scientific article; zbMATH DE number 3163305
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Publication:3281461
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- Efficient capital management using an internal model: a case of non-life insurance
- Marginal Bayesian semiparametric modeling of mismeasured multivariate interval-censored data
- A maximum entropy copula model for mixed data: representation, estimation and applications
- Dependence of Stock Returns in Bull and Bear Markets
- Application of copulas to multivariate control charts
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Dependence measuring from conditional variances
- Extensions of capacities
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Constraint-based learning for non-parametric continuous Bayesian networks
- Factor copula models for right-censored clustered survival data
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- Discrete analogues of continuous multivariate probability distributions
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Measure-preserving functions and the independence copula
- Testing the regular variation model for multivariate extremes with flexible circular and spherical distributions
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Semiparametric estimation of conditional copulas
- Tail dependence comparison of survival Marshall-Olkin copulas
- Weak convergence of empirical copula processes
- On the impact of semidefinite positive correlation measures in portfolio theory
- Parameter estimation of a bivariate compound Poisson process
- Two new generators of Archimedean copulas with their properties
- The infinite extendibility problem for exchangeable real-valued random vectors
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
- Approaching rainfall-based weather derivatives pricing and operational challenges
- Risk aggregation in non-life insurance: standard models vs. internal models
- On partial and conditional association measures for ordinal contingency tables
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Derivatives and Fisher information of bivariate copulas
- Fitting bivariate cumulative returns with copulas
- Explaining individual predictions when features are dependent: more accurate approximations to Shapley values
- Modelling the joint distribution of competing risks survival times using copula functions
- Fitting competing risks data to bivariate Pareto models
- Discrete bivariate distributions generated by copulas: DBEEW distribution
- Trivariate copulas on the MEWMA control chart
- An application of vine-based regression to flight landing data
- CeCNN: copula-enhanced convolutional neural networks in joint prediction of refraction error and axial length based on ultra-widefield fundus images
- scientific article; zbMATH DE number 7247670 (Why is no real title available?)
- A wavelet based approach to measure and manage contagion at different time scales
- On the multidimensional extension of countermonotonicity and its applications
- Quantifying the risk using copulae with nonparametric marginals
- Bayesian copula selection
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
- Statistical arbitrage with vine copulas
- Economic policy uncertainty: cross-country linkages and spillover effects on economic development in some belt and road countries
- A survey on time-varying copulas: specification, simulations, and application
- Modeling bivariate data using linear exponential and Weibull distributions as marginals
- Multivariate comonotonicity
- Copulas-based time series combined forecasters
- Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams
- Improved rank-based dependence measures for categorical data.
- Multivariate copulas on the MCUSUM control chart
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Multiple inflated negative binomial regression for correlated multivariate count data
- Banzhaf-Choquet-copula-based aggregation operators for managing q-rung orthopair fuzzy information
- Toward an integrated Bayesian network approach to measurement error detection and correction
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Financial dependence analysis: applications of vine copulas
- Analysis for partially accelerated dependent competing risks model with masked data based on copula function
- Generalized FGM copulas: Properties and applications
- Gaussian copula joint models for mixed longitudinal zero-inflated count and continuous responses
- Modelling volatility dependence with score copula models
- New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- A copula-based approach for estimating the survival functions of two alternating recurrent events
- Estimation of Copulas via Maximum Mean Discrepancy
- An algorithm for constructing high dimensional distributions from distributions of lower dimension
- A general procedure for change-point detection in multivariate time series
- Recent advances in copula-based methods for dependent censoring (invited article)
- Modelling operational risk losses with graphical models and copula functions
- Estimating non-simplified vine copulas using penalized splines
- Portfolio selection with commodities under conditional copulas and skew preferences
- Copula conditional tail expectation for multivariate financial risks
- Conditional generalized quantiles as systemic risk measures: properties, estimation, and application
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model
- Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- A copula duration model with dependent states and spells
- High-dimensional copula-based Wasserstein dependence
- Vine copula based structural equation models
- Multivariate shuffles and approximation of copulas
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Vine copulas with asymmetric tail dependence and applications to financial return data
- An empirical central limit theorem with applications to copulas under weak dependence
- Sampling from conditional distributions of simplified vines
- Unbalanced longitudinal data clustering with a copula kernel mixture model
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
- Test of symmetry based on copula function
- A class of copulas with piecewise linear horizontal sections
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model
- Lipschitz continuity of copulas w.r.t. \(L_p\)-norms
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
- Correlated age-specific mortality model: an application to annuity portfolio management
- Random sets, copulas and related sets of probability measures
- Measures of non-exchangeability for bivariate random vectors
- Estimating copula densities, using model selection techniques
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
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