tail dependence and applications to financial return data | 2012-12-30 | Paper |
| Pair Copula Constructions for Multivariate Discrete Data | 2012-11-09 | Paper |
| Weighted scores method for regression models with dependent data | 2012-10-29 | Paper |
| Tail risk of multivariate regular variation | 2012-06-20 | Paper |
| Second order regular variation and conditional tail expectation of multiple risks | 2011-12-21 | Paper |
| Tail order and intermediate tail dependence of multivariate copulas | 2011-08-16 | Paper |
| Weighted scores method for regression models with dependent data | 2011-03-23 | Paper |
| Extreme value properties of multivariate \(t\) copulas | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3074772 | 2011-02-10 | Paper |
| A general family of limited information goodness-of-fit statistics for multinomial data | 2010-11-05 | Paper |
| Count Data Time Series Models Based on Expectation Thinning | 2010-10-12 | Paper |
| Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices | 2010-05-05 | Paper |
| Negative binomial time series models based on expectation thinning operators | 2010-04-14 | Paper |
| Tail dependence functions and vine copulas | 2009-11-27 | Paper |
| Generating random correlation matrices based on vines and extended onion method | 2009-09-28 | Paper |
| Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family | 2009-07-29 | Paper |
| Accuracy of Laplace approximation for discrete response mixed models | 2009-06-16 | Paper |
| On weighting of bivariate margins in pairwise likelihood | 2009-02-25 | Paper |
| Range of correlation matrices for dependent Bernoulli random variables | 2009-01-15 | Paper |
| Separation index and partial membership for clustering | 2008-12-11 | Paper |
| Inferences for odds ratio with dependent pairs | 2008-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308642 | 2007-09-28 | Paper |
| Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2nContingency Tables | 2007-08-20 | Paper |
| Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning | 2007-05-29 | Paper |
| Generating random correlation matrices based on partial correlations | 2006-12-07 | Paper |
| Computations for the familial analysis of binary traits | 2006-05-24 | Paper |
| Composite likelihood estimation in multivariate data analysis | 2006-01-16 | Paper |
| Asymptotic efficiency of the two-stage estimation method for copula-based models | 2005-08-05 | Paper |
| Efficiency of Generalized Estimating Equations for Binary Responses | 2005-04-22 | Paper |
| A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series | 2003-05-04 | Paper |
| Stochastic orderings in random utility models. | 2003-04-02 | Paper |
| Multivariate extreme value distributions and coverage of ranking probabilities | 2002-07-02 | Paper |
| Inequalities for random utility models, with applications to ranking and subset choice data | 2002-05-14 | Paper |
| Multivariate survival functions with a min-stable property | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2739240 | 2001-09-09 | Paper |
| Tail behaviour of the failure rate functions of mixtures | 1998-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4382161 | 1998-03-29 | Paper |
| A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions | 1998-02-12 | Paper |
| A remark on algorithm 643: FEXACT | 1998-01-26 | Paper |
| Multivariate dependence measures and data analysis | 1997-08-31 | Paper |
| Time series models with univariate margins in the convolution-closed infinitely divisible class | 1997-07-07 | Paper |
| Multivariate distributions from mixtures of max-infinitely divisible distributions | 1996-08-05 | Paper |
| Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations | 1996-03-04 | Paper |
| Multivariate extreme‐value distributions with applications to environmental data | 1994-10-30 | Paper |
| Parametric families of multivariate distributions with given margins | 1993-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203249 | 1993-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037062 | 1993-05-18 | Paper |
| Tests of uniformity for sets of lotto numbers | 1993-05-16 | Paper |
| Further developments on some dependence orderings for continuous bivariate distributions | 1993-04-01 | Paper |
| Multivariate concordance | 1992-06-25 | Paper |
| Families of min-stable multivariate exponential and multivariate extreme value distributions | 1990-01-01 | Paper |
| Majorization and divergence | 1990-01-01 | Paper |
| Extended Use of Paired Comparison Models, with Application to Chess Rankings | 1990-01-01 | Paper |
| Estimation of entropy and other functionals of a multivariate density | 1989-01-01 | Paper |
| Relative Entropy Measures of Multivariate Dependence | 1989-01-01 | Paper |
| Majorization, entropy and paired comparisons | 1988-01-01 | Paper |
| Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test | 1988-01-01 | Paper |
| Majorization, randomness and dependence for multivariate distributions | 1987-01-01 | Paper |
| Estimation of quantiles of the maximum of N observations | 1987-01-01 | Paper |
| An ordering of dependence for distribution ofK-tuples, with applications to lotto games | 1987-01-01 | Paper |
| Characterizations of life distributions from percentile residual lifetimes | 1985-01-01 | Paper |
| An ordering of dependence for contingency tables | 1985-01-01 | Paper |
| Comparison of two life distributions on the basis of their percentile residual life functions | 1984-01-01 | Paper |
| Percentile Residual Life Functions | 1984-01-01 | Paper |
| Tests for properties of residual life | 1983-01-01 | Paper |
| Tests for properties of the percentile residual life function | 1983-01-01 | Paper |
| Comparison of Procedures for Testing the Equality of Survival Distributions | 1981-01-01 | Paper |
