scientific article; zbMATH DE number 3152042

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Extremal attractors of Liouville copulas
On the construction of multivariate distributions with given nonoverlapping multivariate marginals
Families of min-stable multivariate exponential and multivariate extreme value distributions
Goodness-of-fit tests for copulas: A review and a power study
Bayesian model averaging for multivariate extremes
On the trivariate extreme value distributions
Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
An extension of Osuna's model for stress caused by waiting
The determinants of CDS spreads: evidence from the model space
De copulis non est disputandum. Copulae: an overview
Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
A comparison of dependence function estimators in multivariate extremes
Multivariate extreme value copulas with factor and tree dependence structures
Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
Asymptotic properties of multivariate order statistics with random index
Semi-parametric modeling of excesses above high multivariate thresholds with censored data
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
Multivariate failure time distributions derived from shared frailty and copulas
Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
World commodity prices and economic activity in advanced and emerging economies
Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
Flexible binomial AR(1) processes using copulas
Stress-strength reliability with dependent variables based on copula function
On identification and non-normal simulation in ordinal covariance and item response models
Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring
Mixture regression models for the gap time distributions and illness-death processes
Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
On an interaction function for copulas
Tests of independence and randomness based on the empirical copula process
Asymptotic efficiency of the two-stage estimation method for copula-based models
Convergence to bivariate limiting extreme value distributions
Copula-based inference for bivariate survival data with left truncation and dependent censoring
Fitting high-dimensional copulae to data
A mixed model framework for teratology studies
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
Some new classes of stationary max-stable random fields
Modeling dependence dynamics through copulas with regime switching
A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications
Equivalent representations of max-stable processes via ^p-norms
Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
Linking representations for multivariate extremes via a limit set
CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS
Computation and estimation of reliability for some bivariate copulas with Pareto marginals
A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
Statistical inference for max-stable processes by conditioning on extreme events
Additive generators of copulas
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY
scientific article; zbMATH DE number 7670297 (Why is no real title available?)
Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula
Monitoring photochemical pollutants based on symbolic interval-valued data analysis
Income and democracy: a bivariate copula approach
scientific article; zbMATH DE number 7698718 (Why is no real title available?)
scientific article; zbMATH DE number 7712507 (Why is no real title available?)
Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
New estimators of the Pickands dependence function and a test for extreme-value dependence
The Pareto type I joint frailty-copula model for clustered bivariate survival data
Copula Based Cox Proportional Hazards Models for Dependent Censoring
Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution
Volatility and dependence in cryptocurrency and financial markets: a copula approach
A new MCUSUM chart for Gumbel's bivariate Pareto distribution
Bayesian optimal design for 2 2 binary crossover trials using copula
Parametric inference for the Mann-Whitney effect under survival copula models
Exploring a new two-parameter Archimedean copula: the Gumbel-Joe copula
Joint chance-constrained survivable capacitated multi-commodity network design problem with demand uncertainty
X-vine models for multivariate extremes
Neural chaos: a spectral stochastic neural operator
A new bivariate survival model with a cured fraction: a mixed Poisson frailty-copula approach
Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
Bayesian ridge estimators based on copula-based joint prior distributions for logistic regression parameters
A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
A class of semiparametric models for bivariate survival data
Proportional hazard model estimation under dependent censoring using copulas and penalized likelihood
Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
Efficient computation of multivariate empirical distribution functions at the observed values
Copula-based multivariate control charts for monitoring multiple dependent Weibull processes
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
Identifiable copula-double-Cox models: a fully parametric framework for dependent right-censored survival data
Rank-based inference for bivariate extreme-value copulas
Comparison of non-nested models under a general measure of distance
Design of experiments for bivariate binary responses modelled by copula functions
Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
A characterization of Gumbel's family of extreme value distributions
A speeded item response model with gradual process change
Fitting bivariate cumulative returns with copulas
The pairwise beta distribution: A flexible parametric multivariate model for extremes
A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables

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