[https://portal.mardi4nfdi.de/wiki/Person:579541 Abe Sklar] table#1 { ["head"] = table#2 { ["vars"] = table#3 { "subjectLabel", "itemType", [0] = "subject", }, }, ["results"] = table#4 { ["bindings"] = table#5 { table#6 { ["itemType"] = table#7 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q825001", }, ["subjectLabel"] = table#9 { ["type"] = "literal", ["value"] = "Constraint-based learning for non-parametric continuous Bayesian networks", ["xml:lang"] = "en", }, }, table#10 { ["itemType"] = table#11 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#12 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q825281", }, ["subjectLabel"] = table#13 { ["type"] = "literal", ["value"] = "Factor copula models for right-censored clustered survival data", ["xml:lang"] = "en", }, }, table#14 { ["itemType"] = table#15 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#16 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q598649", }, ["subjectLabel"] = table#17 { ["type"] = "literal", ["value"] = "Probabilistic uniformization of fuzzy topologies", ["xml:lang"] = "en", }, }, table#18 { ["itemType"] = table#19 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#20 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q601765", }, ["subjectLabel"] = table#21 { ["type"] = "literal", ["value"] = "Multivariate copulas with quadratic sections in one variable", ["xml:lang"] = "en", }, }, table#22 { ["itemType"] = table#23 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#24 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q602854", }, ["subjectLabel"] = table#25 { ["type"] = "literal", ["value"] = "Out-of-sample comparison of copula specifications in multivariate density forecasts", ["xml:lang"] = "en", }, }, table#26 { ["itemType"] = table#27 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#28 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q604371", }, ["subjectLabel"] = table#29 { ["type"] = "literal", ["value"] = "A multivariate version of Hoeffding's phi-square", ["xml:lang"] = "en", }, }, table#30 { ["itemType"] = table#31 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#32 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q604373", }, ["subjectLabel"] = table#33 { ["type"] = "literal", ["value"] = "On testing equality of pairwise rank correlations in a multivariate random vector", ["xml:lang"] = "en", }, }, table#34 { ["itemType"] = table#35 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#36 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q607608", }, ["subjectLabel"] = table#37 { ["type"] = "literal", ["value"] = "Multivariate hierarchical copulas with shocks", ["xml:lang"] = "en", }, }, table#38 { ["itemType"] = table#39 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#40 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q609692", }, ["subjectLabel"] = table#41 { ["type"] = "literal", ["value"] = "On concordance measures for discrete data and dependence properties of Poisson model", ["xml:lang"] = "en", }, }, table#42 { ["itemType"] = table#43 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#44 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q613171", }, ["subjectLabel"] = table#45 { ["type"] = "literal", ["value"] = "Multivariate shuffles and approximation of copulas", ["xml:lang"] = "en", }, }, table#46 { ["itemType"] = table#47 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#48 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q617996", }, ["subjectLabel"] = table#49 { ["type"] = "literal", ["value"] = "Moment-recovered approximations of multivariate distributions: the Laplace transform inver\\-sion", ["xml:lang"] = "en", }, }, table#50 { ["itemType"] = table#51 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#52 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q621477", }, ["subjectLabel"] = table#53 { ["type"] = "literal", ["value"] = "Dependence patterns associated with the fundamental diagram: a copula function approach", ["xml:lang"] = "en", }, }, table#54 { ["itemType"] = table#55 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#56 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q621625", }, ["subjectLabel"] = table#57 { ["type"] = "literal", ["value"] = "Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes", ["xml:lang"] = "en", }, }, table#58 { ["itemType"] = table#59 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#60 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q621637", }, ["subjectLabel"] = table#61 { ["type"] = "literal", ["value"] = "Piecewise linear aggregation functions based on triangulation", ["xml:lang"] = "en", }, }, table#62 { ["itemType"] = table#63 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#64 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q625311", }, ["subjectLabel"] = table#65 { ["type"] = "literal", ["value"] = "An empirical central limit theorem with applications to copulas under weak dependence", ["xml:lang"] = "en", }, }, table#66 { ["itemType"] = table#67 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#68 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q625312", }, ["subjectLabel"] = table#69 { ["type"] = "literal", ["value"] = "On approximating max-stable processes and constructing extremal copula functions", ["xml:lang"] = "en", }, }, table#70 { ["itemType"] = table#71 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#72 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q629179", }, ["subjectLabel"] = table#73 { ["type"] = "literal", ["value"] = "A boundary mixture approach to violations of conditional independence", ["xml:lang"] = "en", }, }, table#74 { ["itemType"] = table#75 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#76 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q629513", }, ["subjectLabel"] = table#77 { ["type"] = "literal", ["value"] = "Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index", ["xml:lang"] = "en", }, }, table#78 { ["itemType"] = table#79 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#80 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q634014", }, ["subjectLabel"] = table#81 { ["type"] = "literal", ["value"] = "A generalized beta copula with applications in modeling multivariate long-tailed data", ["xml:lang"] = "en", }, }, table#82 { ["itemType"] = table#83 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#84 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q637100", }, ["subjectLabel"] = table#85 { ["type"] = "literal", ["value"] = "A goodness-of-fit test for bivariate extreme-value copulas", ["xml:lang"] = "en", }, }, table#86 { ["itemType"] = table#87 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#88 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q641791", }, ["subjectLabel"] = table#89 { ["type"] = "literal", ["value"] = "Comparing point and interval estimates in the bivariate \$t\$-copula model with application to financial data", ["xml:lang"] = "en", }, }, table#90 { ["itemType"] = table#91 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#92 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q644601", }, ["subjectLabel"] = table#93 { ["type"] = "literal", ["value"] = "Measure-preserving functions and the independence copula", ["xml:lang"] = "en", }, }, table#94 { ["itemType"] = table#95 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#96 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q645889", }, ["subjectLabel"] = table#97 { ["type"] = "literal", ["value"] = "The copula echo state network", ["xml:lang"] = "en", }, }, table#98 { ["itemType"] = table#99 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q647754", }, ["subjectLabel"] = table#101 { ["type"] = "literal", ["value"] = "Some new multivariate tests of independence", ["xml:lang"] = "en", }, }, table#102 { ["itemType"] = table#103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q651018", }, ["subjectLabel"] = table#105 { ["type"] = "literal", ["value"] = "New estimators of the Pickands dependence function and a test for extreme-value dependence", ["xml:lang"] = "en", }, }, table#106 { ["itemType"] = table#107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q651148", }, ["subjectLabel"] = table#109 { ["type"] = "literal", ["value"] = "Sklar's theorem obtained via regularization techniques", ["xml:lang"] = "en", }, }, table#110 { ["itemType"] = table#111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q652341", }, ["subjectLabel"] = table#113 { ["type"] = "literal", ["value"] = "Measuring reproducibility of high-throughput experiments", ["xml:lang"] = "en", }, }, table#114 { ["itemType"] = table#115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q654806", }, ["subjectLabel"] = table#117 { ["type"] = "literal", ["value"] = "Asymptotics for risk capital allocations based on conditional tail expectation", ["xml:lang"] = "en", }, }, table#118 { ["itemType"] = table#119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q654832", }, ["subjectLabel"] = table#121 { ["type"] = "literal", ["value"] = "Second order regular variation and conditional tail expectation of multiple risks", ["xml:lang"] = "en", }, }, table#122 { ["itemType"] = table#123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q659123", }, ["subjectLabel"] = table#125 { ["type"] = "literal", ["value"] = "Estimating copula densities, using model selection techniques", ["xml:lang"] = "en", }, }, table#126 { ["itemType"] = table#127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q659148", }, ["subjectLabel"] = table#129 { ["type"] = "literal", ["value"] = "Estimating value at risk of portfolio by conditional copula-GARCH method", ["xml:lang"] = "en", }, }, table#130 { ["itemType"] = table#131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q659243", }, ["subjectLabel"] = table#133 { ["type"] = "literal", ["value"] = "Archimedean copula estimation and model selection via \$l_1\$-norm symmetric distribution", ["xml:lang"] = "en", }, }, table#134 { ["itemType"] = table#135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q661208", }, ["subjectLabel"] = table#137 { ["type"] = "literal", ["value"] = "Comparison of three semiparametric methods for estimating dependence parameters in copula models", ["xml:lang"] = "en", }, }, table#138 { ["itemType"] = table#139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q661226", }, ["subjectLabel"] = table#141 { ["type"] = "literal", ["value"] = "Joint characteristic functions construction via copulas", ["xml:lang"] = "en", }, }, table#142 { ["itemType"] = table#143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q661242", }, ["subjectLabel"] = table#145 { ["type"] = "literal", ["value"] = "Parameter estimation of a bivariate compound Poisson process", ["xml:lang"] = "en", }, }, table#146 { ["itemType"] = table#147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q666497", }, ["subjectLabel"] = table#149 { ["type"] = "literal", ["value"] = "Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts", ["xml:lang"] = "en", }, }, table#150 { ["itemType"] = table#151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q489032", }, ["subjectLabel"] = table#153 { ["type"] = "literal", ["value"] = "Best-possible bounds on the set of copulas with given degree of non-exchangeability", ["xml:lang"] = "en", }, }, table#154 { ["itemType"] = table#155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q489256", }, ["subjectLabel"] = table#157 { ["type"] = "literal", ["value"] = "On a general structure of the bivariate FGM type distributions.", ["xml:lang"] = "en", }, }, table#158 { ["itemType"] = table#159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492627", }, ["subjectLabel"] = table#161 { ["type"] = "literal", ["value"] = "Love and death: a Freund model with frailty", ["xml:lang"] = "en", }, }, table#162 { ["itemType"] = table#163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492638", }, ["subjectLabel"] = table#165 { ["type"] = "literal", ["value"] = "Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach", ["xml:lang"] = "en", }, }, table#166 { ["itemType"] = table#167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495341", }, ["subjectLabel"] = table#169 { ["type"] = "literal", ["value"] = "Copulae on products of compact Riemannian manifolds", ["xml:lang"] = "en", }, }, table#170 { ["itemType"] = table#171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495386", }, ["subjectLabel"] = table#173 { ["type"] = "literal", ["value"] = "A class of multivariate copulas based on products of bivariate copulas", ["xml:lang"] = "en", }, }, table#174 { ["itemType"] = table#175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q498027", }, ["subjectLabel"] = table#177 { ["type"] = "literal", ["value"] = "Some results on a transformation of copulas and quasi-copulas", ["xml:lang"] = "en", }, }, table#178 { ["itemType"] = table#179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q508035", }, ["subjectLabel"] = table#181 { ["type"] = "literal", ["value"] = "Multivariate countermonotonicity and the minimal copulas", ["xml:lang"] = "en", }, }, table#182 { ["itemType"] = table#183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q511559", }, ["subjectLabel"] = table#185 { ["type"] = "literal", ["value"] = "Kac's representation for empirical copula process from an asymptotic viewpoint", ["xml:lang"] = "en", }, }, table#186 { ["itemType"] = table#187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q511991", }, ["subjectLabel"] = table#189 { ["type"] = "literal", ["value"] = "The empirical beta copula", ["xml:lang"] = "en", }, }, table#190 { ["itemType"] = table#191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q512029", }, ["subjectLabel"] = table#193 { ["type"] = "literal", ["value"] = "Multivariate dependence modeling based on comonotonic factors", ["xml:lang"] = "en", }, }, table#194 { ["itemType"] = table#195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q512801", }, ["subjectLabel"] = table#197 { ["type"] = "literal", ["value"] = "Some properties of bivariate Schur-constant distributions", ["xml:lang"] = "en", }, }, table#198 { ["itemType"] = table#199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q683444", }, ["subjectLabel"] = table#201 { ["type"] = "literal", ["value"] = "Copula conditional tail expectation for multivariate financial risks", ["xml:lang"] = "en", }, }, table#202 { ["itemType"] = table#203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q517376", }, ["subjectLabel"] = table#205 { ["type"] = "literal", ["value"] = "Copula directed acyclic graphs", ["xml:lang"] = "en", }, }, table#206 { ["itemType"] = table#207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q518253", }, ["subjectLabel"] = table#209 { ["type"] = "literal", ["value"] = "Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models", ["xml:lang"] = "en", }, }, table#210 { ["itemType"] = table#211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q523726", }, ["subjectLabel"] = table#213 { ["type"] = "literal", ["value"] = "Some applications of the strong approximation of the integrated empirical copula processes", ["xml:lang"] = "en", }, }, table#214 { ["itemType"] = table#215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q526656", }, ["subjectLabel"] = table#217 { ["type"] = "literal", ["value"] = "1-Lipschitz power stable aggregation functions", ["xml:lang"] = "en", }, }, table#218 { ["itemType"] = table#219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q528182", }, ["subjectLabel"] = table#221 { ["type"] = "literal", ["value"] = "On the structure and estimation of hierarchical Archimedean copulas", ["xml:lang"] = "en", }, }, table#222 { ["itemType"] = table#223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q528246", }, ["subjectLabel"] = table#225 { ["type"] = "literal", ["value"] = "How random is a random vector?", ["xml:lang"] = "en", }, }, table#226 { ["itemType"] = table#227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q528768", }, ["subjectLabel"] = table#229 { ["type"] = "literal", ["value"] = "Combining various types of belief structures", ["xml:lang"] = "en", }, }, table#230 { ["itemType"] = table#231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529109", }, ["subjectLabel"] = table#233 { ["type"] = "literal", ["value"] = "Copulas, diagonals, and tail dependence", ["xml:lang"] = "en", }, }, table#234 { ["itemType"] = table#235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529111", }, ["subjectLabel"] = table#237 { ["type"] = "literal", ["value"] = "Additive generators of copulas", ["xml:lang"] = "en", }, }, table#238 { ["itemType"] = table#239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529114", }, ["subjectLabel"] = table#241 { ["type"] = "literal", ["value"] = "A probabilistic approach to the arithmetics of fuzzy numbers", ["xml:lang"] = "en", }, }, table#242 { ["itemType"] = table#243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529349", }, ["subjectLabel"] = table#245 { ["type"] = "literal", ["value"] = "On linear and quadratic constructions of aggregation functions", ["xml:lang"] = "en", }, }, table#246 { ["itemType"] = table#247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529358", }, ["subjectLabel"] = table#249 { ["type"] = "literal", ["value"] = "On the relationship between modular functions and copulas", ["xml:lang"] = "en", }, }, table#250 { ["itemType"] = table#251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529361", }, ["subjectLabel"] = table#253 { ["type"] = "literal", ["value"] = "Perturbation of bivariate copulas", ["xml:lang"] = "en", }, }, table#254 { ["itemType"] = table#255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529786", }, ["subjectLabel"] = table#257 { ["type"] = "literal", ["value"] = "Endogeneity in stochastic frontier models: copula approach without external instruments", ["xml:lang"] = "en", }, }, table#258 { ["itemType"] = table#259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q691846", }, ["subjectLabel"] = table#261 { ["type"] = "literal", ["value"] = "Shuffles of copulas and a new measure of dependence", ["xml:lang"] = "en", }, }, table#262 { ["itemType"] = table#263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q530982", }, ["subjectLabel"] = table#265 { ["type"] = "literal", ["value"] = "Estimation and model selection of semiparametric multivariate survival functions under general censorship", ["xml:lang"] = "en", }, }, table#266 { ["itemType"] = table#267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q692943", }, ["subjectLabel"] = table#269 { ["type"] = "literal", ["value"] = "A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems", ["xml:lang"] = "en", }, }, table#270 { ["itemType"] = table#271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q533149", }, ["subjectLabel"] = table#273 { ["type"] = "literal", ["value"] = "Conic aggregation functions", ["xml:lang"] = "en", }, }, table#274 { ["itemType"] = table#275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q533171", }, ["subjectLabel"] = table#277 { ["type"] = "literal", ["value"] = "Bivariate quasi-copulas and doubly stochastic signed measures", ["xml:lang"] = "en", }, }, table#278 { ["itemType"] = table#279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q693685", }, ["subjectLabel"] = table#281 { ["type"] = "literal", ["value"] = "Probabilistic methods in cancer biology", ["xml:lang"] = "en", }, }, table#282 { ["itemType"] = table#283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q697465", }, ["subjectLabel"] = table#285 { ["type"] = "literal", ["value"] = "The meta-elliptical distributions with given marginals", ["xml:lang"] = "en", }, }, table#286 { ["itemType"] = table#287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q553087", }, ["subjectLabel"] = table#289 { ["type"] = "literal", ["value"] = "Multivariate copulas, quasi-copulas and lattices", ["xml:lang"] = "en", }, }, table#290 { ["itemType"] = table#291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q707243", }, ["subjectLabel"] = table#293 { ["type"] = "literal", ["value"] = "Equivalence of methods for uncertainty propagation of real-valued random variables", ["xml:lang"] = "en", }, }, table#294 { ["itemType"] = table#295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q707394", }, ["subjectLabel"] = table#297 { ["type"] = "literal", ["value"] = "Constraints on concordance measures in bivariate discrete data", ["xml:lang"] = "en", }, }, table#298 { ["itemType"] = table#299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q557111", }, ["subjectLabel"] = table#301 { ["type"] = "literal", ["value"] = "Archimax copulas and invariance under transformations", ["xml:lang"] = "en", }, }, table#302 { ["itemType"] = table#303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q715787", }, ["subjectLabel"] = table#305 { ["type"] = "literal", ["value"] = "Some developments in semiparametric statistics", ["xml:lang"] = "en", }, }, table#306 { ["itemType"] = table#307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q578800", }, ["subjectLabel"] = table#309 { ["type"] = "literal", ["value"] = "Characterization of a Marshall-Olkin type class of distributions", ["xml:lang"] = "en", }, }, table#310 { ["itemType"] = table#311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719046", }, ["subjectLabel"] = table#313 { ["type"] = "literal", ["value"] = "Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data", ["xml:lang"] = "en", }, }, table#314 { ["itemType"] = table#315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q720659", }, ["subjectLabel"] = table#317 { ["type"] = "literal", ["value"] = "A copula entropy approach to correlation measurement at the country level", ["xml:lang"] = "en", }, }, table#318 { ["itemType"] = table#319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q721787", }, ["subjectLabel"] = table#321 { ["type"] = "literal", ["value"] = "From weakly chaotic dynamics to deterministic subdiffusion via copula modeling", ["xml:lang"] = "en", }, }, table#322 { ["itemType"] = table#323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q722737", }, ["subjectLabel"] = table#325 { ["type"] = "literal", ["value"] = "Sample selection models for count data in R", ["xml:lang"] = "en", }, }, table#326 { ["itemType"] = table#327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q723930", }, ["subjectLabel"] = table#329 { ["type"] = "literal", ["value"] = "A value-at-risk approach to optimisation of warranty policy", ["xml:lang"] = "en", }, }, table#330 { ["itemType"] = table#331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q724493", }, ["subjectLabel"] = table#333 { ["type"] = "literal", ["value"] = "Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring", ["xml:lang"] = "en", }, }, table#334 { ["itemType"] = table#335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q726127", }, ["subjectLabel"] = table#337 { ["type"] = "literal", ["value"] = "Certain bivariate distributions and random processes connected with maxima and minima", ["xml:lang"] = "en", }, }, table#338 { ["itemType"] = table#339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q726592", }, ["subjectLabel"] = table#341 { ["type"] = "literal", ["value"] = "High-dimensional copula-based distributions with mixed frequency data", ["xml:lang"] = "en", }, }, table#342 { ["itemType"] = table#343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q727574", }, ["subjectLabel"] = table#345 { ["type"] = "literal", ["value"] = "Focal copulas: a common framework for various classes of semilinear copulas", ["xml:lang"] = "en", }, }, table#346 { ["itemType"] = table#347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q727655", }, ["subjectLabel"] = table#349 { ["type"] = "literal", ["value"] = "Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio", ["xml:lang"] = "en", }, }, table#350 { ["itemType"] = table#351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q727660", }, ["subjectLabel"] = table#353 { ["type"] = "literal", ["value"] = "Lévy copulae for financial returns", ["xml:lang"] = "en", }, }, table#354 { ["itemType"] = table#355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q727664", }, ["subjectLabel"] = table#357 { ["type"] = "literal", ["value"] = "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form", ["xml:lang"] = "en", }, }, table#358 { ["itemType"] = table#359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q730929", }, ["subjectLabel"] = table#361 { ["type"] = "literal", ["value"] = "New constructions of diagonal patchwork copulas", ["xml:lang"] = "en", }, }, table#362 { ["itemType"] = table#363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q734443", }, ["subjectLabel"] = table#365 { ["type"] = "literal", ["value"] = "Comparison of performance measures for multivariate discrete models", ["xml:lang"] = "en", }, }, table#366 { ["itemType"] = table#367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q736537", }, ["subjectLabel"] = table#369 { ["type"] = "literal", ["value"] = "Semiparametric estimation of a simultaneous game with incomplete information", ["xml:lang"] = "en", }, }, table#370 { ["itemType"] = table#371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q738105", }, ["subjectLabel"] = table#373 { ["type"] = "literal", ["value"] = "Economic juries and public project provision", ["xml:lang"] = "en", }, }, table#374 { ["itemType"] = table#375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q744776", }, ["subjectLabel"] = table#377 { ["type"] = "literal", ["value"] = "Derivatives and Fisher information of bivariate copulas", ["xml:lang"] = "en", }, }, table#378 { ["itemType"] = table#379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q745474", }, ["subjectLabel"] = table#381 { ["type"] = "literal", ["value"] = "A new extension of bivariate FGM copulas", ["xml:lang"] = "en", }, }, table#382 { ["itemType"] = table#383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q745540", }, ["subjectLabel"] = table#385 { ["type"] = "literal", ["value"] = "Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence", ["xml:lang"] = "en", }, }, table#386 { ["itemType"] = table#387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q746876", }, ["subjectLabel"] = table#389 { ["type"] = "literal", ["value"] = "Generalized additive models for conditional dependence structures", ["xml:lang"] = "en", }, }, table#390 { ["itemType"] = table#391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q765883", }, ["subjectLabel"] = table#393 { ["type"] = "literal", ["value"] = "Study of dependence for some stochastic processes: symbolic Markov copulae", ["xml:lang"] = "en", }, }, table#394 { ["itemType"] = table#395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q781087", }, ["subjectLabel"] = table#397 { ["type"] = "literal", ["value"] = "Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration", ["xml:lang"] = "en", }, }, table#398 { ["itemType"] = table#399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q783265", }, ["subjectLabel"] = table#401 { ["type"] = "literal", ["value"] = "Copula estimation through wavelets", ["xml:lang"] = "en", }, }, table#402 { ["itemType"] = table#403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1882946", }, ["subjectLabel"] = table#405 { ["type"] = "literal", ["value"] = "Best-possible bounds on sets of bivariate distribution functions", ["xml:lang"] = "en", }, }, table#406 { ["itemType"] = table#407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1883088", }, ["subjectLabel"] = table#409 { ["type"] = "literal", ["value"] = "Uncorrelatedness sets of bounded random variables", ["xml:lang"] = "en", }, }, table#410 { ["itemType"] = table#411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1883279", }, ["subjectLabel"] = table#413 { ["type"] = "literal", ["value"] = "Revealing the dependence structure between \$X_{(1)}\$ and \$X_{(n)}\$", ["xml:lang"] = "en", }, }, table#414 { ["itemType"] = table#415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1885736", }, ["subjectLabel"] = table#417 { ["type"] = "literal", ["value"] = "Triangular norms. Position paper II: General constructions and parameterized families", ["xml:lang"] = "en", }, }, table#418 { ["itemType"] = table#419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1887792", }, ["subjectLabel"] = table#421 { ["type"] = "literal", ["value"] = "Statistical dependence through common risk factors: With applications in uncertainty analysis", ["xml:lang"] = "en", }, }, table#422 { ["itemType"] = table#423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1888896", }, ["subjectLabel"] = table#425 { ["type"] = "literal", ["value"] = "Diversification of aggregate dependent risks", ["xml:lang"] = "en", }, }, table#426 { ["itemType"] = table#427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1926005", }, ["subjectLabel"] = table#429 { ["type"] = "literal", ["value"] = "Tests of symmetry for bivariate copulas", ["xml:lang"] = "en", }, }, table#430 { ["itemType"] = table#431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1926809", }, ["subjectLabel"] = table#433 { ["type"] = "literal", ["value"] = "Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities", ["xml:lang"] = "en", }, }, table#434 { ["itemType"] = table#435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1927146", }, ["subjectLabel"] = table#437 { ["type"] = "literal", ["value"] = "Vine copulas with asymmetric tail dependence and applications to financial return data", ["xml:lang"] = "en", }, }, table#438 { ["itemType"] = table#439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1927154", }, ["subjectLabel"] = table#441 { ["type"] = "literal", ["value"] = "Modelling multi-output stochastic frontiers using copulas", ["xml:lang"] = "en", }, }, table#442 { ["itemType"] = table#443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1929058", }, ["subjectLabel"] = table#445 { ["type"] = "literal", ["value"] = "Decomposition of bivariate inequality indices by attributes", ["xml:lang"] = "en", }, }, table#446 { ["itemType"] = table#447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1930463", }, ["subjectLabel"] = table#449 { ["type"] = "literal", ["value"] = "Bayesian model choice of grouped \$t\$-copula", ["xml:lang"] = "en", }, }, table#450 { ["itemType"] = table#451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1933353", }, ["subjectLabel"] = table#453 { ["type"] = "literal", ["value"] = "On the strong approximation of bootstrapped empirical copula processes with applications", ["xml:lang"] = "en", }, }, table#454 { ["itemType"] = table#455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1934860", }, ["subjectLabel"] = table#457 { ["type"] = "literal", ["value"] = "Copula-based tests for cross-sectional independence in panel models", ["xml:lang"] = "en", }, }, table#458 { ["itemType"] = table#459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1936462", }, ["subjectLabel"] = table#461 { ["type"] = "literal", ["value"] = "Shot-noise driven multivariate default models", ["xml:lang"] = "en", }, }, table#462 { ["itemType"] = table#463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1945057", }, ["subjectLabel"] = table#465 { ["type"] = "literal", ["value"] = "A note on testing independence by a copula-based order selection approach", ["xml:lang"] = "en", }, }, table#466 { ["itemType"] = table#467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1945609", }, ["subjectLabel"] = table#469 { ["type"] = "literal", ["value"] = "Bayesian copulae distributions, with application to operational risk management -- some comments", ["xml:lang"] = "en", }, }, table#470 { ["itemType"] = table#471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1952431", }, ["subjectLabel"] = table#473 { ["type"] = "literal", ["value"] = "Parameter estimation for pair-copula constructions", ["xml:lang"] = "en", }, }, table#474 { ["itemType"] = table#475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1952670", }, ["subjectLabel"] = table#477 { ["type"] = "literal", ["value"] = "A functional for copulas and quasi-copulas", ["xml:lang"] = "en", }, }, table#478 { ["itemType"] = table#479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1954603", }, ["subjectLabel"] = table#481 { ["type"] = "literal", ["value"] = "Tail dependence for regularly varying time series", ["xml:lang"] = "en", }, }, table#482 { ["itemType"] = table#483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1956340", }, ["subjectLabel"] = table#485 { ["type"] = "literal", ["value"] = "Measures of radial asymmetry for bivariate random vectors", ["xml:lang"] = "en", }, }, table#486 { ["itemType"] = table#487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1956514", }, ["subjectLabel"] = table#489 { ["type"] = "literal", ["value"] = "Balls are maximizers of the Riesz-type functionals with supermodular integrands", ["xml:lang"] = "en", }, }, table#490 { ["itemType"] = table#491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1962818", }, ["subjectLabel"] = table#493 { ["type"] = "literal", ["value"] = "Stochastic bounds on sums of dependent risks", ["xml:lang"] = "en", }, }, table#494 { ["itemType"] = table#495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1726799", }, ["subjectLabel"] = table#497 { ["type"] = "literal", ["value"] = "Bayesian estimation of Kendall's \$\\tau\$ using a latent normal approach", ["xml:lang"] = "en", }, }, table#498 { ["itemType"] = table#499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1969723", }, ["subjectLabel"] = table#501 { ["type"] = "literal", ["value"] = "Bivariate distributions with given extreme value attractor", ["xml:lang"] = "en", }, }, table#502 { ["itemType"] = table#503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1730697", }, ["subjectLabel"] = table#505 { ["type"] = "literal", ["value"] = "Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems", ["xml:lang"] = "en", }, }, table#506 { ["itemType"] = table#507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1731227", }, ["subjectLabel"] = table#509 { ["type"] = "literal", ["value"] = "General tests of independence based on empirical processes indexed by functions", ["xml:lang"] = "en", }, }, table#510 { ["itemType"] = table#511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1731266", }, ["subjectLabel"] = table#513 { ["type"] = "literal", ["value"] = "Estimators based on trimmed Kendall's tau in multivariate copula models", ["xml:lang"] = "en", }, }, table#514 { ["itemType"] = table#515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1736481", }, ["subjectLabel"] = table#517 { ["type"] = "literal", ["value"] = "Goodness-of-fit tests for elliptical and independent copulas through projection pursuit", ["xml:lang"] = "en", }, }, table#518 { ["itemType"] = table#519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1737183", }, ["subjectLabel"] = table#521 { ["type"] = "literal", ["value"] = "On a one time-step Monte Carlo simulation approach of the SABR model: application to European options", ["xml:lang"] = "en", }, }, table#522 { ["itemType"] = table#523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1740341", }, ["subjectLabel"] = table#525 { ["type"] = "literal", ["value"] = "Importance sampling from posterior distributions using copula-like approximations", ["xml:lang"] = "en", }, }, table#526 { ["itemType"] = table#527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1740512", }, ["subjectLabel"] = table#529 { ["type"] = "literal", ["value"] = "Bayesian consistency for a nonparametric stationary Markov model", ["xml:lang"] = "en", }, }, table#530 { ["itemType"] = table#531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1740560", }, ["subjectLabel"] = table#533 { ["type"] = "literal", ["value"] = "Copula theory and probabilistic sensitivity analysis: is there a connection?", ["xml:lang"] = "en", }, }, table#534 { ["itemType"] = table#535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1741106", }, ["subjectLabel"] = table#537 { ["type"] = "literal", ["value"] = "Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective", ["xml:lang"] = "en", }, }, table#538 { ["itemType"] = table#539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1742729", }, ["subjectLabel"] = table#541 { ["type"] = "literal", ["value"] = "Single-index copulas", ["xml:lang"] = "en", }, }, table#542 { ["itemType"] = table#543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1742736", }, ["subjectLabel"] = table#545 { ["type"] = "literal", ["value"] = "Multivariate generalized Pareto distributions: parametrizations, representations, and properties", ["xml:lang"] = "en", }, }, table#546 { ["itemType"] = table#547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1744180", }, ["subjectLabel"] = table#549 { ["type"] = "literal", ["value"] = "Multivariate extreme value copulas with factor and tree dependence structures", ["xml:lang"] = "en", }, }, table#550 { ["itemType"] = table#551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1744217", }, ["subjectLabel"] = table#553 { ["type"] = "literal", ["value"] = "A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions", ["xml:lang"] = "en", }, }, table#554 { ["itemType"] = table#555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1744724", }, ["subjectLabel"] = table#557 { ["type"] = "literal", ["value"] = "Multivariate order statistics: the intermediate case", ["xml:lang"] = "en", }, }, table#558 { ["itemType"] = table#559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1987793", }, ["subjectLabel"] = table#561 { ["type"] = "literal", ["value"] = "Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method", ["xml:lang"] = "en", }, }, table#562 { ["itemType"] = table#563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1746754", }, ["subjectLabel"] = table#565 { ["type"] = "literal", ["value"] = "Measuring the tail risk: an asymptotic approach", ["xml:lang"] = "en", }, }, table#566 { ["itemType"] = table#567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749092", }, ["subjectLabel"] = table#569 { ["type"] = "literal", ["value"] = "Generators of copulas and aggregation", ["xml:lang"] = "en", }, }, table#570 { ["itemType"] = table#571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749519", }, ["subjectLabel"] = table#573 { ["type"] = "literal", ["value"] = "Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts", ["xml:lang"] = "en", }, }, table#574 { ["itemType"] = table#575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749608", }, ["subjectLabel"] = table#577 { ["type"] = "literal", ["value"] = "Quadratic constructions of copulas", ["xml:lang"] = "en", }, }, table#578 { ["itemType"] = table#579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749979", }, ["subjectLabel"] = table#581 { ["type"] = "literal", ["value"] = "Extreme-value copulas associated with the expected scaled maximum of independent random variables", ["xml:lang"] = "en", }, }, table#582 { ["itemType"] = table#583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749990", }, ["subjectLabel"] = table#585 { ["type"] = "literal", ["value"] = "On the weak convergence of the empirical conditional copula under a simplifying assumption", ["xml:lang"] = "en", }, }, table#586 { ["itemType"] = table#587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1750061", }, ["subjectLabel"] = table#589 { ["type"] = "literal", ["value"] = "On the estimation of Pareto fronts from the point of view of copula theory", ["xml:lang"] = "en", }, }, table#590 { ["itemType"] = table#591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1991678", }, ["subjectLabel"] = table#593 { ["type"] = "literal", ["value"] = "Local robust estimation of the Pickands dependence function", ["xml:lang"] = "en", }, }, table#594 { ["itemType"] = table#595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1991935", }, ["subjectLabel"] = table#597 { ["type"] = "literal", ["value"] = "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support", ["xml:lang"] = "en", }, }, table#598 { ["itemType"] = table#599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1750530", }, ["subjectLabel"] = table#601 { ["type"] = "literal", ["value"] = "The distribution of the probability mass of biconic copulas", ["xml:lang"] = "en", }, }, table#602 { ["itemType"] = table#603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1993061", }, ["subjectLabel"] = table#605 { ["type"] = "literal", ["value"] = "The method of solving structural reliability with multiparameter correlation problem", ["xml:lang"] = "en", }, }, table#606 { ["itemType"] = table#607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1751712", }, ["subjectLabel"] = table#609 { ["type"] = "literal", ["value"] = "Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions", ["xml:lang"] = "en", }, }, table#610 { ["itemType"] = table#611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1751938", }, ["subjectLabel"] = table#613 { ["type"] = "literal", ["value"] = "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios", ["xml:lang"] = "en", }, }, table#614 { ["itemType"] = table#615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1994045", }, ["subjectLabel"] = table#617 { ["type"] = "literal", ["value"] = "Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations", ["xml:lang"] = "en", }, }, table#618 { ["itemType"] = table#619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1755126", }, ["subjectLabel"] = table#621 { ["type"] = "literal", ["value"] = "A copula model for non-Gaussian multivariate spatial data", ["xml:lang"] = "en", }, }, table#622 { ["itemType"] = table#623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1755136", }, ["subjectLabel"] = table#625 { ["type"] = "literal", ["value"] = "Detection of block-exchangeable structure in large-scale correlation matrices", ["xml:lang"] = "en", }, }, table#626 { ["itemType"] = table#627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1756184", }, ["subjectLabel"] = table#629 { ["type"] = "literal", ["value"] = "A semiparametric maximum likelihood ratio test for the change point in copula models", ["xml:lang"] = "en", }, }, table#630 { ["itemType"] = table#631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1999166", }, ["subjectLabel"] = table#633 { ["type"] = "literal", ["value"] = "A probabilistic view on semilinear copulas", ["xml:lang"] = "en", }, }, table#634 { ["itemType"] = table#635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2000611", }, ["subjectLabel"] = table#637 { ["type"] = "literal", ["value"] = "Non-exchangeability of copulas arising from shock models", ["xml:lang"] = "en", }, }, table#638 { ["itemType"] = table#639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2001082", }, ["subjectLabel"] = table#641 { ["type"] = "literal", ["value"] = "A framework for measuring association of random vectors via collapsed random variables", ["xml:lang"] = "en", }, }, table#642 { ["itemType"] = table#643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2001084", }, ["subjectLabel"] = table#645 { ["type"] = "literal", ["value"] = "Dependence in a background risk model", ["xml:lang"] = "en", }, }, table#646 { ["itemType"] = table#647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2001094", }, ["subjectLabel"] = table#649 { ["type"] = "literal", ["value"] = "Geometry of discrete copulas", ["xml:lang"] = "en", }, }, table#650 { ["itemType"] = table#651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2001097", }, ["subjectLabel"] = table#653 { ["type"] = "literal", ["value"] = "Model selection in sparse high-dimensional vine copula models with an application to portfolio risk", ["xml:lang"] = "en", }, }, table#654 { ["itemType"] = table#655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2001261", }, ["subjectLabel"] = table#657 { ["type"] = "literal", ["value"] = "Introduction to extreme value theory: applications to risk analysis and management", ["xml:lang"] = "en", }, }, table#658 { ["itemType"] = table#659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1759619", }, ["subjectLabel"] = table#661 { ["type"] = "literal", ["value"] = "Aggregation-based extensions of fuzzy measures", ["xml:lang"] = "en", }, }, table#662 { ["itemType"] = table#663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2002020", }, ["subjectLabel"] = table#665 { ["type"] = "literal", ["value"] = "Copula-based geostatistical modeling of continuous and discrete data including covariates", ["xml:lang"] = "en", }, }, table#666 { ["itemType"] = table#667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2002571", }, ["subjectLabel"] = table#669 { ["type"] = "literal", ["value"] = "Multivariate adaptive warped kernel estimation", ["xml:lang"] = "en", }, }, table#670 { ["itemType"] = table#671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2002717", }, ["subjectLabel"] = table#673 { ["type"] = "literal", ["value"] = "Prediction based on conditional distributions of vine copulas", ["xml:lang"] = "en", }, }, table#674 { ["itemType"] = table#675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1761523", }, ["subjectLabel"] = table#677 { ["type"] = "literal", ["value"] = "Inference in multivariate Archimedean copula models", ["xml:lang"] = "en", }, }, table#678 { ["itemType"] = table#679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1761542", }, ["subjectLabel"] = table#681 { ["type"] = "literal", ["value"] = "A goodness-of-fit test for copula densities", ["xml:lang"] = "en", }, }, table#682 { ["itemType"] = table#683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1761610", }, ["subjectLabel"] = table#685 { ["type"] = "literal", ["value"] = "Directional dependence of random vectors", ["xml:lang"] = "en", }, }, table#686 { ["itemType"] = table#687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2008095", }, ["subjectLabel"] = table#689 { ["type"] = "literal", ["value"] = "A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series", ["xml:lang"] = "en", }, }, table#690 { ["itemType"] = table#691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2008218", }, ["subjectLabel"] = table#693 { ["type"] = "literal", ["value"] = "Dependence properties and Bayesian inference for asymmetric multivariate copulas", ["xml:lang"] = "en", }, }, table#694 { ["itemType"] = table#695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2008230", }, ["subjectLabel"] = table#697 { ["type"] = "literal", ["value"] = "Generalized Pareto copulas: a key to multivariate extremes", ["xml:lang"] = "en", }, }, table#698 { ["itemType"] = table#699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1766740", }, ["subjectLabel"] = table#701 { ["type"] = "literal", ["value"] = "Mixture decomposition of distributions by copulas in the symbolic data analysis framework", ["xml:lang"] = "en", }, }, table#702 { ["itemType"] = table#703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2011519", }, ["subjectLabel"] = table#705 { ["type"] = "literal", ["value"] = "Asymptotic behavior of the empirical multilinear copula process under broad conditions", ["xml:lang"] = "en", }, }, table#706 { ["itemType"] = table#707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2011520", }, ["subjectLabel"] = table#709 { ["type"] = "literal", ["value"] = "Score tests for covariate effects in conditional copulas", ["xml:lang"] = "en", }, }, table#710 { ["itemType"] = table#711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2012603", }, ["subjectLabel"] = table#713 { ["type"] = "literal", ["value"] = "New classes of power series bivariate copulas", ["xml:lang"] = "en", }, }, table#714 { ["itemType"] = table#715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1769785", }, ["subjectLabel"] = table#717 { ["type"] = "literal", ["value"] = "Weak convergence of empirical copula processes", ["xml:lang"] = "en", }, }, table#718 { ["itemType"] = table#719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2013643", }, ["subjectLabel"] = table#721 { ["type"] = "literal", ["value"] = "Archimedean copulas with applications to VaR estimation", ["xml:lang"] = "en", }, }, table#722 { ["itemType"] = table#723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2013782", }, ["subjectLabel"] = table#725 { ["type"] = "literal", ["value"] = "Copulas with given track and opposite track sections: solution to a problem on diagonals", ["xml:lang"] = "en", }, }, table#726 { ["itemType"] = table#727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2014421", }, ["subjectLabel"] = table#729 { ["type"] = "literal", ["value"] = "Integrals based on monotone set functions", ["xml:lang"] = "en", }, }, table#730 { ["itemType"] = table#731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1776879", }, ["subjectLabel"] = table#733 { ["type"] = "literal", ["value"] = "Archimedean copulae and positive dependence", ["xml:lang"] = "en", }, }, table#734 { ["itemType"] = table#735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1783220", }, ["subjectLabel"] = table#737 { ["type"] = "literal", ["value"] = "Forecasting VaR and ES of stock index portfolio: a vine copula method", ["xml:lang"] = "en", }, }, table#738 { ["itemType"] = table#739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1783940", }, ["subjectLabel"] = table#741 { ["type"] = "literal", ["value"] = "Copulas, uncertainty, and false discovery rate control", ["xml:lang"] = "en", }, }, table#742 { ["itemType"] = table#743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1787919", }, ["subjectLabel"] = table#745 { ["type"] = "literal", ["value"] = "Systemic risk and copula models", ["xml:lang"] = "en", }, }, table#746 { ["itemType"] = table#747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1790300", }, ["subjectLabel"] = table#749 { ["type"] = "literal", ["value"] = "Extremal dependence concepts", ["xml:lang"] = "en", }, }, table#750 { ["itemType"] = table#751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1792891", }, ["subjectLabel"] = table#753 { ["type"] = "literal", ["value"] = "Time-independent reliability analysis of bridge system based on mixed copula models", ["xml:lang"] = "en", }, }, table#754 { ["itemType"] = table#755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1793406", }, ["subjectLabel"] = table#757 { ["type"] = "literal", ["value"] = "Copula-based slope reliability analysis using the failure domain defined by the \$g\$-line", ["xml:lang"] = "en", }, }, table#758 { ["itemType"] = table#759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1794406", }, ["subjectLabel"] = table#761 { ["type"] = "literal", ["value"] = "Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas", ["xml:lang"] = "en", }, }, table#762 { ["itemType"] = table#763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1794451", }, ["subjectLabel"] = table#765 { ["type"] = "literal", ["value"] = "Universal integrals based on copulas", ["xml:lang"] = "en", }, }, table#766 { ["itemType"] = table#767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1794835", }, ["subjectLabel"] = table#769 { ["type"] = "literal", ["value"] = "Dominance on strict triangular norms and Mulholland inequality", ["xml:lang"] = "en", }, }, table#770 { ["itemType"] = table#771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1794839", }, ["subjectLabel"] = table#773 { ["type"] = "literal", ["value"] = "A note on a generalized Frank functional equation", ["xml:lang"] = "en", }, }, table#774 { ["itemType"] = table#775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1799650", }, ["subjectLabel"] = table#777 { ["type"] = "literal", ["value"] = "Copula approaches for modeling cross-sectional dependence of data breach losses", ["xml:lang"] = "en", }, }, table#778 { ["itemType"] = table#779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1800063", }, ["subjectLabel"] = table#781 { ["type"] = "literal", ["value"] = "Unsupervised data classification using pairwise Markov chains with automatic copulas selection", ["xml:lang"] = "en", }, }, table#782 { ["itemType"] = table#783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1800071", }, ["subjectLabel"] = table#785 { ["type"] = "literal", ["value"] = "Mixture of D-vine copulas for modeling dependence", ["xml:lang"] = "en", }, }, table#786 { ["itemType"] = table#787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1822151", }, ["subjectLabel"] = table#789 { ["type"] = "literal", ["value"] = "Positive dependence orderings", ["xml:lang"] = "en", }, }, table#790 { ["itemType"] = table#791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1826610", }, ["subjectLabel"] = table#793 { ["type"] = "literal", ["value"] = "On interactive fuzzy numbers", ["xml:lang"] = "en", }, }, table#794 { ["itemType"] = table#795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1858943", }, ["subjectLabel"] = table#797 { ["type"] = "literal", ["value"] = "On the recovery of joint distributions from limited information", ["xml:lang"] = "en", }, }, table#798 { ["itemType"] = table#799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1861394", }, ["subjectLabel"] = table#801 { ["type"] = "literal", ["value"] = "A characterization of joint distribution of two-valued random variables and its applications", ["xml:lang"] = "en", }, }, table#802 { ["itemType"] = table#803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q264269", }, ["subjectLabel"] = table#805 { ["type"] = "literal", ["value"] = "Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model", ["xml:lang"] = "en", }, }, table#806 { ["itemType"] = table#807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q265279", }, ["subjectLabel"] = table#809 { ["type"] = "literal", ["value"] = "A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing", ["xml:lang"] = "en", }, }, table#810 { ["itemType"] = table#811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q268675", }, ["subjectLabel"] = table#813 { ["type"] = "literal", ["value"] = "A semiparametric copula method for Cox models with covariate measurement error", ["xml:lang"] = "en", }, }, table#814 { ["itemType"] = table#815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q269123", }, ["subjectLabel"] = table#817 { ["type"] = "literal", ["value"] = "Optimal quantization of the support of a continuous multivariate distribution based on mutual information", ["xml:lang"] = "en", }, }, table#818 { ["itemType"] = table#819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q272488", }, ["subjectLabel"] = table#821 { ["type"] = "literal", ["value"] = "Dependence of exchangeable residual lifetimes subject to failure", ["xml:lang"] = "en", }, }, table#822 { ["itemType"] = table#823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q273648", }, ["subjectLabel"] = table#825 { ["type"] = "literal", ["value"] = "Sequential Bayesian model selection of regular vine copulas", ["xml:lang"] = "en", }, }, table#826 { ["itemType"] = table#827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q273774", }, ["subjectLabel"] = table#829 { ["type"] = "literal", ["value"] = "A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho", ["xml:lang"] = "en", }, }, table#830 { ["itemType"] = table#831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q274894", }, ["subjectLabel"] = table#833 { ["type"] = "literal", ["value"] = "Estimation of copula-based semiparametric time series models", ["xml:lang"] = "en", }, }, table#834 { ["itemType"] = table#835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q278497", }, ["subjectLabel"] = table#837 { ["type"] = "literal", ["value"] = "An efficient nonparametric estimator for models with nonlinear dependence", ["xml:lang"] = "en", }, }, table#838 { ["itemType"] = table#839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q279434", }, ["subjectLabel"] = table#841 { ["type"] = "literal", ["value"] = "Ortholinear and paralinear semi-copulas", ["xml:lang"] = "en", }, }, table#842 { ["itemType"] = table#843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q279436", }, ["subjectLabel"] = table#845 { ["type"] = "literal", ["value"] = "New families of symmetric/asymmetric copulas", ["xml:lang"] = "en", }, }, table#846 { ["itemType"] = table#847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q291623", }, ["subjectLabel"] = table#849 { ["type"] = "literal", ["value"] = "Common factors in conditional distributions for bivariate time series", ["xml:lang"] = "en", }, }, table#850 { ["itemType"] = table#851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q296786", }, ["subjectLabel"] = table#853 { ["type"] = "literal", ["value"] = "Construction of asymmetric copulas and its application in two-dimensional reliability modelling", ["xml:lang"] = "en", }, }, table#854 { ["itemType"] = table#855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q299819", }, ["subjectLabel"] = table#857 { ["type"] = "literal", ["value"] = "Spatial dependencies of wind power and interrelations with spot price dynamics", ["xml:lang"] = "en", }, }, table#858 { ["itemType"] = table#859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q302191", }, ["subjectLabel"] = table#861 { ["type"] = "literal", ["value"] = "Copula-based multivariate GARCH model with uncorrelated dependent errors", ["xml:lang"] = "en", }, }, table#862 { ["itemType"] = table#863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q308388", }, ["subjectLabel"] = table#865 { ["type"] = "literal", ["value"] = "Tail dependence measure for examining financial extreme co-movements", ["xml:lang"] = "en", }, }, table#866 { ["itemType"] = table#867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q311304", }, ["subjectLabel"] = table#869 { ["type"] = "literal", ["value"] = "Clustering bivariate mixed-type data via the cluster-weighted model", ["xml:lang"] = "en", }, }, table#870 { ["itemType"] = table#871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q314566", }, ["subjectLabel"] = table#873 { ["type"] = "literal", ["value"] = "Testing the constancy of Spearman's rho in multivariate time series", ["xml:lang"] = "en", }, }, table#874 { ["itemType"] = table#875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q319400", }, ["subjectLabel"] = table#877 { ["type"] = "literal", ["value"] = "Multi-objective portfolio optimization considering the dependence structure of asset returns", ["xml:lang"] = "en", }, }, table#878 { ["itemType"] = table#879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q320028", }, ["subjectLabel"] = table#881 { ["type"] = "literal", ["value"] = "Convergence results for patchwork copulas", ["xml:lang"] = "en", }, }, table#882 { ["itemType"] = table#883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q320254", }, ["subjectLabel"] = table#885 { ["type"] = "literal", ["value"] = "Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective", ["xml:lang"] = "en", }, }, table#886 { ["itemType"] = table#887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q320930", }, ["subjectLabel"] = table#889 { ["type"] = "literal", ["value"] = "Default probability estimation via pair copula constructions", ["xml:lang"] = "en", }, }, table#890 { ["itemType"] = table#891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q321012", }, ["subjectLabel"] = table#893 { ["type"] = "literal", ["value"] = "The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach", ["xml:lang"] = "en", }, }, table#894 { ["itemType"] = table#895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q321910", }, ["subjectLabel"] = table#897 { ["type"] = "literal", ["value"] = "On the family of multivariate chi-square copulas", ["xml:lang"] = "en", }, }, table#898 { ["itemType"] = table#899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q324995", }, ["subjectLabel"] = table#901 { ["type"] = "literal", ["value"] = "On the control of the difference between two Brownian motions: a dynamic copula approach", ["xml:lang"] = "en", }, }, table#902 { ["itemType"] = table#903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q324996", }, ["subjectLabel"] = table#905 { ["type"] = "literal", ["value"] = "On the control of the difference between two Brownian motions: an application to energy markets modeling", ["xml:lang"] = "en", }, }, table#906 { ["itemType"] = table#907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q329063", }, ["subjectLabel"] = table#909 { ["type"] = "literal", ["value"] = "Asymptotics for random functions moderated by dependent noise", ["xml:lang"] = "en", }, }, table#910 { ["itemType"] = table#911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q330381", }, ["subjectLabel"] = table#913 { ["type"] = "literal", ["value"] = "Computation of credit portfolio loss distribution by a cross entropy method", ["xml:lang"] = "en", }, }, table#914 { ["itemType"] = table#915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q334448", }, ["subjectLabel"] = table#917 { ["type"] = "literal", ["value"] = "An invitation to coupling and copulas: with applications to multisensory modeling", ["xml:lang"] = "en", }, }, table#918 { ["itemType"] = table#919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q340845", }, ["subjectLabel"] = table#921 { ["type"] = "literal", ["value"] = "Copula regression spline models for binary outcomes", ["xml:lang"] = "en", }, }, table#922 { ["itemType"] = table#923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q345366", }, ["subjectLabel"] = table#925 { ["type"] = "literal", ["value"] = "A new method to build spatio-temporal covariance functions: analysis of ozone data", ["xml:lang"] = "en", }, }, table#926 { ["itemType"] = table#927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q353877", }, ["subjectLabel"] = table#929 { ["type"] = "literal", ["value"] = "On dependency properties of the ISIs generated by a two-compartmental neuronal model", ["xml:lang"] = "en", }, }, table#930 { ["itemType"] = table#931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q378913", }, ["subjectLabel"] = table#933 { ["type"] = "literal", ["value"] = "Large sample properties for a class of copulas in bivariate survival analysis", ["xml:lang"] = "en", }, }, table#934 { ["itemType"] = table#935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q382740", }, ["subjectLabel"] = table#937 { ["type"] = "literal", ["value"] = "Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives", ["xml:lang"] = "en", }, }, table#938 { ["itemType"] = table#939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q383948", }, ["subjectLabel"] = table#941 { ["type"] = "literal", ["value"] = "Some new results on the empirical copula estimator with applications", ["xml:lang"] = "en", }, }, table#942 { ["itemType"] = table#943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q384769", }, ["subjectLabel"] = table#945 { ["type"] = "literal", ["value"] = "Empirical copulas for consecutive survival data", ["xml:lang"] = "en", }, }, table#946 { ["itemType"] = table#947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q387133", }, ["subjectLabel"] = table#949 { ["type"] = "literal", ["value"] = "Some results on homeomorphisms between fractal supports of copulas", ["xml:lang"] = "en", }, }, table#950 { ["itemType"] = table#951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391536", }, ["subjectLabel"] = table#953 { ["type"] = "literal", ["value"] = "Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique", ["xml:lang"] = "en", }, }, table#954 { ["itemType"] = table#955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391656", }, ["subjectLabel"] = table#957 { ["type"] = "literal", ["value"] = "On multivariate extensions of value-at-risk", ["xml:lang"] = "en", }, }, table#958 { ["itemType"] = table#959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391662", }, ["subjectLabel"] = table#961 { ["type"] = "literal", ["value"] = "Empirical and sequential empirical copula processes under serial dependence", ["xml:lang"] = "en", }, }, table#962 { ["itemType"] = table#963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391668", }, ["subjectLabel"] = table#965 { ["type"] = "literal", ["value"] = "Simplified pair copula constructions -- limitations and extensions", ["xml:lang"] = "en", }, }, table#966 { ["itemType"] = table#967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391802", }, ["subjectLabel"] = table#969 { ["type"] = "literal", ["value"] = "Factor copula models for multivariate data", ["xml:lang"] = "en", }, }, table#970 { ["itemType"] = table#971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391891", }, ["subjectLabel"] = table#973 { ["type"] = "literal", ["value"] = "Sklar's theorem derived using probabilistic continuation and two consistency results", ["xml:lang"] = "en", }, }, table#974 { ["itemType"] = table#975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391946", }, ["subjectLabel"] = table#977 { ["type"] = "literal", ["value"] = "Efficient estimation of semiparametric copula models for bivariate survival data", ["xml:lang"] = "en", }, }, table#978 { ["itemType"] = table#979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q392114", }, ["subjectLabel"] = table#981 { ["type"] = "literal", ["value"] = "A note on the asymptotic behavior of the Bernstein estimator of the copula density", ["xml:lang"] = "en", }, }, table#982 { ["itemType"] = table#983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q393636", }, ["subjectLabel"] = table#985 { ["type"] = "literal", ["value"] = "Application of copulas to multivariate control charts", ["xml:lang"] = "en", }, }, table#986 { ["itemType"] = table#987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q397919", }, ["subjectLabel"] = table#989 { ["type"] = "literal", ["value"] = "An algorithm for constructing high dimensional distributions from distributions of lower dimension", ["xml:lang"] = "en", }, }, table#990 { ["itemType"] = table#991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q398811", }, ["subjectLabel"] = table#993 { ["type"] = "literal", ["value"] = "Modelling operational risk losses with graphical models and copula functions", ["xml:lang"] = "en", }, }, table#994 { ["itemType"] = table#995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q413377", }, ["subjectLabel"] = table#997 { ["type"] = "literal", ["value"] = "Large sample behavior of the Bernstein copula estimator", ["xml:lang"] = "en", }, }, table#998 { ["itemType"] = table#999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q413392", }, ["subjectLabel"] = table#1001 { ["type"] = "literal", ["value"] = "Test of symmetry based on copula function", ["xml:lang"] = "en", }, }, table#1002 { ["itemType"] = table#1003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q419033", }, ["subjectLabel"] = table#1005 { ["type"] = "literal", ["value"] = "Binary survival aggregation functions", ["xml:lang"] = "en", }, }, table#1006 { ["itemType"] = table#1007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q419034", }, ["subjectLabel"] = table#1009 { ["type"] = "literal", ["value"] = "Characterization of all copulas associated with non-continuous random variables", ["xml:lang"] = "en", }, }, table#1010 { ["itemType"] = table#1011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q419037", }, ["subjectLabel"] = table#1013 { ["type"] = "literal", ["value"] = "A note on metrics induced by copulas", ["xml:lang"] = "en", }, }, table#1014 { ["itemType"] = table#1015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q421436", }, ["subjectLabel"] = table#1017 { ["type"] = "literal", ["value"] = "Directional dependence in multivariate distributions", ["xml:lang"] = "en", }, }, table#1018 { ["itemType"] = table#1019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q429988", }, ["subjectLabel"] = table#1021 { ["type"] = "literal", ["value"] = "Tail risk of multivariate regular variation", ["xml:lang"] = "en", }, }, table#1022 { ["itemType"] = table#1023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q430873", }, ["subjectLabel"] = table#1025 { ["type"] = "literal", ["value"] = "Autocopulas: investigating the interdependence structure of stationary time series", ["xml:lang"] = "en", }, }, table#1026 { ["itemType"] = table#1027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q433066", }, ["subjectLabel"] = table#1029 { ["type"] = "literal", ["value"] = "Ultramodular aggregation functions", ["xml:lang"] = "en", }, }, table#1030 { ["itemType"] = table#1031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q434914", }, ["subjectLabel"] = table#1033 { ["type"] = "literal", ["value"] = "Efficient Bayesian inference for stochastic time-varying copula models", ["xml:lang"] = "en", }, }, table#1034 { ["itemType"] = table#1035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443763", }, ["subjectLabel"] = table#1037 { ["type"] = "literal", ["value"] = "A review of copula models for economic time series", ["xml:lang"] = "en", }, }, table#1038 { ["itemType"] = table#1039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443766", }, ["subjectLabel"] = table#1041 { ["type"] = "literal", ["value"] = "Time-dependent copulas", ["xml:lang"] = "en", }, }, table#1042 { ["itemType"] = table#1043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443770", }, ["subjectLabel"] = table#1045 { ["type"] = "literal", ["value"] = "Copula-based semiparametric models for multivariate time series", ["xml:lang"] = "en", }, }, table#1046 { ["itemType"] = table#1047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443773", }, ["subjectLabel"] = table#1049 { ["type"] = "literal", ["value"] = "Semiparametric estimation of conditional copulas", ["xml:lang"] = "en", }, }, table#1050 { ["itemType"] = table#1051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443776", }, ["subjectLabel"] = table#1053 { ["type"] = "literal", ["value"] = "Beyond simplified pair-copula constructions", ["xml:lang"] = "en", }, }, table#1054 { ["itemType"] = table#1055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443781", }, ["subjectLabel"] = table#1057 { ["type"] = "literal", ["value"] = "In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes", ["xml:lang"] = "en", }, }, table#1058 { ["itemType"] = table#1059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443784", }, ["subjectLabel"] = table#1061 { ["type"] = "literal", ["value"] = "A test for Archimedeanity in bivariate copula models", ["xml:lang"] = "en", }, }, table#1062 { ["itemType"] = table#1063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q451150", }, ["subjectLabel"] = table#1065 { ["type"] = "literal", ["value"] = "On the approximation of copulas via shuffles of Min", ["xml:lang"] = "en", }, }, table#1066 { ["itemType"] = table#1067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q451165", }, ["subjectLabel"] = table#1069 { ["type"] = "literal", ["value"] = "How close are pairwise and mutual independence?", ["xml:lang"] = "en", }, }, table#1070 { ["itemType"] = table#1071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q451448", }, ["subjectLabel"] = table#1073 { ["type"] = "literal", ["value"] = "Measures of non-exchangeability for bivariate random vectors", ["xml:lang"] = "en", }, }, table#1074 { ["itemType"] = table#1075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q451473", }, ["subjectLabel"] = table#1077 { ["type"] = "literal", ["value"] = "Symmetry of functions and exchangeability of random variables", ["xml:lang"] = "en", }, }, table#1078 { ["itemType"] = table#1079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q454897", }, ["subjectLabel"] = table#1081 { ["type"] = "literal", ["value"] = "Biconic aggregation functions", ["xml:lang"] = "en", }, }, table#1082 { ["itemType"] = table#1083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q461823", }, ["subjectLabel"] = table#1085 { ["type"] = "literal", ["value"] = "Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points", ["xml:lang"] = "en", }, }, table#1086 { ["itemType"] = table#1087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q464450", }, ["subjectLabel"] = table#1089 { ["type"] = "literal", ["value"] = "The Bickel-Rosenblatt test for continuous time stochastic volatility models", ["xml:lang"] = "en", }, }, table#1090 { ["itemType"] = table#1091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q465637", }, ["subjectLabel"] = table#1093 { ["type"] = "literal", ["value"] = "On tests of radial symmetry for bivariate copulas", ["xml:lang"] = "en", }, }, table#1094 { ["itemType"] = table#1095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q470423", }, ["subjectLabel"] = table#1097 { ["type"] = "literal", ["value"] = "Analysing financial contagion and asymmetric market dependence with volatility indices via copulas", ["xml:lang"] = "en", }, }, table#1098 { ["itemType"] = table#1099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q475247", }, ["subjectLabel"] = table#1101 { ["type"] = "literal", ["value"] = "Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model", ["xml:lang"] = "en", }, }, table#1102 { ["itemType"] = table#1103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q479185", }, ["subjectLabel"] = table#1105 { ["type"] = "literal", ["value"] = "Bayesian nonparametric inference for a multivariate copula function", ["xml:lang"] = "en", }, }, table#1106 { ["itemType"] = table#1107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q482071", }, ["subjectLabel"] = table#1109 { ["type"] = "literal", ["value"] = "Portfolio risk assessment using multivariate extreme value methods", ["xml:lang"] = "en", }, }, table#1110 { ["itemType"] = table#1111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q484515", }, ["subjectLabel"] = table#1113 { ["type"] = "literal", ["value"] = "Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints", ["xml:lang"] = "en", }, }, table#1114 { ["itemType"] = table#1115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q487568", }, ["subjectLabel"] = table#1117 { ["type"] = "literal", ["value"] = "Bivariate lower and upper orthant value-at-risk", ["xml:lang"] = "en", }, }, table#1118 { ["itemType"] = table#1119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q65362", }, ["subjectLabel"] = table#1121 { ["type"] = "literal", ["value"] = "Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement", ["xml:lang"] = "en", }, }, table#1122 { ["itemType"] = table#1123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q70429", }, ["subjectLabel"] = table#1125 { ["type"] = "literal", ["value"] = "Estimation in exponential families on permutations", ["xml:lang"] = "en", }, }, table#1126 { ["itemType"] = table#1127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q72193", }, ["subjectLabel"] = table#1129 { ["type"] = "literal", ["value"] = "Factor tree copula models for item response data", ["xml:lang"] = "en", }, }, table#1130 { ["itemType"] = table#1131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q80563", }, ["subjectLabel"] = table#1133 { ["type"] = "literal", ["value"] = "Pair-copula constructions of multiple dependence", ["xml:lang"] = "en", }, }, table#1134 { ["itemType"] = table#1135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q80568", }, ["subjectLabel"] = table#1137 { ["type"] = "literal", ["value"] = "Selecting and estimating regular vine copulae and application to financial returns", ["xml:lang"] = "en", }, }, table#1138 { ["itemType"] = table#1139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q85343", }, ["subjectLabel"] = table#1141 { ["type"] = "literal", ["value"] = "Estimating scale-invariant directed dependence of bivariate distributions", ["xml:lang"] = "en", }, }, table#1142 { ["itemType"] = table#1143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q91059", }, ["subjectLabel"] = table#1145 { ["type"] = "literal", ["value"] = "Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach", ["xml:lang"] = "en", }, }, table#1146 { ["itemType"] = table#1147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q110549", }, ["subjectLabel"] = table#1149 { ["type"] = "literal", ["value"] = "Extremal attractors of Liouville copulas", ["xml:lang"] = "en", }, }, table#1150 { ["itemType"] = table#1151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q111321", }, ["subjectLabel"] = table#1153 { ["type"] = "literal", ["value"] = "Stationary vine copula models for multivariate time series", ["xml:lang"] = "en", }, }, table#1154 { ["itemType"] = table#1155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q112600", }, ["subjectLabel"] = table#1157 { ["type"] = "literal", ["value"] = "D-vine copula based quantile regression", ["xml:lang"] = "en", }, }, table#1158 { ["itemType"] = table#1159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q123369", }, ["subjectLabel"] = table#1161 { ["type"] = "literal", ["value"] = "Detecting changes in cross-sectional dependence in multivariate time series", ["xml:lang"] = "en", }, }, table#1162 { ["itemType"] = table#1163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q127469", }, ["subjectLabel"] = table#1165 { ["type"] = "literal", ["value"] = "Goodness-of-fit test for specification of semiparametric copula dependence models", ["xml:lang"] = "en", }, }, table#1166 { ["itemType"] = table#1167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q130047", }, ["subjectLabel"] = table#1169 { ["type"] = "literal", ["value"] = "A new coefficient of correlation", ["xml:lang"] = "en", }, }, table#1170 { ["itemType"] = table#1171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q141080", }, ["subjectLabel"] = table#1173 { ["type"] = "literal", ["value"] = "Copula-based dependence measures", ["xml:lang"] = "en", }, }, table#1174 { ["itemType"] = table#1175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q141958", }, ["subjectLabel"] = table#1177 { ["type"] = "literal", ["value"] = "Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula", ["xml:lang"] = "en", }, }, table#1178 { ["itemType"] = table#1179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q147461", }, ["subjectLabel"] = table#1181 { ["type"] = "literal", ["value"] = "Hierarchical Archimedean copulas through multivariate compound distributions", ["xml:lang"] = "en", }, }, table#1182 { ["itemType"] = table#1183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q151787", }, ["subjectLabel"] = table#1185 { ["type"] = "literal", ["value"] = "Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions", ["xml:lang"] = "en", }, }, table#1186 { ["itemType"] = table#1187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q152288", }, ["subjectLabel"] = table#1189 { ["type"] = "literal", ["value"] = "Clustering dependent observations with copula functions", ["xml:lang"] = "en", }, }, table#1190 { ["itemType"] = table#1191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q256678", }, ["subjectLabel"] = table#1193 { ["type"] = "literal", ["value"] = "On the impact of semidefinite positive correlation measures in portfolio theory", ["xml:lang"] = "en", }, }, table#1194 { ["itemType"] = table#1195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q258946", }, ["subjectLabel"] = table#1197 { ["type"] = "literal", ["value"] = "The contribution of improved joint survival conditions to living standards: an equivalent consumption approach", ["xml:lang"] = "en", }, }, table#1198 { ["itemType"] = table#1199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q261005", }, ["subjectLabel"] = table#1201 { ["type"] = "literal", ["value"] = "Flexible pair-copula estimation in D-vines using bivariate penalized splines", ["xml:lang"] = "en", }, }, table#1202 { ["itemType"] = table#1203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1615817", }, ["subjectLabel"] = table#1205 { ["type"] = "literal", ["value"] = "On the robustness of portfolio allocation under copula misspecification", ["xml:lang"] = "en", }, }, table#1206 { ["itemType"] = table#1207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1616344", }, ["subjectLabel"] = table#1209 { ["type"] = "literal", ["value"] = "Characterizations of bivariate conic, extreme value, and Archimax copulas", ["xml:lang"] = "en", }, }, table#1210 { ["itemType"] = table#1211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1616352", }, ["subjectLabel"] = table#1213 { ["type"] = "literal", ["value"] = "Nonparametric estimation of simplified vine copula models: comparison of methods", ["xml:lang"] = "en", }, }, table#1214 { ["itemType"] = table#1215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1618627", }, ["subjectLabel"] = table#1217 { ["type"] = "literal", ["value"] = "A wavelet based approach to measure and manage contagion at different time scales", ["xml:lang"] = "en", }, }, table#1218 { ["itemType"] = table#1219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1619694", }, ["subjectLabel"] = table#1221 { ["type"] = "literal", ["value"] = "On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets", ["xml:lang"] = "en", }, }, table#1222 { ["itemType"] = table#1223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1621637", }, ["subjectLabel"] = table#1225 { ["type"] = "literal", ["value"] = "The determinants of CDS spreads: evidence from the model space", ["xml:lang"] = "en", }, }, table#1226 { ["itemType"] = table#1227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1621987", }, ["subjectLabel"] = table#1229 { ["type"] = "literal", ["value"] = "Uncertainty quantification for the family-wise error rate in multivariate copula models", ["xml:lang"] = "en", }, }, table#1230 { ["itemType"] = table#1231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1623536", }, ["subjectLabel"] = table#1233 { ["type"] = "literal", ["value"] = "Estimation of risk measures in energy portfolios using modern copula techniques", ["xml:lang"] = "en", }, }, table#1234 { ["itemType"] = table#1235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1623548", }, ["subjectLabel"] = table#1237 { ["type"] = "literal", ["value"] = "SCOMDY models based on pair-copula constructions with application to exchange rates", ["xml:lang"] = "en", }, }, table#1238 { ["itemType"] = table#1239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1623562", }, ["subjectLabel"] = table#1241 { ["type"] = "literal", ["value"] = "Vine-copula GARCH model with dynamic conditional dependence", ["xml:lang"] = "en", }, }, table#1242 { ["itemType"] = table#1243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1623567", }, ["subjectLabel"] = table#1245 { ["type"] = "literal", ["value"] = "A fluctuation test for constant Spearman's rho with nuisance-free limit distribution", ["xml:lang"] = "en", }, }, table#1246 { ["itemType"] = table#1247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1624851", }, ["subjectLabel"] = table#1249 { ["type"] = "literal", ["value"] = "Nonstationary modelling of tail dependence of two subjects' concentration", ["xml:lang"] = "en", }, }, table#1250 { ["itemType"] = table#1251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1627816", }, ["subjectLabel"] = table#1253 { ["type"] = "literal", ["value"] = "Analysis of dynamic correlation of Japanese stock returns with network clustering", ["xml:lang"] = "en", }, }, table#1254 { ["itemType"] = table#1255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1630490", }, ["subjectLabel"] = table#1257 { ["type"] = "literal", ["value"] = "Security from the adversary's inertia-controlling convergence speed when playing mixed strategy equilibria", ["xml:lang"] = "en", }, }, table#1258 { ["itemType"] = table#1259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1631418", }, ["subjectLabel"] = table#1261 { ["type"] = "literal", ["value"] = "Robust optimization of mixed CVaR STARR ratio using copulas", ["xml:lang"] = "en", }, }, table#1262 { ["itemType"] = table#1263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1631599", }, ["subjectLabel"] = table#1265 { ["type"] = "literal", ["value"] = "Bayesian model selection of regular vine copulas", ["xml:lang"] = "en", }, }, table#1266 { ["itemType"] = table#1267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1633656", }, ["subjectLabel"] = table#1269 { ["type"] = "literal", ["value"] = "Copula-based measurement of interdependence for discrete distributions", ["xml:lang"] = "en", }, }, table#1270 { ["itemType"] = table#1271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1635006", }, ["subjectLabel"] = table#1273 { ["type"] = "literal", ["value"] = "De copulis non est disputandum. Copulae: an overview", ["xml:lang"] = "en", }, }, table#1274 { ["itemType"] = table#1275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1640948", }, ["subjectLabel"] = table#1277 { ["type"] = "literal", ["value"] = "Uniform in bandwidth consistency of nonparametric regression based on copula representation", ["xml:lang"] = "en", }, }, table#1278 { ["itemType"] = table#1279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1643830", }, ["subjectLabel"] = table#1281 { ["type"] = "literal", ["value"] = "Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula", ["xml:lang"] = "en", }, }, table#1282 { ["itemType"] = table#1283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1643850", }, ["subjectLabel"] = table#1285 { ["type"] = "literal", ["value"] = "Trade and currency options hedging model", ["xml:lang"] = "en", }, }, table#1286 { ["itemType"] = table#1287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1648671", }, ["subjectLabel"] = table#1289 { ["type"] = "literal", ["value"] = "A simple non-parametric goodness-of-fit test for elliptical copulas", ["xml:lang"] = "en", }, }, table#1290 { ["itemType"] = table#1291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1654249", }, ["subjectLabel"] = table#1293 { ["type"] = "literal", ["value"] = "Some copula inference procedures adapted to the presence of ties", ["xml:lang"] = "en", }, }, table#1294 { ["itemType"] = table#1295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1654263", }, ["subjectLabel"] = table#1297 { ["type"] = "literal", ["value"] = "Bivariate copula additive models for location, scale and shape", ["xml:lang"] = "en", }, }, table#1298 { ["itemType"] = table#1299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1109659", }, ["subjectLabel"] = table#1301 { ["type"] = "literal", ["value"] = "Multivariate stochastic dominance with fixed dependence structure", ["xml:lang"] = "en", }, }, table#1302 { ["itemType"] = table#1303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1658506", }, ["subjectLabel"] = table#1305 { ["type"] = "literal", ["value"] = "Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model", ["xml:lang"] = "en", }, }, table#1306 { ["itemType"] = table#1307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1658513", }, ["subjectLabel"] = table#1309 { ["type"] = "literal", ["value"] = "Model selection for discrete regular vine copulas", ["xml:lang"] = "en", }, }, table#1310 { ["itemType"] = table#1311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1658729", }, ["subjectLabel"] = table#1313 { ["type"] = "literal", ["value"] = "Semi-parametric copula sample selection models for count responses", ["xml:lang"] = "en", }, }, table#1314 { ["itemType"] = table#1315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1658983", }, ["subjectLabel"] = table#1317 { ["type"] = "literal", ["value"] = "Copula in a multivariate mixed discrete-continuous model", ["xml:lang"] = "en", }, }, table#1318 { ["itemType"] = table#1319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1659106", }, ["subjectLabel"] = table#1321 { ["type"] = "literal", ["value"] = "Managing risk with a realized copula parameter", ["xml:lang"] = "en", }, }, table#1322 { ["itemType"] = table#1323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1661365", }, ["subjectLabel"] = table#1325 { ["type"] = "literal", ["value"] = "On the length of copula level curves", ["xml:lang"] = "en", }, }, table#1326 { ["itemType"] = table#1327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1662326", }, ["subjectLabel"] = table#1329 { ["type"] = "literal", ["value"] = "Bayesian inference for conditional copulas using Gaussian process single index models", ["xml:lang"] = "en", }, }, table#1330 { ["itemType"] = table#1331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663102", }, ["subjectLabel"] = table#1333 { ["type"] = "literal", ["value"] = "Copula based generalized additive models for location, scale and shape with non-random sample selection", ["xml:lang"] = "en", }, }, table#1334 { ["itemType"] = table#1335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663445", }, ["subjectLabel"] = table#1337 { ["type"] = "literal", ["value"] = "Probabilistic slope stability analysis by a copula-based sampling method", ["xml:lang"] = "en", }, }, table#1338 { ["itemType"] = table#1339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1667375", }, ["subjectLabel"] = table#1341 { ["type"] = "literal", ["value"] = "Two bootstrap strategies for a \$k\$-problem up to location-scale with dependent samples", ["xml:lang"] = "en", }, }, table#1342 { ["itemType"] = table#1343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1667391", }, ["subjectLabel"] = table#1345 { ["type"] = "literal", ["value"] = "An analysis of a heuristic procedure to evaluate tail (in)dependence", ["xml:lang"] = "en", }, }, table#1346 { ["itemType"] = table#1347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1668043", }, ["subjectLabel"] = table#1349 { ["type"] = "literal", ["value"] = "A large class of new bivariate copulas and their properties", ["xml:lang"] = "en", }, }, table#1350 { ["itemType"] = table#1351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1668283", }, ["subjectLabel"] = table#1353 { ["type"] = "literal", ["value"] = "Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection", ["xml:lang"] = "en", }, }, table#1354 { ["itemType"] = table#1355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1677016", }, ["subjectLabel"] = table#1357 { ["type"] = "literal", ["value"] = "Sklar's theorem in an imprecise setting", ["xml:lang"] = "en", }, }, table#1358 { ["itemType"] = table#1359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1677657", }, ["subjectLabel"] = table#1361 { ["type"] = "literal", ["value"] = "Conditional information using copulas with an application to decision making", ["xml:lang"] = "en", }, }, table#1362 { ["itemType"] = table#1363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1680144", }, ["subjectLabel"] = table#1365 { ["type"] = "literal", ["value"] = "The effects of dependent beliefs on endogenous leverage", ["xml:lang"] = "en", }, }, table#1366 { ["itemType"] = table#1367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1681085", }, ["subjectLabel"] = table#1369 { ["type"] = "literal", ["value"] = "A general approach to full-range tail dependence copulas", ["xml:lang"] = "en", }, }, table#1370 { ["itemType"] = table#1371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1685209", }, ["subjectLabel"] = table#1373 { ["type"] = "literal", ["value"] = "A Legendre multiwavelets approach to copula density estimation", ["xml:lang"] = "en", }, }, table#1374 { ["itemType"] = table#1375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1685296", }, ["subjectLabel"] = table#1377 { ["type"] = "literal", ["value"] = "Copula-based measures of reflection and permutation asymmetry and statistical tests", ["xml:lang"] = "en", }, }, table#1378 { ["itemType"] = table#1379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1687303", }, ["subjectLabel"] = table#1381 { ["type"] = "literal", ["value"] = "On multivariate asymmetric dependence using multivariate skew-normal copula-based regression", ["xml:lang"] = "en", }, }, table#1382 { ["itemType"] = table#1383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1690084", }, ["subjectLabel"] = table#1385 { ["type"] = "literal", ["value"] = "Rank correlation under categorical confounding", ["xml:lang"] = "en", }, }, table#1386 { ["itemType"] = table#1387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1400143", }, ["subjectLabel"] = table#1389 { ["type"] = "literal", ["value"] = "Are copulas unimodal?", ["xml:lang"] = "en", }, }, table#1390 { ["itemType"] = table#1391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1695097", }, ["subjectLabel"] = table#1393 { ["type"] = "literal", ["value"] = "A semiparametric and location-shift copula-based mixture model", ["xml:lang"] = "en", }, }, table#1394 { ["itemType"] = table#1395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1146667", }, ["subjectLabel"] = table#1397 { ["type"] = "literal", ["value"] = "Representation theorems for L-fuzzy quantities", ["xml:lang"] = "en", }, }, table#1398 { ["itemType"] = table#1399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1695423", }, ["subjectLabel"] = table#1401 { ["type"] = "literal", ["value"] = "Dependence structure and test of independence for some well-known bivariate distributions", ["xml:lang"] = "en", }, }, table#1402 { ["itemType"] = table#1403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1695428", }, ["subjectLabel"] = table#1405 { ["type"] = "literal", ["value"] = "Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach", ["xml:lang"] = "en", }, }, table#1406 { ["itemType"] = table#1407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1695739", }, ["subjectLabel"] = table#1409 { ["type"] = "literal", ["value"] = "Covariance model simulation using regular vines", ["xml:lang"] = "en", }, }, table#1410 { ["itemType"] = table#1411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1696996", }, ["subjectLabel"] = table#1413 { ["type"] = "literal", ["value"] = "Copula-based dependence measures for piecewise monotonicity", ["xml:lang"] = "en", }, }, table#1414 { ["itemType"] = table#1415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697000", }, ["subjectLabel"] = table#1417 { ["type"] = "literal", ["value"] = "A joint regression modeling framework for analyzing bivariate binary data in \$\\mathsf{R}\$", ["xml:lang"] = "en", }, }, table#1418 { ["itemType"] = table#1419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697318", }, ["subjectLabel"] = table#1421 { ["type"] = "literal", ["value"] = "Baire category results for exchangeable copulas", ["xml:lang"] = "en", }, }, table#1422 { ["itemType"] = table#1423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697655", }, ["subjectLabel"] = table#1425 { ["type"] = "literal", ["value"] = "On \$(a,b)\$-transformations of conjunctive functions", ["xml:lang"] = "en", }, }, table#1426 { ["itemType"] = table#1427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697821", }, ["subjectLabel"] = table#1429 { ["type"] = "literal", ["value"] = "Comonotonicity for sets of probabilities", ["xml:lang"] = "en", }, }, table#1430 { ["itemType"] = table#1431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697867", }, ["subjectLabel"] = table#1433 { ["type"] = "literal", ["value"] = "\$D_s\$-optimality in copula models", ["xml:lang"] = "en", }, }, table#1434 { ["itemType"] = table#1435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1697868", }, ["subjectLabel"] = table#1437 { ["type"] = "literal", ["value"] = "On the effect of dependency in information properties of series and parallel systems", ["xml:lang"] = "en", }, }, table#1438 { ["itemType"] = table#1439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1698300", }, ["subjectLabel"] = table#1441 { ["type"] = "literal", ["value"] = "Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas", ["xml:lang"] = "en", }, }, table#1442 { ["itemType"] = table#1443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1698330", }, ["subjectLabel"] = table#1445 { ["type"] = "literal", ["value"] = "Fair linking mechanisms for resource allocation with correlated player types", ["xml:lang"] = "en", }, }, table#1446 { ["itemType"] = table#1447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1698838", }, ["subjectLabel"] = table#1449 { ["type"] = "literal", ["value"] = "Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies", ["xml:lang"] = "en", }, }, table#1450 { ["itemType"] = table#1451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699334", }, ["subjectLabel"] = table#1453 { ["type"] = "literal", ["value"] = "Characterization of copulas with given diagonal and opposite diagonal sections", ["xml:lang"] = "en", }, }, table#1454 { ["itemType"] = table#1455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699336", }, ["subjectLabel"] = table#1457 { ["type"] = "literal", ["value"] = "On tail dependence coefficients of transformed multivariate Archimedean copulas", ["xml:lang"] = "en", }, }, table#1458 { ["itemType"] = table#1459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699338", }, ["subjectLabel"] = table#1461 { ["type"] = "literal", ["value"] = "Shock models with recovery option via the maxmin copulas", ["xml:lang"] = "en", }, }, table#1462 { ["itemType"] = table#1463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699339", }, ["subjectLabel"] = table#1465 { ["type"] = "literal", ["value"] = "Independence results for multivariate tail dependence coefficients", ["xml:lang"] = "en", }, }, table#1466 { ["itemType"] = table#1467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699340", }, ["subjectLabel"] = table#1469 { ["type"] = "literal", ["value"] = "The distribution of the probability mass of conic copulas", ["xml:lang"] = "en", }, }, table#1470 { ["itemType"] = table#1471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1702012", }, ["subjectLabel"] = table#1473 { ["type"] = "literal", ["value"] = "Model distances for vine copulas in high dimensions", ["xml:lang"] = "en", }, }, table#1474 { ["itemType"] = table#1475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1702016", }, ["subjectLabel"] = table#1477 { ["type"] = "literal", ["value"] = "Estimating non-simplified vine copulas using penalized splines", ["xml:lang"] = "en", }, }, table#1478 { ["itemType"] = table#1479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1702298", }, ["subjectLabel"] = table#1481 { ["type"] = "literal", ["value"] = "Vine copula approximation: a generic method for coping with conditional dependence", ["xml:lang"] = "en", }, }, table#1482 { ["itemType"] = table#1483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1703839", }, ["subjectLabel"] = table#1485 { ["type"] = "literal", ["value"] = "The locally Gaussian density estimator for multivariate data", ["xml:lang"] = "en", }, }, table#1486 { ["itemType"] = table#1487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1704147", }, ["subjectLabel"] = table#1489 { ["type"] = "literal", ["value"] = "Improved Fréchet-Hoeffding bounds on \$d\$-copulas and applications in model-free finance", ["xml:lang"] = "en", }, }, table#1490 { ["itemType"] = table#1491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1413291", }, ["subjectLabel"] = table#1493 { ["type"] = "literal", ["value"] = "Bivariate analysis of survivorship and persistency", ["xml:lang"] = "en", }, }, table#1494 { ["itemType"] = table#1495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1413327", }, ["subjectLabel"] = table#1497 { ["type"] = "literal", ["value"] = "Copula convergence theorems for tail events.", ["xml:lang"] = "en", }, }, table#1498 { ["itemType"] = table#1499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1413385", }, ["subjectLabel"] = table#1501 { ["type"] = "literal", ["value"] = "Compound Poisson approximations for individual models with dependent risks.", ["xml:lang"] = "en", }, }, table#1502 { ["itemType"] = table#1503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1413897", }, ["subjectLabel"] = table#1505 { ["type"] = "literal", ["value"] = "On the interplay between variability and negative dependence for bivariate distributions.", ["xml:lang"] = "en", }, }, table#1506 { ["itemType"] = table#1507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1715530", }, ["subjectLabel"] = table#1509 { ["type"] = "literal", ["value"] = "Extreme M-quantiles as risk measures: from \$L^{1}\$ to \$L^{p}\$ optimization", ["xml:lang"] = "en", }, }, table#1510 { ["itemType"] = table#1511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1423086", }, ["subjectLabel"] = table#1513 { ["type"] = "literal", ["value"] = "Kendall distribution functions.", ["xml:lang"] = "en", }, }, table#1514 { ["itemType"] = table#1515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1423197", }, ["subjectLabel"] = table#1517 { ["type"] = "literal", ["value"] = "Improved rank-based dependence measures for categorical data.", ["xml:lang"] = "en", }, }, table#1518 { ["itemType"] = table#1519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1424483", }, ["subjectLabel"] = table#1521 { ["type"] = "literal", ["value"] = "Hutchinson -- Lai's conjecture for bivariate extreme value copulas.", ["xml:lang"] = "en", }, }, table#1522 { ["itemType"] = table#1523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1427718", }, ["subjectLabel"] = table#1525 { ["type"] = "literal", ["value"] = "A new class of bivariate copulas.", ["xml:lang"] = "en", }, }, table#1526 { ["itemType"] = table#1527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1427722", }, ["subjectLabel"] = table#1529 { ["type"] = "literal", ["value"] = "On the rate of convergence to asymptotic independence between order statistics.", ["xml:lang"] = "en", }, }, table#1530 { ["itemType"] = table#1531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1725400", }, ["subjectLabel"] = table#1533 { ["type"] = "literal", ["value"] = "Nonlinear behaviors of tail dependence and cross-correlation of financial time series model", ["xml:lang"] = "en", }, }, table#1534 { ["itemType"] = table#1535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1430869", }, ["subjectLabel"] = table#1537 { ["type"] = "literal", ["value"] = "Measure-based aggregation operators.", ["xml:lang"] = "en", }, }, table#1538 { ["itemType"] = table#1539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1195572", }, ["subjectLabel"] = table#1541 { ["type"] = "literal", ["value"] = "On measures of association as measures of positive dependence", ["xml:lang"] = "en", }, }, table#1542 { ["itemType"] = table#1543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1217205", }, ["subjectLabel"] = table#1545 { ["type"] = "literal", ["value"] = "Multiplications on the space of probability distribution functions", ["xml:lang"] = "en", }, }, table#1546 { ["itemType"] = table#1547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1218589", }, ["subjectLabel"] = table#1549 { ["type"] = "literal", ["value"] = "Associativity in a class of operations on spaces of distribution functions", ["xml:lang"] = "en", }, }, table#1550 { ["itemType"] = table#1551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1249650", }, ["subjectLabel"] = table#1553 { ["type"] = "literal", ["value"] = "On \$\\tau_T\$ semigroups of probability distribution functions II", ["xml:lang"] = "en", }, }, table#1554 { ["itemType"] = table#1555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1260421", }, ["subjectLabel"] = table#1557 { ["type"] = "literal", ["value"] = "Probabilistische Metriken auf der Menge der nicht negativen Verteilungsfunktionen", ["xml:lang"] = "en", }, }, table#1558 { ["itemType"] = table#1559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1270687", }, ["subjectLabel"] = table#1561 { ["type"] = "literal", ["value"] = "Strong approximation of copulas", ["xml:lang"] = "en", }, }, table#1562 { ["itemType"] = table#1563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1283847", }, ["subjectLabel"] = table#1565 { ["type"] = "literal", ["value"] = "Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals", ["xml:lang"] = "en", }, }, table#1566 { ["itemType"] = table#1567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1041080", }, ["subjectLabel"] = table#1569 { ["type"] = "literal", ["value"] = "Tail dependence functions and vine copulas", ["xml:lang"] = "en", }, }, table#1570 { ["itemType"] = table#1571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1041082", }, ["subjectLabel"] = table#1573 { ["type"] = "literal", ["value"] = "Multivariate comonotonicity", ["xml:lang"] = "en", }, }, table#1574 { ["itemType"] = table#1575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1042117", }, ["subjectLabel"] = table#1577 { ["type"] = "literal", ["value"] = "Supplier default dependencies: empirical evidence from the automotive industry", ["xml:lang"] = "en", }, }, table#1578 { ["itemType"] = table#1579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1293663", }, ["subjectLabel"] = table#1581 { ["type"] = "literal", ["value"] = "A characterization of quasi-copulas", ["xml:lang"] = "en", }, }, table#1582 { ["itemType"] = table#1583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1300919", }, ["subjectLabel"] = table#1585 { ["type"] = "literal", ["value"] = "Distributions with known initial hazard rate functions", ["xml:lang"] = "en", }, }, table#1586 { ["itemType"] = table#1587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1058221", }, ["subjectLabel"] = table#1589 { ["type"] = "literal", ["value"] = "Lower bounds for the distribution function of a k-dimensional n- extendible exchangeable process", ["xml:lang"] = "en", }, }, table#1590 { ["itemType"] = table#1591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1598976", }, ["subjectLabel"] = table#1593 { ["type"] = "literal", ["value"] = "An extension of Osuna's model for stress caused by waiting", ["xml:lang"] = "en", }, }, table#1594 { ["itemType"] = table#1595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1600216", }, ["subjectLabel"] = table#1597 { ["type"] = "literal", ["value"] = "Extreme value attractors for star unimodal copulas", ["xml:lang"] = "en", }, }, table#1598 { ["itemType"] = table#1599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1071367", }, ["subjectLabel"] = table#1601 { ["type"] = "literal", ["value"] = "Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov", ["xml:lang"] = "en", }, }, table#1602 { ["itemType"] = table#1603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2121830", }, ["subjectLabel"] = table#1605 { ["type"] = "literal", ["value"] = "Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies", ["xml:lang"] = "en", }, }, table#1606 { ["itemType"] = table#1607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2126028", }, ["subjectLabel"] = table#1609 { ["type"] = "literal", ["value"] = "Perturbations of copulas and mixing properties", ["xml:lang"] = "en", }, }, table#1610 { ["itemType"] = table#1611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2127036", }, ["subjectLabel"] = table#1613 { ["type"] = "literal", ["value"] = "Curved splicing of copulas", ["xml:lang"] = "en", }, }, table#1614 { ["itemType"] = table#1615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2131254", }, ["subjectLabel"] = table#1617 { ["type"] = "literal", ["value"] = "Parametric copula adjusted for non- and semiparametric regression", ["xml:lang"] = "en", }, }, table#1618 { ["itemType"] = table#1619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2135577", }, ["subjectLabel"] = table#1621 { ["type"] = "literal", ["value"] = "Modeling spatial extremes using normal mean-variance mixtures", ["xml:lang"] = "en", }, }, table#1622 { ["itemType"] = table#1623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2135592", }, ["subjectLabel"] = table#1625 { ["type"] = "literal", ["value"] = "The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series", ["xml:lang"] = "en", }, }, table#1626 { ["itemType"] = table#1627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137621", }, ["subjectLabel"] = table#1629 { ["type"] = "literal", ["value"] = "Mixed value-at-risk and its numerical investigation", ["xml:lang"] = "en", }, }, table#1630 { ["itemType"] = table#1631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137805", }, ["subjectLabel"] = table#1633 { ["type"] = "literal", ["value"] = "Smooth bootstrapping of copula functionals", ["xml:lang"] = "en", }, }, table#1634 { ["itemType"] = table#1635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2138631", }, ["subjectLabel"] = table#1637 { ["type"] = "literal", ["value"] = "A new class of copula regression models for modelling multivariate heavy-tailed data", ["xml:lang"] = "en", }, }, table#1638 { ["itemType"] = table#1639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2141847", }, ["subjectLabel"] = table#1641 { ["type"] = "literal", ["value"] = "Multivariate cumulants in outlier detection for financial data analysis", ["xml:lang"] = "en", }, }, table#1642 { ["itemType"] = table#1643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2142917", }, ["subjectLabel"] = table#1645 { ["type"] = "literal", ["value"] = "Nonparametric estimation of the measure of functional dependence", ["xml:lang"] = "en", }, }, table#1646 { ["itemType"] = table#1647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2142996", }, ["subjectLabel"] = table#1649 { ["type"] = "literal", ["value"] = "Regular vines with strongly chordal pattern of (conditional) independence", ["xml:lang"] = "en", }, }, table#1650 { ["itemType"] = table#1651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2143027", }, ["subjectLabel"] = table#1653 { ["type"] = "literal", ["value"] = "Stochastic representation of FGM copulas using multivariate Bernoulli random variables", ["xml:lang"] = "en", }, }, table#1654 { ["itemType"] = table#1655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2144427", }, ["subjectLabel"] = table#1657 { ["type"] = "literal", ["value"] = "Comonotone lower probabilities with robust marginal distributions functions", ["xml:lang"] = "en", }, }, table#1658 { ["itemType"] = table#1659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2147573", }, ["subjectLabel"] = table#1661 { ["type"] = "literal", ["value"] = "A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters", ["xml:lang"] = "en", }, }, table#1662 { ["itemType"] = table#1663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2148729", }, ["subjectLabel"] = table#1665 { ["type"] = "literal", ["value"] = "Technical and allocative inefficiency in production systems: a vine copula approach", ["xml:lang"] = "en", }, }, table#1666 { ["itemType"] = table#1667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2149977", }, ["subjectLabel"] = table#1669 { ["type"] = "literal", ["value"] = "Stochastic species abundance models involving special copulas", ["xml:lang"] = "en", }, }, table#1670 { ["itemType"] = table#1671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2150785", }, ["subjectLabel"] = table#1673 { ["type"] = "literal", ["value"] = "Properties and estimation of a bivariate geometric model with locally constant failure rates", ["xml:lang"] = "en", }, }, table#1674 { ["itemType"] = table#1675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2150786", }, ["subjectLabel"] = table#1677 { ["type"] = "literal", ["value"] = "Discrete analogues of continuous bivariate probability distributions", ["xml:lang"] = "en", }, }, table#1678 { ["itemType"] = table#1679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2150932", }, ["subjectLabel"] = table#1681 { ["type"] = "literal", ["value"] = "Analytical valuation for geometric Asian options in illiquid markets", ["xml:lang"] = "en", }, }, table#1682 { ["itemType"] = table#1683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2151640", }, ["subjectLabel"] = table#1685 { ["type"] = "literal", ["value"] = "Measuring extreme risk dependence between the oil and gas markets", ["xml:lang"] = "en", }, }, table#1686 { ["itemType"] = table#1687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2151669", }, ["subjectLabel"] = table#1689 { ["type"] = "literal", ["value"] = "Spatial contagion between financial markets: new evidence of asymmetric measures", ["xml:lang"] = "en", }, }, table#1690 { ["itemType"] = table#1691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2155019", }, ["subjectLabel"] = table#1693 { ["type"] = "literal", ["value"] = "A Bayesian approach to the analysis of asymmetric association for two-way contingency tables", ["xml:lang"] = "en", }, }, table#1694 { ["itemType"] = table#1695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2155814", }, ["subjectLabel"] = table#1697 { ["type"] = "literal", ["value"] = "Robust approach for blind separation of noisy mixtures of independent and dependent sources", ["xml:lang"] = "en", }, }, table#1698 { ["itemType"] = table#1699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2157214", }, ["subjectLabel"] = table#1701 { ["type"] = "literal", ["value"] = "An optimal reinsurance simulation model for non-life insurance in the Solvency II framework", ["xml:lang"] = "en", }, }, table#1702 { ["itemType"] = table#1703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2159132", }, ["subjectLabel"] = table#1705 { ["type"] = "literal", ["value"] = "A generalized error distribution copula-based method for portfolios risk assessment", ["xml:lang"] = "en", }, }, table#1706 { ["itemType"] = table#1707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2168557", }, ["subjectLabel"] = table#1709 { ["type"] = "literal", ["value"] = "Analysis of ordinal and continuous longitudinal responses using pair copula construction", ["xml:lang"] = "en", }, }, table#1710 { ["itemType"] = table#1711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2171252", }, ["subjectLabel"] = table#1713 { ["type"] = "literal", ["value"] = "Stress-strength reliability with dependent variables based on copula function", ["xml:lang"] = "en", }, }, table#1714 { ["itemType"] = table#1715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2175668", }, ["subjectLabel"] = table#1717 { ["type"] = "literal", ["value"] = "Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables", ["xml:lang"] = "en", }, }, table#1718 { ["itemType"] = table#1719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178099", }, ["subjectLabel"] = table#1721 { ["type"] = "literal", ["value"] = "A comparison of tail dependence estimators", ["xml:lang"] = "en", }, }, table#1722 { ["itemType"] = table#1723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178128", }, ["subjectLabel"] = table#1725 { ["type"] = "literal", ["value"] = "On a high-dimensional model representation method based on copulas", ["xml:lang"] = "en", }, }, table#1726 { ["itemType"] = table#1727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2015640", }, ["subjectLabel"] = table#1729 { ["type"] = "literal", ["value"] = "Conditional copula simulation for systemic risk stress testing", ["xml:lang"] = "en", }, }, table#1730 { ["itemType"] = table#1731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2015655", }, ["subjectLabel"] = table#1733 { ["type"] = "literal", ["value"] = "Total loss estimation using copula-based regression models", ["xml:lang"] = "en", }, }, table#1734 { ["itemType"] = table#1735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2015661", }, ["subjectLabel"] = table#1737 { ["type"] = "literal", ["value"] = "Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity", ["xml:lang"] = "en", }, }, table#1738 { ["itemType"] = table#1739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2022552", }, ["subjectLabel"] = table#1741 { ["type"] = "literal", ["value"] = "Discussion about inaccuracy measure in information theory using co-copula and copula dual functions", ["xml:lang"] = "en", }, }, table#1742 { ["itemType"] = table#1743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2023800", }, ["subjectLabel"] = table#1745 { ["type"] = "literal", ["value"] = "A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses", ["xml:lang"] = "en", }, }, table#1746 { ["itemType"] = table#1747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2023840", }, ["subjectLabel"] = table#1749 { ["type"] = "literal", ["value"] = "Dependence properties of B-spline copulas", ["xml:lang"] = "en", }, }, table#1750 { ["itemType"] = table#1751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2028809", }, ["subjectLabel"] = table#1753 { ["type"] = "literal", ["value"] = "Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment", ["xml:lang"] = "en", }, }, table#1754 { ["itemType"] = table#1755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2028889", }, ["subjectLabel"] = table#1757 { ["type"] = "literal", ["value"] = "The value of information for price dependent demand", ["xml:lang"] = "en", }, }, table#1758 { ["itemType"] = table#1759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2034451", }, ["subjectLabel"] = table#1761 { ["type"] = "literal", ["value"] = "A geometric investigation into the tail dependence of vine copulas", ["xml:lang"] = "en", }, }, table#1762 { ["itemType"] = table#1763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2037447", }, ["subjectLabel"] = table#1765 { ["type"] = "literal", ["value"] = "A metric space of subcopulas -- an approach via Hausdorff distance", ["xml:lang"] = "en", }, }, table#1766 { ["itemType"] = table#1767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2037448", }, ["subjectLabel"] = table#1769 { ["type"] = "literal", ["value"] = "A note on the copulas invariant with respect to \$(a,b)\$-transformation", ["xml:lang"] = "en", }, }, table#1770 { ["itemType"] = table#1771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2038244", }, ["subjectLabel"] = table#1773 { ["type"] = "literal", ["value"] = "Modelling mortality dependence: an application of dynamic vine copula", ["xml:lang"] = "en", }, }, table#1774 { ["itemType"] = table#1775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2039146", }, ["subjectLabel"] = table#1777 { ["type"] = "literal", ["value"] = "A mixture of regular vines for multiple dependencies", ["xml:lang"] = "en", }, }, table#1778 { ["itemType"] = table#1779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2040900", }, ["subjectLabel"] = table#1781 { ["type"] = "literal", ["value"] = "New families of bivariate copulas via unit Weibull distortion", ["xml:lang"] = "en", }, }, table#1782 { ["itemType"] = table#1783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2040911", }, ["subjectLabel"] = table#1785 { ["type"] = "literal", ["value"] = "Multivariate distributions of correlated binary variables generated by pair-copulas", ["xml:lang"] = "en", }, }, table#1786 { ["itemType"] = table#1787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042887", }, ["subjectLabel"] = table#1789 { ["type"] = "literal", ["value"] = "Weak and directional monotonicity of functions on Riesz spaces to fuse uncertain data", ["xml:lang"] = "en", }, }, table#1790 { ["itemType"] = table#1791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2044321", }, ["subjectLabel"] = table#1793 { ["type"] = "literal", ["value"] = "Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions", ["xml:lang"] = "en", }, }, table#1794 { ["itemType"] = table#1795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2044382", }, ["subjectLabel"] = table#1797 { ["type"] = "literal", ["value"] = "A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests", ["xml:lang"] = "en", }, }, table#1798 { ["itemType"] = table#1799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2047199", }, ["subjectLabel"] = table#1801 { ["type"] = "literal", ["value"] = "Robust omega ratio optimization using regular vines", ["xml:lang"] = "en", }, }, table#1802 { ["itemType"] = table#1803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2049225", }, ["subjectLabel"] = table#1805 { ["type"] = "literal", ["value"] = "The impact on the properties of the EFGM copulas when extending this family", ["xml:lang"] = "en", }, }, table#1806 { ["itemType"] = table#1807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2049230", }, ["subjectLabel"] = table#1809 { ["type"] = "literal", ["value"] = "On metric spaces of subcopulas", ["xml:lang"] = "en", }, }, table#1810 { ["itemType"] = table#1811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2049231", }, ["subjectLabel"] = table#1813 { ["type"] = "literal", ["value"] = "New results on discrete copulas and quasi-copulas", ["xml:lang"] = "en", }, }, table#1814 { ["itemType"] = table#1815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2049233", }, ["subjectLabel"] = table#1817 { ["type"] = "literal", ["value"] = "On a new partial order on bivariate distributions and on constrained bounds of their copulas", ["xml:lang"] = "en", }, }, table#1818 { ["itemType"] = table#1819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2050126", }, ["subjectLabel"] = table#1821 { ["type"] = "literal", ["value"] = "Construction of copulas with hairpin support", ["xml:lang"] = "en", }, }, table#1822 { ["itemType"] = table#1823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2052078", }, ["subjectLabel"] = table#1825 { ["type"] = "literal", ["value"] = "Novel construction of copulas based on \$(\\alpha, \\beta)\$ transformation for fuzzy random variables", ["xml:lang"] = "en", }, }, table#1826 { ["itemType"] = table#1827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2057896", }, ["subjectLabel"] = table#1829 { ["type"] = "literal", ["value"] = "Properties and methods of estimation for a bivariate exponentiated Fréchet distribution", ["xml:lang"] = "en", }, }, table#1830 { ["itemType"] = table#1831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2059101", }, ["subjectLabel"] = table#1833 { ["type"] = "literal", ["value"] = "Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management", ["xml:lang"] = "en", }, }, table#1834 { ["itemType"] = table#1835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2060407", }, ["subjectLabel"] = table#1837 { ["type"] = "literal", ["value"] = "Bounds for probabilistic programming with application to a blend planning problem", ["xml:lang"] = "en", }, }, table#1838 { ["itemType"] = table#1839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2060420", }, ["subjectLabel"] = table#1841 { ["type"] = "literal", ["value"] = "Copula-based Black-Litterman portfolio optimization", ["xml:lang"] = "en", }, }, table#1842 { ["itemType"] = table#1843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2060765", }, ["subjectLabel"] = table#1845 { ["type"] = "literal", ["value"] = "A copula-based uncertainty propagation method for structures with correlated parametric p-boxes", ["xml:lang"] = "en", }, }, table#1846 { ["itemType"] = table#1847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2060787", }, ["subjectLabel"] = table#1849 { ["type"] = "literal", ["value"] = "Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach", ["xml:lang"] = "en", }, }, table#1850 { ["itemType"] = table#1851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2062761", }, ["subjectLabel"] = table#1853 { ["type"] = "literal", ["value"] = "Statistical analysis of multivariate discrete-valued time series", ["xml:lang"] = "en", }, }, table#1854 { ["itemType"] = table#1855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2062796", }, ["subjectLabel"] = table#1857 { ["type"] = "literal", ["value"] = "An overview of skew distributions in model-based clustering", ["xml:lang"] = "en", }, }, table#1858 { ["itemType"] = table#1859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2062804", }, ["subjectLabel"] = table#1861 { ["type"] = "literal", ["value"] = "A short history of statistical association: from correlation to correspondence analysis to copulas", ["xml:lang"] = "en", }, }, table#1862 { ["itemType"] = table#1863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2063746", }, ["subjectLabel"] = table#1865 { ["type"] = "literal", ["value"] = "On partially Schur-constant models and their associated copulas", ["xml:lang"] = "en", }, }, table#1866 { ["itemType"] = table#1867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2063749", }, ["subjectLabel"] = table#1869 { ["type"] = "literal", ["value"] = "Sklar's theorem, copula products, and ordering results in factor models", ["xml:lang"] = "en", }, }, table#1870 { ["itemType"] = table#1871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2063752", }, ["subjectLabel"] = table#1873 { ["type"] = "literal", ["value"] = "New results on perturbation-based copulas", ["xml:lang"] = "en", }, }, table#1874 { ["itemType"] = table#1875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2065261", }, ["subjectLabel"] = table#1877 { ["type"] = "literal", ["value"] = "Partial identification of latent correlations with binary data", ["xml:lang"] = "en", }, }, table#1878 { ["itemType"] = table#1879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2066778", }, ["subjectLabel"] = table#1881 { ["type"] = "literal", ["value"] = "Correlated age-specific mortality model: an application to annuity portfolio management", ["xml:lang"] = "en", }, }, table#1882 { ["itemType"] = table#1883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2067942", }, ["subjectLabel"] = table#1885 { ["type"] = "literal", ["value"] = "Wavelet estimation of copula function based on censored data", ["xml:lang"] = "en", }, }, table#1886 { ["itemType"] = table#1887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2068943", }, ["subjectLabel"] = table#1889 { ["type"] = "literal", ["value"] = "Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave", ["xml:lang"] = "en", }, }, table#1890 { ["itemType"] = table#1891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2068954", }, ["subjectLabel"] = table#1893 { ["type"] = "literal", ["value"] = "Multivariate failure time distributions derived from shared frailty and copulas", ["xml:lang"] = "en", }, }, table#1894 { ["itemType"] = table#1895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2075229", }, ["subjectLabel"] = table#1897 { ["type"] = "literal", ["value"] = "Central limit theorem for subcopulas under the Manhattan distance", ["xml:lang"] = "en", }, }, table#1898 { ["itemType"] = table#1899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2075788", }, ["subjectLabel"] = table#1901 { ["type"] = "literal", ["value"] = "The dependent Dirichlet process and related models", ["xml:lang"] = "en", }, }, table#1902 { ["itemType"] = table#1903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2075797", }, ["subjectLabel"] = table#1905 { ["type"] = "literal", ["value"] = "Statistical dependence: beyond Pearson's \$\\rho\$", ["xml:lang"] = "en", }, }, table#1906 { ["itemType"] = table#1907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076116", }, ["subjectLabel"] = table#1909 { ["type"] = "literal", ["value"] = "Approximate Bayesian conditional copulas", ["xml:lang"] = "en", }, }, table#1910 { ["itemType"] = table#1911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076142", }, ["subjectLabel"] = table#1913 { ["type"] = "literal", ["value"] = "Correcting for sample selection bias in Bayesian distributional regression models", ["xml:lang"] = "en", }, }, table#1914 { ["itemType"] = table#1915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076911", }, ["subjectLabel"] = table#1917 { ["type"] = "literal", ["value"] = "A derivative-free trust-region algorithm with copula-based models for probability maximization problems", ["xml:lang"] = "en", }, }, table#1918 { ["itemType"] = table#1919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2079605", }, ["subjectLabel"] = table#1921 { ["type"] = "literal", ["value"] = "Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework", ["xml:lang"] = "en", }, }, table#1922 { ["itemType"] = table#1923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080146", }, ["subjectLabel"] = table#1925 { ["type"] = "literal", ["value"] = "Extremes and regular variation", ["xml:lang"] = "en", }, }, table#1926 { ["itemType"] = table#1927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080771", }, ["subjectLabel"] = table#1929 { ["type"] = "literal", ["value"] = "Bayesian data synthesis and the utility-risk trade-off for mixed epidemiological data", ["xml:lang"] = "en", }, }, table#1930 { ["itemType"] = table#1931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2082241", }, ["subjectLabel"] = table#1933 { ["type"] = "literal", ["value"] = "Random games under elliptically distributed dependent joint chance constraints", ["xml:lang"] = "en", }, }, table#1934 { ["itemType"] = table#1935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2082471", }, ["subjectLabel"] = table#1937 { ["type"] = "literal", ["value"] = "Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios", ["xml:lang"] = "en", }, }, table#1938 { ["itemType"] = table#1939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2082487", }, ["subjectLabel"] = table#1941 { ["type"] = "literal", ["value"] = "Distortion representations of multivariate distributions", ["xml:lang"] = "en", }, }, table#1942 { ["itemType"] = table#1943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2089394", }, ["subjectLabel"] = table#1945 { ["type"] = "literal", ["value"] = "A new family of Archimedean copulas: the truncated-Poisson family of copulas", ["xml:lang"] = "en", }, }, table#1946 { ["itemType"] = table#1947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2091330", }, ["subjectLabel"] = table#1949 { ["type"] = "literal", ["value"] = "Dynamic copulas for monotonic dependence change in time series", ["xml:lang"] = "en", }, }, table#1950 { ["itemType"] = table#1951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2091341", }, ["subjectLabel"] = table#1953 { ["type"] = "literal", ["value"] = "Different coefficients for studying dependence", ["xml:lang"] = "en", }, }, table#1954 { ["itemType"] = table#1955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2096364", }, ["subjectLabel"] = table#1957 { ["type"] = "literal", ["value"] = "Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises", ["xml:lang"] = "en", }, }, table#1958 { ["itemType"] = table#1959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2097684", }, ["subjectLabel"] = table#1961 { ["type"] = "literal", ["value"] = "Fast inference methods for high-dimensional factor copulas", ["xml:lang"] = "en", }, }, table#1962 { ["itemType"] = table#1963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2097688", }, ["subjectLabel"] = table#1965 { ["type"] = "literal", ["value"] = "Multiple inflated negative binomial regression for correlated multivariate count data", ["xml:lang"] = "en", }, }, table#1966 { ["itemType"] = table#1967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2098324", }, ["subjectLabel"] = table#1969 { ["type"] = "literal", ["value"] = "Banzhaf-Choquet-copula-based aggregation operators for managing q-rung orthopair fuzzy information", ["xml:lang"] = "en", }, }, table#1970 { ["itemType"] = table#1971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2099370", }, ["subjectLabel"] = table#1973 { ["type"] = "literal", ["value"] = "Histogram tomography", ["xml:lang"] = "en", }, }, table#1974 { ["itemType"] = table#1975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2103926", }, ["subjectLabel"] = table#1977 { ["type"] = "literal", ["value"] = "Multi-feature evaluation of financial contagion", ["xml:lang"] = "en", }, }, table#1978 { ["itemType"] = table#1979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2106793", }, ["subjectLabel"] = table#1981 { ["type"] = "literal", ["value"] = "Modeling spatial tail dependence with Cauchy convolution processes", ["xml:lang"] = "en", }, }, table#1982 { ["itemType"] = table#1983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2110192", }, ["subjectLabel"] = table#1985 { ["type"] = "literal", ["value"] = "Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration", ["xml:lang"] = "en", }, }, table#1986 { ["itemType"] = table#1987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2111317", }, ["subjectLabel"] = table#1989 { ["type"] = "literal", ["value"] = "Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula", ["xml:lang"] = "en", }, }, table#1990 { ["itemType"] = table#1991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2111576", }, ["subjectLabel"] = table#1993 { ["type"] = "literal", ["value"] = "Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations", ["xml:lang"] = "en", }, }, table#1994 { ["itemType"] = table#1995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2111947", }, ["subjectLabel"] = table#1997 { ["type"] = "literal", ["value"] = "Bayesian empirical likelihood inference for the generalized binomial AR(1) model", ["xml:lang"] = "en", }, }, table#1998 { ["itemType"] = table#1999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2116363", }, ["subjectLabel"] = table#2001 { ["type"] = "literal", ["value"] = "Copula-based time series with filtered nonstationarity", ["xml:lang"] = "en", }, }, table#2002 { ["itemType"] = table#2003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q826005", }, ["subjectLabel"] = table#2005 { ["type"] = "literal", ["value"] = "New characterizations of multivariate max-domain of attraction and \$D\$-norms", ["xml:lang"] = "en", }, }, table#2006 { ["itemType"] = table#2007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q827105", }, ["subjectLabel"] = table#2009 { ["type"] = "literal", ["value"] = "Discrete analogues of continuous multivariate probability distributions", ["xml:lang"] = "en", }, }, table#2010 { ["itemType"] = table#2011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q828045", }, ["subjectLabel"] = table#2013 { ["type"] = "literal", ["value"] = "Lorenz-generated bivariate Archimedean copulas", ["xml:lang"] = "en", }, }, table#2014 { ["itemType"] = table#2015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q828054", }, ["subjectLabel"] = table#2017 { ["type"] = "literal", ["value"] = "Detecting and modeling critical dependence structures between random inputs of computer models", ["xml:lang"] = "en", }, }, table#2018 { ["itemType"] = table#2019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q828062", }, ["subjectLabel"] = table#2021 { ["type"] = "literal", ["value"] = "Bayesian credibility premium with GB2 copulas", ["xml:lang"] = "en", }, }, table#2022 { ["itemType"] = table#2023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q829366", }, ["subjectLabel"] = table#2025 { ["type"] = "literal", ["value"] = "A universal approach to matching marginals and sums", ["xml:lang"] = "en", }, }, table#2026 { ["itemType"] = table#2027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q829708", }, ["subjectLabel"] = table#2029 { ["type"] = "literal", ["value"] = "Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs", ["xml:lang"] = "en", }, }, table#2030 { ["itemType"] = table#2031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q830616", }, ["subjectLabel"] = table#2033 { ["type"] = "literal", ["value"] = "Variational inference for high dimensional structured factor copulas", ["xml:lang"] = "en", }, }, table#2034 { ["itemType"] = table#2035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q834370", }, ["subjectLabel"] = table#2037 { ["type"] = "literal", ["value"] = "Rank-based inference for bivariate extreme-value copulas", ["xml:lang"] = "en", }, }, table#2038 { ["itemType"] = table#2039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q834372", }, ["subjectLabel"] = table#2041 { ["type"] = "literal", ["value"] = "Multivariate Archimedean copulas, \$d\$-monotone functions and \$\\ell _{1}\$-norm symmetric distributions", ["xml:lang"] = "en", }, }, table#2042 { ["itemType"] = table#2043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q834402", }, ["subjectLabel"] = table#2045 { ["type"] = "literal", ["value"] = "Coherence graphs", ["xml:lang"] = "en", }, }, table#2046 { ["itemType"] = table#2047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q834440", }, ["subjectLabel"] = table#2049 { ["type"] = "literal", ["value"] = "Semilinear copulas", ["xml:lang"] = "en", }, }, table#2050 { ["itemType"] = table#2051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q834519", }, ["subjectLabel"] = table#2053 { ["type"] = "literal", ["value"] = "Kendall distribution functions and associative copulas", ["xml:lang"] = "en", }, }, table#2054 { ["itemType"] = table#2055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q835175", }, ["subjectLabel"] = table#2057 { ["type"] = "literal", ["value"] = "Matrix representation of discrete quasi-copulas", ["xml:lang"] = "en", }, }, table#2058 { ["itemType"] = table#2059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840738", }, ["subjectLabel"] = table#2061 { ["type"] = "literal", ["value"] = "Modeling dropouts by conditional distribution, a copula-based approach", ["xml:lang"] = "en", }, }, table#2062 { ["itemType"] = table#2063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840744", }, ["subjectLabel"] = table#2065 { ["type"] = "literal", ["value"] = "Copula-based regression models: a survey", ["xml:lang"] = "en", }, }, table#2066 { ["itemType"] = table#2067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840748", }, ["subjectLabel"] = table#2069 { ["type"] = "literal", ["value"] = "Modelling udder infection data using copula models for quadruples", ["xml:lang"] = "en", }, }, table#2070 { ["itemType"] = table#2071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840754", }, ["subjectLabel"] = table#2073 { ["type"] = "literal", ["value"] = "A class of copulas with piecewise linear horizontal sections", ["xml:lang"] = "en", }, }, table#2074 { ["itemType"] = table#2075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840755", }, ["subjectLabel"] = table#2077 { ["type"] = "literal", ["value"] = "On the distributional transform, Sklar's theorem, and the empirical copula process", ["xml:lang"] = "en", }, }, table#2078 { ["itemType"] = table#2079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q842926", }, ["subjectLabel"] = table#2081 { ["type"] = "literal", ["value"] = "A quantile-copula approach to conditional density estimation", ["xml:lang"] = "en", }, }, table#2082 { ["itemType"] = table#2083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q860341", }, ["subjectLabel"] = table#2085 { ["type"] = "literal", ["value"] = "On the transitivity of the comonotonic and countermonotonic comparison of random variables", ["xml:lang"] = "en", }, }, table#2086 { ["itemType"] = table#2087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q868974", }, ["subjectLabel"] = table#2089 { ["type"] = "literal", ["value"] = "A new family of symmetric bivariate copulas", ["xml:lang"] = "en", }, }, table#2090 { ["itemType"] = table#2091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q870520", }, ["subjectLabel"] = table#2093 { ["type"] = "literal", ["value"] = "Constructing generalized FGM copulas by means of certain univariate distributions", ["xml:lang"] = "en", }, }, table#2094 { ["itemType"] = table#2095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q876985", }, ["subjectLabel"] = table#2097 { ["type"] = "literal", ["value"] = "Multivariate extensions of Spearman's rho and related statistics", ["xml:lang"] = "en", }, }, table#2098 { ["itemType"] = table#2099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q883407", }, ["subjectLabel"] = table#2101 { ["type"] = "literal", ["value"] = "A test for the equality of marginal distributions", ["xml:lang"] = "en", }, }, table#2102 { ["itemType"] = table#2103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q883999", }, ["subjectLabel"] = table#2105 { ["type"] = "literal", ["value"] = "A new algorithm based on copulas for VaR valuation with empirical calculations", ["xml:lang"] = "en", }, }, table#2106 { ["itemType"] = table#2107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q888326", }, ["subjectLabel"] = table#2109 { ["type"] = "literal", ["value"] = "High dimensional dynamic stochastic copula models", ["xml:lang"] = "en", }, }, table#2110 { ["itemType"] = table#2111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q891402", }, ["subjectLabel"] = table#2113 { ["type"] = "literal", ["value"] = "Multivariate Bertino copulas", ["xml:lang"] = "en", }, }, table#2114 { ["itemType"] = table#2115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q893018", }, ["subjectLabel"] = table#2117 { ["type"] = "literal", ["value"] = "Adaptive designs with arbitrary dependence structure based on Fisher's combination test", ["xml:lang"] = "en", }, }, table#2118 { ["itemType"] = table#2119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q894565", }, ["subjectLabel"] = table#2121 { ["type"] = "literal", ["value"] = "A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density", ["xml:lang"] = "en", }, }, table#2122 { ["itemType"] = table#2123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q895511", }, ["subjectLabel"] = table#2125 { ["type"] = "literal", ["value"] = "Measures of the functional dependence of random vectors", ["xml:lang"] = "en", }, }, table#2126 { ["itemType"] = table#2127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q897747", }, ["subjectLabel"] = table#2129 { ["type"] = "literal", ["value"] = "Multivariate dependence concepts through copulas", ["xml:lang"] = "en", }, }, table#2130 { ["itemType"] = table#2131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q897750", }, ["subjectLabel"] = table#2133 { ["type"] = "literal", ["value"] = "Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand", ["xml:lang"] = "en", }, }, table#2134 { ["itemType"] = table#2135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q899130", }, ["subjectLabel"] = table#2137 { ["type"] = "literal", ["value"] = "Sklar's theorem for minitive belief functions", ["xml:lang"] = "en", }, }, table#2138 { ["itemType"] = table#2139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q900820", }, ["subjectLabel"] = table#2141 { ["type"] = "literal", ["value"] = "A multivariate circular distribution with applications to the protein structure prediction problem", ["xml:lang"] = "en", }, }, table#2142 { ["itemType"] = table#2143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q900835", }, ["subjectLabel"] = table#2145 { ["type"] = "literal", ["value"] = "Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data", ["xml:lang"] = "en", }, }, table#2146 { ["itemType"] = table#2147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901291", }, ["subjectLabel"] = table#2149 { ["type"] = "literal", ["value"] = "On the worst and least possible asymptotic dependence", ["xml:lang"] = "en", }, }, table#2150 { ["itemType"] = table#2151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901485", }, ["subjectLabel"] = table#2153 { ["type"] = "literal", ["value"] = "Efficient maximum likelihood estimation of copula based meta \$t\$-distributions", ["xml:lang"] = "en", }, }, table#2154 { ["itemType"] = table#2155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901489", }, ["subjectLabel"] = table#2157 { ["type"] = "literal", ["value"] = "Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function", ["xml:lang"] = "en", }, }, table#2158 { ["itemType"] = table#2159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901505", }, ["subjectLabel"] = table#2161 { ["type"] = "literal", ["value"] = "Partial correlation with copula modeling", ["xml:lang"] = "en", }, }, table#2162 { ["itemType"] = table#2163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901524", }, ["subjectLabel"] = table#2165 { ["type"] = "literal", ["value"] = "Design of experiments for bivariate binary responses modelled by copula functions", ["xml:lang"] = "en", }, }, table#2166 { ["itemType"] = table#2167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901593", }, ["subjectLabel"] = table#2169 { ["type"] = "literal", ["value"] = "Semiparametric bivariate Archimedean copulas", ["xml:lang"] = "en", }, }, table#2170 { ["itemType"] = table#2171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901648", }, ["subjectLabel"] = table#2173 { ["type"] = "literal", ["value"] = "Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models", ["xml:lang"] = "en", }, }, table#2174 { ["itemType"] = table#2175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q903321", }, ["subjectLabel"] = table#2177 { ["type"] = "literal", ["value"] = "A new class of copulas involved geometric distribution: estimation and applications", ["xml:lang"] = "en", }, }, table#2178 { ["itemType"] = table#2179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q905108", }, ["subjectLabel"] = table#2181 { ["type"] = "literal", ["value"] = "On relative skewness for multivariate distributions", ["xml:lang"] = "en", }, }, table#2182 { ["itemType"] = table#2183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906054", }, ["subjectLabel"] = table#2185 { ["type"] = "literal", ["value"] = "How general is the Vale-Maurelli simulation approach?", ["xml:lang"] = "en", }, }, table#2186 { ["itemType"] = table#2187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906340", }, ["subjectLabel"] = table#2189 { ["type"] = "literal", ["value"] = "Dependence measuring from conditional variances", ["xml:lang"] = "en", }, }, table#2190 { ["itemType"] = table#2191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906341", }, ["subjectLabel"] = table#2193 { ["type"] = "literal", ["value"] = "An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem", ["xml:lang"] = "en", }, }, table#2194 { ["itemType"] = table#2195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906349", }, ["subjectLabel"] = table#2197 { ["type"] = "literal", ["value"] = "A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf", ["xml:lang"] = "en", }, }, table#2198 { ["itemType"] = table#2199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906353", }, ["subjectLabel"] = table#2201 { ["type"] = "literal", ["value"] = "On the tail dependence in bivariate hydrological frequency analysis", ["xml:lang"] = "en", }, }, table#2202 { ["itemType"] = table#2203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906612", }, ["subjectLabel"] = table#2205 { ["type"] = "literal", ["value"] = "Bivariate extreme-value copulas with discrete Pickands dependence measure", ["xml:lang"] = "en", }, }, table#2206 { ["itemType"] = table#2207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q907105", }, ["subjectLabel"] = table#2209 { ["type"] = "literal", ["value"] = "Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process", ["xml:lang"] = "en", }, }, table#2210 { ["itemType"] = table#2211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q912464", }, ["subjectLabel"] = table#2213 { ["type"] = "literal", ["value"] = "Copulae of probability measures on product spaces", ["xml:lang"] = "en", }, }, table#2214 { ["itemType"] = table#2215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q924107", }, ["subjectLabel"] = table#2217 { ["type"] = "literal", ["value"] = "A scalar product for copulas", ["xml:lang"] = "en", }, }, table#2218 { ["itemType"] = table#2219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q928142", }, ["subjectLabel"] = table#2221 { ["type"] = "literal", ["value"] = "A new approach for firm value and default probability estimation beyond Merton models", ["xml:lang"] = "en", }, }, table#2222 { ["itemType"] = table#2223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q931191", }, ["subjectLabel"] = table#2225 { ["type"] = "literal", ["value"] = "Tolerance intervals for quantiles of bivariate risks and risk measurement", ["xml:lang"] = "en", }, }, table#2226 { ["itemType"] = table#2227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q931205", }, ["subjectLabel"] = table#2229 { ["type"] = "literal", ["value"] = "Pricing bivariate option under GARCH processes with time-varying copula", ["xml:lang"] = "en", }, }, table#2230 { ["itemType"] = table#2231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q934918", }, ["subjectLabel"] = table#2233 { ["type"] = "literal", ["value"] = "On the best-possible upper bound on sets of copulas with given diagonal sections", ["xml:lang"] = "en", }, }, table#2234 { ["itemType"] = table#2235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q935818", }, ["subjectLabel"] = table#2237 { ["type"] = "literal", ["value"] = "A note on checking the Clayton model assumption based on left-truncated bivariate data", ["xml:lang"] = "en", }, }, table#2238 { ["itemType"] = table#2239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q937162", }, ["subjectLabel"] = table#2241 { ["type"] = "literal", ["value"] = "Tail dependence comparison of survival Marshall-Olkin copulas", ["xml:lang"] = "en", }, }, table#2242 { ["itemType"] = table#2243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q939341", }, ["subjectLabel"] = table#2245 { ["type"] = "literal", ["value"] = "Modelling dependence", ["xml:lang"] = "en", }, }, table#2246 { ["itemType"] = table#2247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q946676", }, ["subjectLabel"] = table#2249 { ["type"] = "literal", ["value"] = "A speeded item response model with gradual process change", ["xml:lang"] = "en", }, }, table#2250 { ["itemType"] = table#2251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q956837", }, ["subjectLabel"] = table#2253 { ["type"] = "literal", ["value"] = "Fitting bivariate cumulative returns with copulas", ["xml:lang"] = "en", }, }, table#2254 { ["itemType"] = table#2255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q960225", }, ["subjectLabel"] = table#2257 { ["type"] = "literal", ["value"] = "Quasi-copulas with a given sub-diagonal section", ["xml:lang"] = "en", }, }, table#2258 { ["itemType"] = table#2259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q960897", }, ["subjectLabel"] = table#2261 { ["type"] = "literal", ["value"] = "Lipschitz continuity of copulas w.r.t. \$L_p\$-norms", ["xml:lang"] = "en", }, }, table#2262 { ["itemType"] = table#2263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q961398", }, ["subjectLabel"] = table#2265 { ["type"] = "literal", ["value"] = "Semiparametric multivariate density estimation for positive data using copulas", ["xml:lang"] = "en", }, }, table#2266 { ["itemType"] = table#2267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q961410", }, ["subjectLabel"] = table#2269 { ["type"] = "literal", ["value"] = "The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study", ["xml:lang"] = "en", }, }, table#2270 { ["itemType"] = table#2271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q961423", }, ["subjectLabel"] = table#2273 { ["type"] = "literal", ["value"] = "Efficient estimation of copula-GARCH models", ["xml:lang"] = "en", }, }, table#2274 { ["itemType"] = table#2275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q979231", }, ["subjectLabel"] = table#2277 { ["type"] = "literal", ["value"] = "From Archimedean to Liouville copulas", ["xml:lang"] = "en", }, }, table#2278 { ["itemType"] = table#2279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q984711", }, ["subjectLabel"] = table#2281 { ["type"] = "literal", ["value"] = "\$L^{\\infty }\$-measure of non-exchangeability for bivariate extreme value and Archimax copulas", ["xml:lang"] = "en", }, }, table#2282 { ["itemType"] = table#2283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q991416", }, ["subjectLabel"] = table#2285 { ["type"] = "literal", ["value"] = "Quasi-copulas and signed measures", ["xml:lang"] = "en", }, }, table#2286 { ["itemType"] = table#2287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q997002", }, ["subjectLabel"] = table#2289 { ["type"] = "literal", ["value"] = "Multivariate conditional versions of Spearman's rho and related measures of tail dependence", ["xml:lang"] = "en", }, }, table#2290 { ["itemType"] = table#2291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q997082", }, ["subjectLabel"] = table#2293 { ["type"] = "literal", ["value"] = "Extreme behavior of bivariate elliptical distributions", ["xml:lang"] = "en", }, }, table#2294 { ["itemType"] = table#2295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q998258", }, ["subjectLabel"] = table#2297 { ["type"] = "literal", ["value"] = "On the construction of copulas and quasi-copulas with given diagonal sections", ["xml:lang"] = "en", }, }, table#2298 { ["itemType"] = table#2299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q998301", }, ["subjectLabel"] = table#2301 { ["type"] = "literal", ["value"] = "Heavy-tailed longitudinal data modeling using copulas", ["xml:lang"] = "en", }, }, table#2302 { ["itemType"] = table#2303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1000768", }, ["subjectLabel"] = table#2305 { ["type"] = "literal", ["value"] = "A bifurcation theory for a class of discrete time Markovian stochastic systems", ["xml:lang"] = "en", }, }, table#2306 { ["itemType"] = table#2307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1007872", }, ["subjectLabel"] = table#2309 { ["type"] = "literal", ["value"] = "On representations of 2-increasing binary aggregation functions", ["xml:lang"] = "en", }, }, table#2310 { ["itemType"] = table#2311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1010423", }, ["subjectLabel"] = table#2313 { ["type"] = "literal", ["value"] = "Bayesian copula selection", ["xml:lang"] = "en", }, }, table#2314 { ["itemType"] = table#2315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1010475", }, ["subjectLabel"] = table#2317 { ["type"] = "literal", ["value"] = "Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market", ["xml:lang"] = "en", }, }, table#2318 { ["itemType"] = table#2319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1010532", }, ["subjectLabel"] = table#2321 { ["type"] = "literal", ["value"] = "Construction of bivariate S-distributions with copulas", ["xml:lang"] = "en", }, }, table#2322 { ["itemType"] = table#2323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1012532", }, ["subjectLabel"] = table#2325 { ["type"] = "literal", ["value"] = "Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process", ["xml:lang"] = "en", }, }, table#2326 { ["itemType"] = table#2327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1017757", }, ["subjectLabel"] = table#2329 { ["type"] = "literal", ["value"] = "Worst VaR scenarios with given marginals and measures of association", ["xml:lang"] = "en", }, }, table#2330 { ["itemType"] = table#2331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1017760", }, ["subjectLabel"] = table#2333 { ["type"] = "literal", ["value"] = "Estimating copula densities through wavelets", ["xml:lang"] = "en", }, }, table#2334 { ["itemType"] = table#2335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1018701", }, ["subjectLabel"] = table#2337 { ["type"] = "literal", ["value"] = "Shuffles of copulas", ["xml:lang"] = "en", }, }, table#2338 { ["itemType"] = table#2339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1019534", }, ["subjectLabel"] = table#2341 { ["type"] = "literal", ["value"] = "A test of independence in some copula models", ["xml:lang"] = "en", }, }, table#2342 { ["itemType"] = table#2343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1019914", }, ["subjectLabel"] = table#2345 { ["type"] = "literal", ["value"] = "Comparison of semiparametric and parametric methods for estimating copulas", ["xml:lang"] = "en", }, }, table#2346 { ["itemType"] = table#2347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1020127", }, ["subjectLabel"] = table#2349 { ["type"] = "literal", ["value"] = "A goodness of fit test for copulas based on Rosenblatt's transformation", ["xml:lang"] = "en", }, }, table#2350 { ["itemType"] = table#2351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1020736", }, ["subjectLabel"] = table#2353 { ["type"] = "literal", ["value"] = "Archimedean copula estimation using Bayesian splines smoothing techniques", ["xml:lang"] = "en", }, }, table#2354 { ["itemType"] = table#2355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1021855", }, ["subjectLabel"] = table#2357 { ["type"] = "literal", ["value"] = "Lévy-frailty copulas", ["xml:lang"] = "en", }, }, table#2358 { ["itemType"] = table#2359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1022309", }, ["subjectLabel"] = table#2361 { ["type"] = "literal", ["value"] = "Estimation and tests of independence in copula models via divergences", ["xml:lang"] = "en", }, }, table#2362 { ["itemType"] = table#2363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1023104", }, ["subjectLabel"] = table#2365 { ["type"] = "literal", ["value"] = "Global loss diversification in the insurance sector", ["xml:lang"] = "en", }, }, table#2366 { ["itemType"] = table#2367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1023624", }, ["subjectLabel"] = table#2369 { ["type"] = "literal", ["value"] = "Multivariate reduced rank regression in non-Gaussian contexts, using copulas", ["xml:lang"] = "en", }, }, table#2370 { ["itemType"] = table#2371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1023718", }, ["subjectLabel"] = table#2373 { ["type"] = "literal", ["value"] = "Linear B-spline copulas with applications to nonparametric estimation of copulas", ["xml:lang"] = "en", }, }, table#2374 { ["itemType"] = table#2375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1025343", }, ["subjectLabel"] = table#2377 { ["type"] = "literal", ["value"] = "Optimal dynamic hedging via copula-threshold-GARCH models", ["xml:lang"] = "en", }, }, table#2378 { ["itemType"] = table#2379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1037867", }, ["subjectLabel"] = table#2381 { ["type"] = "literal", ["value"] = "A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type", ["xml:lang"] = "en", }, }, table#2382 { ["itemType"] = table#2383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1037891", }, ["subjectLabel"] = table#2385 { ["type"] = "literal", ["value"] = "Some new characterizations and properties of quasi-copulas", ["xml:lang"] = "en", }, }, table#2386 { ["itemType"] = table#2387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1038002", }, ["subjectLabel"] = table#2389 { ["type"] = "literal", ["value"] = "The dominance relation in some families of continuous Archimedean t-norms and copulas", ["xml:lang"] = "en", }, }, table#2390 { ["itemType"] = table#2391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1040049", }, ["subjectLabel"] = table#2393 { ["type"] = "literal", ["value"] = "Optimal bespoke CDO design via NSGA-II", ["xml:lang"] = "en", }, }, table#2394 { ["itemType"] = table#2395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1041059", }, ["subjectLabel"] = table#2397 { ["type"] = "literal", ["value"] = "Asymptotic properties of the Bernstein density copula estimator for \$\\alpha \$-mixing data", ["xml:lang"] = "en", }, }, table#2398 { ["itemType"] = table#2399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1041077", }, ["subjectLabel"] = table#2401 { ["type"] = "literal", ["value"] = "Thresholding methods to estimate copula density", ["xml:lang"] = "en", }, }, table#2402 { ["itemType"] = table#2403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178931", }, ["subjectLabel"] = table#2405 { ["type"] = "literal", ["value"] = "Structural change in the link between oil and the European stock market: implications for risk management", ["xml:lang"] = "en", }, }, table#2406 { ["itemType"] = table#2407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178945", }, ["subjectLabel"] = table#2409 { ["type"] = "literal", ["value"] = "On the asymptotic covariance of the multivariate empirical copula process", ["xml:lang"] = "en", }, }, table#2410 { ["itemType"] = table#2411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178949", }, ["subjectLabel"] = table#2413 { ["type"] = "literal", ["value"] = "Dependence measure for length-biased survival data using copulas", ["xml:lang"] = "en", }, }, table#2414 { ["itemType"] = table#2415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2180256", }, ["subjectLabel"] = table#2417 { ["type"] = "literal", ["value"] = "A joint mean-correlation modeling approach for longitudinal zero-inflated count data", ["xml:lang"] = "en", }, }, table#2418 { ["itemType"] = table#2419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181729", }, ["subjectLabel"] = table#2421 { ["type"] = "literal", ["value"] = "Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims", ["xml:lang"] = "en", }, }, table#2422 { ["itemType"] = table#2423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181914", }, ["subjectLabel"] = table#2425 { ["type"] = "literal", ["value"] = "The key role of convexity in some copula constructions", ["xml:lang"] = "en", }, }, table#2426 { ["itemType"] = table#2427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2183558", }, ["subjectLabel"] = table#2429 { ["type"] = "literal", ["value"] = "Modelling an energy market with Bayesian networks for non-normal data", ["xml:lang"] = "en", }, }, table#2430 { ["itemType"] = table#2431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2183767", }, ["subjectLabel"] = table#2433 { ["type"] = "literal", ["value"] = "Nonparametric estimation of the cross ratio function", ["xml:lang"] = "en", }, }, table#2434 { ["itemType"] = table#2435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2185821", }, ["subjectLabel"] = table#2437 { ["type"] = "literal", ["value"] = "Joint chance constrained shortest path problem with Copula theory", ["xml:lang"] = "en", }, }, table#2438 { ["itemType"] = table#2439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2189441", }, ["subjectLabel"] = table#2441 { ["type"] = "literal", ["value"] = "Distributionally robust optimization with polynomial densities: theory, models and algorithms", ["xml:lang"] = "en", }, }, table#2442 { ["itemType"] = table#2443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2191243", }, ["subjectLabel"] = table#2445 { ["type"] = "literal", ["value"] = "On the quantification and efficient propagation of imprecise probabilities with copula dependence", ["xml:lang"] = "en", }, }, table#2446 { ["itemType"] = table#2447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2193375", }, ["subjectLabel"] = table#2449 { ["type"] = "literal", ["value"] = "Archimedean copula-based hesitant fuzzy information aggregation operators for multiple attribute decision making", ["xml:lang"] = "en", }, }, table#2450 { ["itemType"] = table#2451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2195747", }, ["subjectLabel"] = table#2453 { ["type"] = "literal", ["value"] = "Bayesian sequential design for copula models", ["xml:lang"] = "en", }, }, table#2454 { ["itemType"] = table#2455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2196130", }, ["subjectLabel"] = table#2457 { ["type"] = "literal", ["value"] = "Linear orderings of the scale mixtures of the multivariate skew-normal distribution", ["xml:lang"] = "en", }, }, table#2458 { ["itemType"] = table#2459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2196135", }, ["subjectLabel"] = table#2461 { ["type"] = "literal", ["value"] = "Spearman rank correlation of the bivariate Student \$t\$ and scale mixtures of normal distributions", ["xml:lang"] = "en", }, }, table#2462 { ["itemType"] = table#2463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2196206", }, ["subjectLabel"] = table#2465 { ["type"] = "literal", ["value"] = "Inference for Archimax copulas", ["xml:lang"] = "en", }, }, table#2466 { ["itemType"] = table#2467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2197617", }, ["subjectLabel"] = table#2469 { ["type"] = "literal", ["value"] = "A modified version of stochastic dominance involving dependence", ["xml:lang"] = "en", }, }, table#2470 { ["itemType"] = table#2471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2200586", }, ["subjectLabel"] = table#2473 { ["type"] = "literal", ["value"] = "Time evolutions of copulas and foreign exchange markets", ["xml:lang"] = "en", }, }, table#2474 { ["itemType"] = table#2475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2201548", }, ["subjectLabel"] = table#2477 { ["type"] = "literal", ["value"] = "Copula-based regression models with data missing at random", ["xml:lang"] = "en", }, }, table#2478 { ["itemType"] = table#2479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2203635", }, ["subjectLabel"] = table#2481 { ["type"] = "literal", ["value"] = "Goodness-of-fit testing for copulas: a distribution-free approach", ["xml:lang"] = "en", }, }, table#2482 { ["itemType"] = table#2483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2208421", }, ["subjectLabel"] = table#2485 { ["type"] = "literal", ["value"] = "Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India", ["xml:lang"] = "en", }, }, table#2486 { ["itemType"] = table#2487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2208476", }, ["subjectLabel"] = table#2489 { ["type"] = "literal", ["value"] = "The infinite extendibility problem for exchangeable real-valued random vectors", ["xml:lang"] = "en", }, }, table#2490 { ["itemType"] = table#2491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2209760", }, ["subjectLabel"] = table#2493 { ["type"] = "literal", ["value"] = "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram", ["xml:lang"] = "en", }, }, table#2494 { ["itemType"] = table#2495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2211007", }, ["subjectLabel"] = table#2497 { ["type"] = "literal", ["value"] = "Approaching rainfall-based weather derivatives pricing and operational challenges", ["xml:lang"] = "en", }, }, table#2498 { ["itemType"] = table#2499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2212172", }, ["subjectLabel"] = table#2501 { ["type"] = "literal", ["value"] = "Risk aggregation in non-life insurance: standard models vs. internal models", ["xml:lang"] = "en", }, }, table#2502 { ["itemType"] = table#2503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2215135", }, ["subjectLabel"] = table#2505 { ["type"] = "literal", ["value"] = "Extreme biconic copulas: characterization, properties and extensions to aggregation functions", ["xml:lang"] = "en", }, }, table#2506 { ["itemType"] = table#2507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2217024", }, ["subjectLabel"] = table#2509 { ["type"] = "literal", ["value"] = "Hesitant fuzzy generalised Bonferroni mean operators based on Archimedean copula for multiple-attribute decision-making", ["xml:lang"] = "en", }, }, table#2510 { ["itemType"] = table#2511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2218560", }, ["subjectLabel"] = table#2513 { ["type"] = "literal", ["value"] = "A transition model for analyzing multivariate longitudinal data using Gaussian copula approach", ["xml:lang"] = "en", }, }, table#2514 { ["itemType"] = table#2515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2218565", }, ["subjectLabel"] = table#2517 { ["type"] = "literal", ["value"] = "Nonparametric Archimedean generator estimation with implications for multiple testing", ["xml:lang"] = "en", }, }, table#2518 { ["itemType"] = table#2519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2218640", }, ["subjectLabel"] = table#2521 { ["type"] = "literal", ["value"] = "Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach", ["xml:lang"] = "en", }, }, table#2522 { ["itemType"] = table#2523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219218", }, ["subjectLabel"] = table#2525 { ["type"] = "literal", ["value"] = "A Bayesian hierarchical copula model", ["xml:lang"] = "en", }, }, table#2526 { ["itemType"] = table#2527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219337", }, ["subjectLabel"] = table#2529 { ["type"] = "literal", ["value"] = "A hitchhiker's guide to quasi-copulas", ["xml:lang"] = "en", }, }, table#2530 { ["itemType"] = table#2531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219341", }, ["subjectLabel"] = table#2533 { ["type"] = "literal", ["value"] = "Asymmetric linkages: maxmin vs. reflected maxmin copulas", ["xml:lang"] = "en", }, }, table#2534 { ["itemType"] = table#2535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219342", }, ["subjectLabel"] = table#2537 { ["type"] = "literal", ["value"] = "Final solution to the problem of relating a true copula to an imprecise copula", ["xml:lang"] = "en", }, }, table#2538 { ["itemType"] = table#2539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219343", }, ["subjectLabel"] = table#2541 { ["type"] = "literal", ["value"] = "A full scale Sklar's theorem in the imprecise setting", ["xml:lang"] = "en", }, }, table#2542 { ["itemType"] = table#2543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219345", }, ["subjectLabel"] = table#2545 { ["type"] = "literal", ["value"] = "Zero-sets of copulas", ["xml:lang"] = "en", }, }, table#2546 { ["itemType"] = table#2547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219346", }, ["subjectLabel"] = table#2549 { ["type"] = "literal", ["value"] = "A note on an idempotent transformation of absolutely continuous Archimedean copulas", ["xml:lang"] = "en", }, }, table#2550 { ["itemType"] = table#2551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2219623", }, ["subjectLabel"] = table#2553 { ["type"] = "literal", ["value"] = "Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets", ["xml:lang"] = "en", }, }, table#2554 { ["itemType"] = table#2555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2220308", }, ["subjectLabel"] = table#2557 { ["type"] = "literal", ["value"] = "A copula-based method of classifying individuals into binary disease categories using dependent biomarkers", ["xml:lang"] = "en", }, }, table#2558 { ["itemType"] = table#2559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2220634", }, ["subjectLabel"] = table#2561 { ["type"] = "literal", ["value"] = "Data-driven polynomial chaos expansion for machine learning regression", ["xml:lang"] = "en", }, }, table#2562 { ["itemType"] = table#2563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2222183", }, ["subjectLabel"] = table#2565 { ["type"] = "literal", ["value"] = "Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach", ["xml:lang"] = "en", }, }, table#2566 { ["itemType"] = table#2567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2222230", }, ["subjectLabel"] = table#2569 { ["type"] = "literal", ["value"] = "On the specification of multivariate association measures and their behaviour with increasing dimension", ["xml:lang"] = "en", }, }, table#2570 { ["itemType"] = table#2571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2222232", }, ["subjectLabel"] = table#2573 { ["type"] = "literal", ["value"] = "On the copula correlation ratio and its generalization", ["xml:lang"] = "en", }, }, table#2574 { ["itemType"] = table#2575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2223151", }, ["subjectLabel"] = table#2577 { ["type"] = "literal", ["value"] = "Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach", ["xml:lang"] = "en", }, }, table#2578 { ["itemType"] = table#2579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2223156", }, ["subjectLabel"] = table#2581 { ["type"] = "literal", ["value"] = "Pair-copula models for analyzing family data", ["xml:lang"] = "en", }, }, table#2582 { ["itemType"] = table#2583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2224912", }, ["subjectLabel"] = table#2585 { ["type"] = "literal", ["value"] = "Zero-linear copulas", ["xml:lang"] = "en", }, }, table#2586 { ["itemType"] = table#2587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2228623", }, ["subjectLabel"] = table#2589 { ["type"] = "literal", ["value"] = "Downside risks in EU carbon and fossil fuel markets", ["xml:lang"] = "en", }, }, table#2590 { ["itemType"] = table#2591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2229937", }, ["subjectLabel"] = table#2593 { ["type"] = "literal", ["value"] = "Singular components of shock model copulas", ["xml:lang"] = "en", }, }, table#2594 { ["itemType"] = table#2595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2231306", }, ["subjectLabel"] = table#2597 { ["type"] = "literal", ["value"] = "Conditional normal extreme-value copulas", ["xml:lang"] = "en", }, }, table#2598 { ["itemType"] = table#2599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2236215", }, ["subjectLabel"] = table#2601 { ["type"] = "literal", ["value"] = "Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD", ["xml:lang"] = "en", }, }, table#2602 { ["itemType"] = table#2603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2236378", }, ["subjectLabel"] = table#2605 { ["type"] = "literal", ["value"] = "Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case", ["xml:lang"] = "en", }, }, table#2606 { ["itemType"] = table#2607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2236383", }, ["subjectLabel"] = table#2609 { ["type"] = "literal", ["value"] = "Study of partial and average conditional Kendall's tau", ["xml:lang"] = "en", }, }, table#2610 { ["itemType"] = table#2611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2236384", }, ["subjectLabel"] = table#2613 { ["type"] = "literal", ["value"] = "Detecting departures from meta-ellipticity for multivariate stationary time series", ["xml:lang"] = "en", }, }, table#2614 { ["itemType"] = table#2615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2237545", }, ["subjectLabel"] = table#2617 { ["type"] = "literal", ["value"] = "A trivariate Gaussian copula stochastic frontier model with sample selection", ["xml:lang"] = "en", }, }, table#2618 { ["itemType"] = table#2619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2237807", }, ["subjectLabel"] = table#2621 { ["type"] = "literal", ["value"] = "On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables", ["xml:lang"] = "en", }, }, table#2622 { ["itemType"] = table#2623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2237825", }, ["subjectLabel"] = table#2625 { ["type"] = "literal", ["value"] = "A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses", ["xml:lang"] = "en", }, }, table#2626 { ["itemType"] = table#2627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2238680", }, ["subjectLabel"] = table#2629 { ["type"] = "literal", ["value"] = "Explaining individual predictions when features are dependent: more accurate approximations to Shapley values", ["xml:lang"] = "en", }, }, table#2630 { ["itemType"] = table#2631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2241102", }, ["subjectLabel"] = table#2633 { ["type"] = "literal", ["value"] = "Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas", ["xml:lang"] = "en", }, }, table#2634 { ["itemType"] = table#2635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2241514", }, ["subjectLabel"] = table#2637 { ["type"] = "literal", ["value"] = "Schur-constant and related dependence models, with application to ruin probabilities", ["xml:lang"] = "en", }, }, table#2638 { ["itemType"] = table#2639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2242880", }, ["subjectLabel"] = table#2641 { ["type"] = "literal", ["value"] = "Multimatricvariate distribution under elliptical models", ["xml:lang"] = "en", }, }, table#2642 { ["itemType"] = table#2643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2244555", }, ["subjectLabel"] = table#2645 { ["type"] = "literal", ["value"] = "Dependence and mixing for perturbations of copula-based Markov chains", ["xml:lang"] = "en", }, }, table#2646 { ["itemType"] = table#2647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2244595", }, ["subjectLabel"] = table#2649 { ["type"] = "literal", ["value"] = "Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula", ["xml:lang"] = "en", }, }, table#2650 { ["itemType"] = table#2651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2245659", }, ["subjectLabel"] = table#2653 { ["type"] = "literal", ["value"] = "Polynomial bivariate copulas of degree five: characterization and some particular inequalities", ["xml:lang"] = "en", }, }, table#2654 { ["itemType"] = table#2655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2251716", }, ["subjectLabel"] = table#2657 { ["type"] = "literal", ["value"] = "Model selection of copulas: AIC versus a cross validation copula information criterion", ["xml:lang"] = "en", }, }, table#2658 { ["itemType"] = table#2659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2252700", }, ["subjectLabel"] = table#2661 { ["type"] = "literal", ["value"] = "Measurement of bivariate risks by the north-south quantile points approach", ["xml:lang"] = "en", }, }, table#2662 { ["itemType"] = table#2663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2253371", }, ["subjectLabel"] = table#2665 { ["type"] = "literal", ["value"] = "Crisis and risk dependencies", ["xml:lang"] = "en", }, }, table#2666 { ["itemType"] = table#2667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2254952", }, ["subjectLabel"] = table#2669 { ["type"] = "literal", ["value"] = "Copulae, self-affine functions, and fractal dimensions", ["xml:lang"] = "en", }, }, table#2670 { ["itemType"] = table#2671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2255953", }, ["subjectLabel"] = table#2673 { ["type"] = "literal", ["value"] = "Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm", ["xml:lang"] = "en", }, }, table#2674 { ["itemType"] = table#2675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2256232", }, ["subjectLabel"] = table#2677 { ["type"] = "literal", ["value"] = "Robust portfolio optimization with copulas", ["xml:lang"] = "en", }, }, table#2678 { ["itemType"] = table#2679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2256747", }, ["subjectLabel"] = table#2681 { ["type"] = "literal", ["value"] = "Transformation-based nonparametric estimation of multivariate densities", ["xml:lang"] = "en", }, }, table#2682 { ["itemType"] = table#2683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2259718", }, ["subjectLabel"] = table#2685 { ["type"] = "literal", ["value"] = "Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas", ["xml:lang"] = "en", }, }, table#2686 { ["itemType"] = table#2687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2259747", }, ["subjectLabel"] = table#2689 { ["type"] = "literal", ["value"] = "Copula selection for graphical models in continuous estimation of distribution algorithms", ["xml:lang"] = "en", }, }, table#2690 { ["itemType"] = table#2691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2261924", }, ["subjectLabel"] = table#2693 { ["type"] = "literal", ["value"] = "Strong approximation of multidimensional \$\\mathbb P\$-\$\\mathbb P\$ plots processes by Gaussian processes with applications to statistical tests", ["xml:lang"] = "en", }, }, table#2694 { ["itemType"] = table#2695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2263974", }, ["subjectLabel"] = table#2697 { ["type"] = "literal", ["value"] = "An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab", ["xml:lang"] = "en", }, }, table#2698 { ["itemType"] = table#2699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2267587", }, ["subjectLabel"] = table#2701 { ["type"] = "literal", ["value"] = "Estimation and inference for dependence in multivariate data", ["xml:lang"] = "en", }, }, table#2702 { ["itemType"] = table#2703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2268371", }, ["subjectLabel"] = table#2705 { ["type"] = "literal", ["value"] = "Non-exchangeability of negatively dependent random variables", ["xml:lang"] = "en", }, }, table#2706 { ["itemType"] = table#2707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2268377", }, ["subjectLabel"] = table#2709 { ["type"] = "literal", ["value"] = "A measure of mutual complete dependence", ["xml:lang"] = "en", }, }, table#2710 { ["itemType"] = table#2711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2269188", }, ["subjectLabel"] = table#2713 { ["type"] = "literal", ["value"] = "Matrix representation of copulas and quasi-copulas defined on non-square grids of the unit square", ["xml:lang"] = "en", }, }, table#2714 { ["itemType"] = table#2715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2269189", }, ["subjectLabel"] = table#2717 { ["type"] = "literal", ["value"] = "Semi-copulas, capacities and families of level sets", ["xml:lang"] = "en", }, }, table#2718 { ["itemType"] = table#2719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2270270", }, ["subjectLabel"] = table#2721 { ["type"] = "literal", ["value"] = "Statistical properties of parametric estimators for Markov chain vectors based on copula models", ["xml:lang"] = "en", }, }, table#2722 { ["itemType"] = table#2723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274695", }, ["subjectLabel"] = table#2725 { ["type"] = "literal", ["value"] = "Copula-based score test for bivariate time-to-event data, with application to a genetic study of AMD progression", ["xml:lang"] = "en", }, }, table#2726 { ["itemType"] = table#2727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274933", }, ["subjectLabel"] = table#2729 { ["type"] = "literal", ["value"] = "Calibration estimation of semiparametric copula models with data missing at random", ["xml:lang"] = "en", }, }, table#2730 { ["itemType"] = table#2731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274974", }, ["subjectLabel"] = table#2733 { ["type"] = "literal", ["value"] = "Subsampling (weighted smooth) empirical copula processes", ["xml:lang"] = "en", }, }, table#2734 { ["itemType"] = table#2735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2276225", }, ["subjectLabel"] = table#2737 { ["type"] = "literal", ["value"] = "Adaptive importance sampling for simulating copula-based distributions", ["xml:lang"] = "en", }, }, table#2738 { ["itemType"] = table#2739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2279694", }, ["subjectLabel"] = table#2741 { ["type"] = "literal", ["value"] = "Non-exchangeable copulas and multivariate total positivity", ["xml:lang"] = "en", }, }, table#2742 { ["itemType"] = table#2743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2279699", }, ["subjectLabel"] = table#2745 { ["type"] = "literal", ["value"] = "Multivariate upper semilinear copulas", ["xml:lang"] = "en", }, }, table#2746 { ["itemType"] = table#2747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2282308", }, ["subjectLabel"] = table#2749 { ["type"] = "literal", ["value"] = "Copulas-based time series combined forecasters", ["xml:lang"] = "en", }, }, table#2750 { ["itemType"] = table#2751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2288813", }, ["subjectLabel"] = table#2753 { ["type"] = "literal", ["value"] = "M-vine decomposition and VAR(1) models", ["xml:lang"] = "en", }, }, table#2754 { ["itemType"] = table#2755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2288967", }, ["subjectLabel"] = table#2757 { ["type"] = "literal", ["value"] = "Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios", ["xml:lang"] = "en", }, }, table#2758 { ["itemType"] = table#2759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2292180", }, ["subjectLabel"] = table#2761 { ["type"] = "literal", ["value"] = "Livestock mortality catastrophe insurance using fatal shock process", ["xml:lang"] = "en", }, }, table#2762 { ["itemType"] = table#2763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2292391", }, ["subjectLabel"] = table#2765 { ["type"] = "literal", ["value"] = "ROS regression: integrating regularization with optimal scaling regression", ["xml:lang"] = "en", }, }, table#2766 { ["itemType"] = table#2767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2294215", }, ["subjectLabel"] = table#2769 { ["type"] = "literal", ["value"] = "Comonotonic global spectral models of gas radiation in non-uniform media based on arbitrary probability measures", ["xml:lang"] = "en", }, }, table#2770 { ["itemType"] = table#2771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2294790", }, ["subjectLabel"] = table#2773 { ["type"] = "literal", ["value"] = "An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments", ["xml:lang"] = "en", }, }, table#2774 { ["itemType"] = table#2775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2295802", }, ["subjectLabel"] = table#2777 { ["type"] = "literal", ["value"] = "A goodness-of-fit test for copulas based on martingale transformation", ["xml:lang"] = "en", }, }, table#2778 { ["itemType"] = table#2779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301061", }, ["subjectLabel"] = table#2781 { ["type"] = "literal", ["value"] = "Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments", ["xml:lang"] = "en", }, }, table#2782 { ["itemType"] = table#2783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2302487", }, ["subjectLabel"] = table#2785 { ["type"] = "literal", ["value"] = "Semiparametric bivariate modelling with flexible extremal dependence", ["xml:lang"] = "en", }, }, table#2786 { ["itemType"] = table#2787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2302951", }, ["subjectLabel"] = table#2789 { ["type"] = "literal", ["value"] = "Constructing copulas from shock models with imprecise distributions", ["xml:lang"] = "en", }, }, table#2790 { ["itemType"] = table#2791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2306211", }, ["subjectLabel"] = table#2793 { ["type"] = "literal", ["value"] = "Relation between non-exchangeability and measures of concordance of copulas", ["xml:lang"] = "en", }, }, table#2794 { ["itemType"] = table#2795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2314540", }, ["subjectLabel"] = table#2797 { ["type"] = "literal", ["value"] = "An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams", ["xml:lang"] = "en", }, }, table#2798 { ["itemType"] = table#2799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2315658", }, ["subjectLabel"] = table#2801 { ["type"] = "literal", ["value"] = "A new approach to measure systemic risk: a bivariate copula model for dependent censored data", ["xml:lang"] = "en", }, }, table#2802 { ["itemType"] = table#2803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2358171", }, ["subjectLabel"] = table#2805 { ["type"] = "literal", ["value"] = "Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach", ["xml:lang"] = "en", }, }, table#2806 { ["itemType"] = table#2807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360879", }, ["subjectLabel"] = table#2809 { ["type"] = "literal", ["value"] = "Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services", ["xml:lang"] = "en", }, }, table#2810 { ["itemType"] = table#2811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360899", }, ["subjectLabel"] = table#2813 { ["type"] = "literal", ["value"] = "A semiparametric estimation of copula models based on the method of moments", ["xml:lang"] = "en", }, }, table#2814 { ["itemType"] = table#2815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2363660", }, ["subjectLabel"] = table#2817 { ["type"] = "literal", ["value"] = "Detecting breaks in the dependence of multivariate extreme-value distributions", ["xml:lang"] = "en", }, }, table#2818 { ["itemType"] = table#2819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2370496", }, ["subjectLabel"] = table#2821 { ["type"] = "literal", ["value"] = "Optimal risk sharing with background risk", ["xml:lang"] = "en", }, }, table#2822 { ["itemType"] = table#2823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2372268", }, ["subjectLabel"] = table#2825 { ["type"] = "literal", ["value"] = "A weakening of Schur-concavity for copulas", ["xml:lang"] = "en", }, }, table#2826 { ["itemType"] = table#2827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2373683", }, ["subjectLabel"] = table#2829 { ["type"] = "literal", ["value"] = "Fisher information in record values and their concomitants about dependence and correlation parameters", ["xml:lang"] = "en", }, }, table#2830 { ["itemType"] = table#2831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2374514", }, ["subjectLabel"] = table#2833 { ["type"] = "literal", ["value"] = "The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions", ["xml:lang"] = "en", }, }, table#2834 { ["itemType"] = table#2835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2378280", }, ["subjectLabel"] = table#2837 { ["type"] = "literal", ["value"] = "Measuring the coupled risks: A copula-based CVaR model", ["xml:lang"] = "en", }, }, table#2838 { ["itemType"] = table#2839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2384448", }, ["subjectLabel"] = table#2841 { ["type"] = "literal", ["value"] = "Extreme behavior of multivariate phase-type distributions", ["xml:lang"] = "en", }, }, table#2842 { ["itemType"] = table#2843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2392731", }, ["subjectLabel"] = table#2845 { ["type"] = "literal", ["value"] = "A moment-based test for extreme-value dependence", ["xml:lang"] = "en", }, }, table#2846 { ["itemType"] = table#2847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2397858", }, ["subjectLabel"] = table#2849 { ["type"] = "literal", ["value"] = "Multiple risk factor dependence structures: copulas and related properties", ["xml:lang"] = "en", }, }, table#2850 { ["itemType"] = table#2851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2398074", }, ["subjectLabel"] = table#2853 { ["type"] = "literal", ["value"] = "Shock models with dependence and asymmetric linkages", ["xml:lang"] = "en", }, }, table#2854 { ["itemType"] = table#2855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2398456", }, ["subjectLabel"] = table#2857 { ["type"] = "literal", ["value"] = "Copula based flexible modeling of associations between clustered event times", ["xml:lang"] = "en", }, }, table#2858 { ["itemType"] = table#2859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2402064", }, ["subjectLabel"] = table#2861 { ["type"] = "literal", ["value"] = "Ordering ambiguous acts", ["xml:lang"] = "en", }, }, table#2862 { ["itemType"] = table#2863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2404408", }, ["subjectLabel"] = table#2865 { ["type"] = "literal", ["value"] = "Multivariate intensity estimation via hyperbolic wavelet selection", ["xml:lang"] = "en", }, }, table#2866 { ["itemType"] = table#2867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2406580", }, ["subjectLabel"] = table#2869 { ["type"] = "literal", ["value"] = "Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima", ["xml:lang"] = "en", }, }, table#2870 { ["itemType"] = table#2871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2415965", }, ["subjectLabel"] = table#2873 { ["type"] = "literal", ["value"] = "Model-free bounds on value-at-risk using extreme value information and statistical distances", ["xml:lang"] = "en", }, }, table#2874 { ["itemType"] = table#2875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2416782", }, ["subjectLabel"] = table#2877 { ["type"] = "literal", ["value"] = "Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso", ["xml:lang"] = "en", }, }, table#2878 { ["itemType"] = table#2879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2417030", }, ["subjectLabel"] = table#2881 { ["type"] = "literal", ["value"] = "Dynamic D-vine copula model with applications to Value-at-Risk (VaR)", ["xml:lang"] = "en", }, }, table#2882 { ["itemType"] = table#2883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2417829", }, ["subjectLabel"] = table#2885 { ["type"] = "literal", ["value"] = "Sparse conditional copula models for structured output regression", ["xml:lang"] = "en", }, }, table#2886 { ["itemType"] = table#2887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2418001", }, ["subjectLabel"] = table#2889 { ["type"] = "literal", ["value"] = "On the study of extremes with dependent random right-censoring", ["xml:lang"] = "en", }, }, table#2890 { ["itemType"] = table#2891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2418525", }, ["subjectLabel"] = table#2893 { ["type"] = "literal", ["value"] = "Model robust inference with two-stage maximum likelihood estimation for copulas", ["xml:lang"] = "en", }, }, table#2894 { ["itemType"] = table#2895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2419156", }, ["subjectLabel"] = table#2897 { ["type"] = "literal", ["value"] = "Constraining kernel estimators in semiparametric copula mixture models", ["xml:lang"] = "en", }, }, table#2898 { ["itemType"] = table#2899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2420763", }, ["subjectLabel"] = table#2901 { ["type"] = "literal", ["value"] = "Optimal control of a dispatchable energy source for wind energy management", ["xml:lang"] = "en", }, }, table#2902 { ["itemType"] = table#2903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2421392", }, ["subjectLabel"] = table#2905 { ["type"] = "literal", ["value"] = "A censored copula model for micro-level claim reserving", ["xml:lang"] = "en", }, }, table#2906 { ["itemType"] = table#2907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2421402", }, ["subjectLabel"] = table#2909 { ["type"] = "literal", ["value"] = "Robust estimation of the Pickands dependence function under random right censoring", ["xml:lang"] = "en", }, }, table#2910 { ["itemType"] = table#2911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2421961", }, ["subjectLabel"] = table#2913 { ["type"] = "literal", ["value"] = "Estimating fibres' material parameter distributions from limited data with the help of Bayesian inference", ["xml:lang"] = "en", }, }, table#2914 { ["itemType"] = table#2915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2427231", }, ["subjectLabel"] = table#2917 { ["type"] = "literal", ["value"] = "Testing of the homogeneity of marginal distributions in copula models", ["xml:lang"] = "en", }, }, table#2918 { ["itemType"] = table#2919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435217", }, ["subjectLabel"] = table#2921 { ["type"] = "literal", ["value"] = "Multiplier bootstrap of tail copulas with applications", ["xml:lang"] = "en", }, }, table#2922 { ["itemType"] = table#2923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2442534", }, ["subjectLabel"] = table#2925 { ["type"] = "literal", ["value"] = "Testing tail monotonicity by constrained copula estimation", ["xml:lang"] = "en", }, }, table#2926 { ["itemType"] = table#2927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2442791", }, ["subjectLabel"] = table#2929 { ["type"] = "literal", ["value"] = "Detecting atypical observations in financial data: the forward search for elliptical copulas", ["xml:lang"] = "en", }, }, table#2930 { ["itemType"] = table#2931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2443236", }, ["subjectLabel"] = table#2933 { ["type"] = "literal", ["value"] = "Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation", ["xml:lang"] = "en", }, }, table#2934 { ["itemType"] = table#2935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445414", }, ["subjectLabel"] = table#2937 { ["type"] = "literal", ["value"] = "Exchangeable copulas", ["xml:lang"] = "en", }, }, table#2938 { ["itemType"] = table#2939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445415", }, ["subjectLabel"] = table#2941 { ["type"] = "literal", ["value"] = "Extension of dependence properties to semi-copulas and applications to the mean-variance model", ["xml:lang"] = "en", }, }, table#2942 { ["itemType"] = table#2943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445532", }, ["subjectLabel"] = table#2945 { ["type"] = "literal", ["value"] = "On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas", ["xml:lang"] = "en", }, }, table#2946 { ["itemType"] = table#2947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445557", }, ["subjectLabel"] = table#2949 { ["type"] = "literal", ["value"] = "On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points", ["xml:lang"] = "en", }, }, table#2950 { ["itemType"] = table#2951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445567", }, ["subjectLabel"] = table#2953 { ["type"] = "literal", ["value"] = "Bivariate copulas generated by perturbations", ["xml:lang"] = "en", }, }, table#2954 { ["itemType"] = table#2955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445577", }, ["subjectLabel"] = table#2957 { ["type"] = "literal", ["value"] = "Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages", ["xml:lang"] = "en", }, }, table#2958 { ["itemType"] = table#2959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445698", }, ["subjectLabel"] = table#2961 { ["type"] = "literal", ["value"] = "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market", ["xml:lang"] = "en", }, }, table#2962 { ["itemType"] = table#2963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445710", }, ["subjectLabel"] = table#2965 { ["type"] = "literal", ["value"] = "Three-stage semi-parametric estimation of \$t\$-copulas: asymptotics, finite-sample properties and computational aspects", ["xml:lang"] = "en", }, }, table#2966 { ["itemType"] = table#2967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445713", }, ["subjectLabel"] = table#2969 { ["type"] = "literal", ["value"] = "Efficient estimation of a semiparametric dynamic copula model", ["xml:lang"] = "en", }, }, table#2970 { ["itemType"] = table#2971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2446010", }, ["subjectLabel"] = table#2973 { ["type"] = "literal", ["value"] = "Modified Gaussian pseudo-copula: applications in insurance and finance", ["xml:lang"] = "en", }, }, table#2974 { ["itemType"] = table#2975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447093", }, ["subjectLabel"] = table#2977 { ["type"] = "literal", ["value"] = "A general approach to the joint asymptotic analysis of statistics from sub-samples", ["xml:lang"] = "en", }, }, table#2978 { ["itemType"] = table#2979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447403", }, ["subjectLabel"] = table#2981 { ["type"] = "literal", ["value"] = "A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models", ["xml:lang"] = "en", }, }, table#2982 { ["itemType"] = table#2983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2448705", }, ["subjectLabel"] = table#2985 { ["type"] = "literal", ["value"] = "Information bounds for Gaussian copulas", ["xml:lang"] = "en", }, }, table#2986 { ["itemType"] = table#2987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2449393", }, ["subjectLabel"] = table#2989 { ["type"] = "literal", ["value"] = "A note on allocation of portfolio shares of random assets with Archimedean copula", ["xml:lang"] = "en", }, }, table#2990 { ["itemType"] = table#2991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2450084", }, ["subjectLabel"] = table#2993 { ["type"] = "literal", ["value"] = "On the (sequential) majority choice of public good size and location", ["xml:lang"] = "en", }, }, table#2994 { ["itemType"] = table#2995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2451623", }, ["subjectLabel"] = table#2997 { ["type"] = "literal", ["value"] = "Copulas for order statistics with prescribed margins", ["xml:lang"] = "en", }, }, table#2998 { ["itemType"] = table#2999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2451768", }, ["subjectLabel"] = table#3001 { ["type"] = "literal", ["value"] = "Nonparametric tests for tail monotonicity", ["xml:lang"] = "en", }, }, table#3002 { ["itemType"] = table#3003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2451777", }, ["subjectLabel"] = table#3005 { ["type"] = "literal", ["value"] = "Nonparametric estimation and inference for conditional density based Granger causality measures", ["xml:lang"] = "en", }, }, table#3006 { ["itemType"] = table#3007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2451788", }, ["subjectLabel"] = table#3009 { ["type"] = "literal", ["value"] = "A flexible parametric approach for estimating switching regime models and treatment effect parameters", ["xml:lang"] = "en", }, }, table#3010 { ["itemType"] = table#3011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2451800", }, ["subjectLabel"] = table#3013 { ["type"] = "literal", ["value"] = "Causal discourse in a game of incomplete information", ["xml:lang"] = "en", }, }, table#3014 { ["itemType"] = table#3015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2452878", }, ["subjectLabel"] = table#3017 { ["type"] = "literal", ["value"] = "Identification of survival functions through hazard functions in the Clayton-family", ["xml:lang"] = "en", }, }, table#3018 { ["itemType"] = table#3019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2452922", }, ["subjectLabel"] = table#3021 { ["type"] = "literal", ["value"] = "A multivariate Bahadur-Kiefer representation for the empirical Copula process", ["xml:lang"] = "en", }, }, table#3022 { ["itemType"] = table#3023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2457968", }, ["subjectLabel"] = table#3025 { ["type"] = "literal", ["value"] = "A generalization of the Archimedean class of bivariate copulas", ["xml:lang"] = "en", }, }, table#3026 { ["itemType"] = table#3027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2463568", }, ["subjectLabel"] = table#3029 { ["type"] = "literal", ["value"] = "Modelling the joint distribution of competing risks survival times using copula functions", ["xml:lang"] = "en", }, }, table#3030 { ["itemType"] = table#3031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2465343", }, ["subjectLabel"] = table#3033 { ["type"] = "literal", ["value"] = "On a family of multivariate copulas for aggregation processes", ["xml:lang"] = "en", }, }, table#3034 { ["itemType"] = table#3035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2474394", }, ["subjectLabel"] = table#3037 { ["type"] = "literal", ["value"] = "Modeling statistical dependence of Markov chains via copula models", ["xml:lang"] = "en", }, }, table#3038 { ["itemType"] = table#3039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2475776", }, ["subjectLabel"] = table#3041 { ["type"] = "literal", ["value"] = "Estimating the error distribution in multivariate heteroscedastic time-series models", ["xml:lang"] = "en", }, }, table#3042 { ["itemType"] = table#3043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2316983", }, ["subjectLabel"] = table#3045 { ["type"] = "literal", ["value"] = "Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals", ["xml:lang"] = "en", }, }, table#3046 { ["itemType"] = table#3047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2317172", }, ["subjectLabel"] = table#3049 { ["type"] = "literal", ["value"] = "A copula based ICA algorithm and its application to time series clustering", ["xml:lang"] = "en", }, }, table#3050 { ["itemType"] = table#3051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2321780", }, ["subjectLabel"] = table#3053 { ["type"] = "literal", ["value"] = "Discrete bivariate distributions generated by copulas: DBEEW distribution", ["xml:lang"] = "en", }, }, table#3054 { ["itemType"] = table#3055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2321793", }, ["subjectLabel"] = table#3057 { ["type"] = "literal", ["value"] = "Copula regression models for discrete and mixed bivariate responses", ["xml:lang"] = "en", }, }, table#3058 { ["itemType"] = table#3059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2323149", }, ["subjectLabel"] = table#3061 { ["type"] = "literal", ["value"] = "A note on generalized Farlie-Gumbel-Morgenstern copulas", ["xml:lang"] = "en", }, }, table#3062 { ["itemType"] = table#3063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2323186", }, ["subjectLabel"] = table#3065 { ["type"] = "literal", ["value"] = "Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula", ["xml:lang"] = "en", }, }, table#3066 { ["itemType"] = table#3067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2323556", }, ["subjectLabel"] = table#3069 { ["type"] = "literal", ["value"] = "Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data", ["xml:lang"] = "en", }, }, table#3070 { ["itemType"] = table#3071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2324271", }, ["subjectLabel"] = table#3073 { ["type"] = "literal", ["value"] = "Clustering of financial instruments using jump tail dependence coefficient", ["xml:lang"] = "en", }, }, table#3074 { ["itemType"] = table#3075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2326542", }, ["subjectLabel"] = table#3077 { ["type"] = "literal", ["value"] = "A copula-based bivariate integer-valued autoregressive process with application", ["xml:lang"] = "en", }, }, table#3078 { ["itemType"] = table#3079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2328792", }, ["subjectLabel"] = table#3081 { ["type"] = "literal", ["value"] = "On the lattice structure of the set of supermodular quasi-copulas", ["xml:lang"] = "en", }, }, table#3082 { ["itemType"] = table#3083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2328794", }, ["subjectLabel"] = table#3085 { ["type"] = "literal", ["value"] = "On degrees of asymmetry of a copula with respect to a track", ["xml:lang"] = "en", }, }, table#3086 { ["itemType"] = table#3087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2328795", }, ["subjectLabel"] = table#3089 { ["type"] = "literal", ["value"] = "Solution to two open problems on perturbations of the product copula", ["xml:lang"] = "en", }, }, table#3090 { ["itemType"] = table#3091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2328915", }, ["subjectLabel"] = table#3093 { ["type"] = "literal", ["value"] = "Multivariate capacity functionals vs. capacity functionals on product spaces", ["xml:lang"] = "en", }, }, table#3094 { ["itemType"] = table#3095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2329765", }, ["subjectLabel"] = table#3097 { ["type"] = "literal", ["value"] = "Selection of sparse vine copulas in high dimensions with the Lasso", ["xml:lang"] = "en", }, }, table#3098 { ["itemType"] = table#3099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2329809", }, ["subjectLabel"] = table#3101 { ["type"] = "literal", ["value"] = "Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins", ["xml:lang"] = "en", }, }, table#3102 { ["itemType"] = table#3103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2330490", }, ["subjectLabel"] = table#3105 { ["type"] = "literal", ["value"] = "Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach", ["xml:lang"] = "en", }, }, table#3106 { ["itemType"] = table#3107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2337318", }, ["subjectLabel"] = table#3109 { ["type"] = "literal", ["value"] = "Goodness-of-fit tests for the family of multivariate chi-square copulas", ["xml:lang"] = "en", }, }, table#3110 { ["itemType"] = table#3111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2338099", }, ["subjectLabel"] = table#3113 { ["type"] = "literal", ["value"] = "Exogenous shock models: analytical characterization and probabilistic construction", ["xml:lang"] = "en", }, }, table#3114 { ["itemType"] = table#3115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2339098", }, ["subjectLabel"] = table#3117 { ["type"] = "literal", ["value"] = "A topological proof of Sklar's theorem", ["xml:lang"] = "en", }, }, table#3118 { ["itemType"] = table#3119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2344382", }, ["subjectLabel"] = table#3121 { ["type"] = "literal", ["value"] = "Hybrid copula estimators", ["xml:lang"] = "en", }, }, table#3122 { ["itemType"] = table#3123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2347102", }, ["subjectLabel"] = table#3125 { ["type"] = "literal", ["value"] = "Age-specific copula-AR-GARCH mortality models", ["xml:lang"] = "en", }, }, table#3126 { ["itemType"] = table#3127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2348188", }, ["subjectLabel"] = table#3129 { ["type"] = "literal", ["value"] = "Factor copula models for item response data", ["xml:lang"] = "en", }, }, table#3130 { ["itemType"] = table#3131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2348320", }, ["subjectLabel"] = table#3133 { ["type"] = "literal", ["value"] = "Expansions for bivariate copulas", ["xml:lang"] = "en", }, }, table#3134 { ["itemType"] = table#3135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2348433", }, ["subjectLabel"] = table#3137 { ["type"] = "literal", ["value"] = "A typical copula is singular", ["xml:lang"] = "en", }, }, table#3138 { ["itemType"] = table#3139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2348439", }, ["subjectLabel"] = table#3141 { ["type"] = "literal", ["value"] = "Nonparametric estimation of the conditional tail copula", ["xml:lang"] = "en", }, }, table#3142 { ["itemType"] = table#3143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2348452", }, ["subjectLabel"] = table#3145 { ["type"] = "literal", ["value"] = "Maximal coupling of empirical copulas for discrete vectors", ["xml:lang"] = "en", }, }, table#3146 { ["itemType"] = table#3147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2350036", }, ["subjectLabel"] = table#3149 { ["type"] = "literal", ["value"] = "Truncation of vine copulas using fit indices", ["xml:lang"] = "en", }, }, table#3150 { ["itemType"] = table#3151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2350037", }, ["subjectLabel"] = table#3153 { ["type"] = "literal", ["value"] = "Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review", ["xml:lang"] = "en", }, }, table#3154 { ["itemType"] = table#3155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2350038", }, ["subjectLabel"] = table#3157 { ["type"] = "literal", ["value"] = "Structured factor copula models: theory, inference and computation", ["xml:lang"] = "en", }, }, table#3158 { ["itemType"] = table#3159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2350040", }, ["subjectLabel"] = table#3161 { ["type"] = "literal", ["value"] = "Spatial composite likelihood inference using local C-vines", ["xml:lang"] = "en", }, }, table#3162 { ["itemType"] = table#3163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351080", }, ["subjectLabel"] = table#3165 { ["type"] = "literal", ["value"] = "Negative dependence concept in copulas and the marginal free herd behavior index", ["xml:lang"] = "en", }, }, table#3166 { ["itemType"] = table#3167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351576", }, ["subjectLabel"] = table#3169 { ["type"] = "literal", ["value"] = "A note on quasi-copulas and signed measures", ["xml:lang"] = "en", }, }, table#3170 { ["itemType"] = table#3171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351615", }, ["subjectLabel"] = table#3173 { ["type"] = "literal", ["value"] = "Power stable aggregation functions", ["xml:lang"] = "en", }, }, table#3174 { ["itemType"] = table#3175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351620", }, ["subjectLabel"] = table#3177 { ["type"] = "literal", ["value"] = "Matrix representation of meet-irreducible discrete copulas", ["xml:lang"] = "en", }, }, table#3178 { ["itemType"] = table#3179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2353373", }, ["subjectLabel"] = table#3181 { ["type"] = "literal", ["value"] = "Exploring copulas for the imputation of complex dependent data", ["xml:lang"] = "en", }, }, table#3182 { ["itemType"] = table#3183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2353679", }, ["subjectLabel"] = table#3185 { ["type"] = "literal", ["value"] = "Compositional models in valuation-based systems", ["xml:lang"] = "en", }, }, table#3186 { ["itemType"] = table#3187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2353917", }, ["subjectLabel"] = table#3189 { ["type"] = "literal", ["value"] = "A measure of multivariate mutual complete dependence", ["xml:lang"] = "en", }, }, table#3190 { ["itemType"] = table#3191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2354016", }, ["subjectLabel"] = table#3193 { ["type"] = "literal", ["value"] = "Periodic portfolio revision with transaction costs", ["xml:lang"] = "en", }, }, table#3194 { ["itemType"] = table#3195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2355272", }, ["subjectLabel"] = table#3197 { ["type"] = "literal", ["value"] = "Financial interpretation of herd behavior index and its statistical estimation", ["xml:lang"] = "en", }, }, table#3198 { ["itemType"] = table#3199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2356238", }, ["subjectLabel"] = table#3201 { ["type"] = "literal", ["value"] = "Modelling parameter uncertainty for risk capital calculation", ["xml:lang"] = "en", }, }, table#3202 { ["itemType"] = table#3203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2628132", }, ["subjectLabel"] = table#3205 { ["type"] = "literal", ["value"] = "Computing with bivariate COM-Poisson model under different copulas", ["xml:lang"] = "en", }, }, table#3206 { ["itemType"] = table#3207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2628886", }, ["subjectLabel"] = table#3209 { ["type"] = "literal", ["value"] = "Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach", ["xml:lang"] = "en", }, }, table#3210 { ["itemType"] = table#3211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2629371", }, ["subjectLabel"] = table#3213 { ["type"] = "literal", ["value"] = "Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals", ["xml:lang"] = "en", }, }, table#3214 { ["itemType"] = table#3215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2630087", }, ["subjectLabel"] = table#3217 { ["type"] = "literal", ["value"] = "Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas", ["xml:lang"] = "en", }, }, table#3218 { ["itemType"] = table#3219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3177166", }, ["subjectLabel"] = table#3221 { ["type"] = "literal", ["value"] = "Application of copulas in the proof of the almost sure central limit theorem for the $k$th largest maxima of some random variables", ["xml:lang"] = "en", }, }, table#3222 { ["itemType"] = table#3223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3188567", }, ["subjectLabel"] = table#3225 { ["type"] = "literal", ["value"] = "Extension of de Bruijn's identity to dependent non-Gaussian noise channels", ["xml:lang"] = "en", }, }, table#3226 { ["itemType"] = table#3227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2656795", }, ["subjectLabel"] = table#3229 { ["type"] = "literal", ["value"] = "High frequency trading and stock index returns: a nonlinear dynamic analysis", ["xml:lang"] = "en", }, }, table#3230 { ["itemType"] = table#3231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2658020", }, ["subjectLabel"] = table#3233 { ["type"] = "literal", ["value"] = "On a distribution form of subcopulas", ["xml:lang"] = "en", }, }, table#3234 { ["itemType"] = table#3235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2658024", }, ["subjectLabel"] = table#3237 { ["type"] = "literal", ["value"] = "Asymmetric dependence in the stochastic frontier model using skew normal copula", ["xml:lang"] = "en", }, }, table#3238 { ["itemType"] = table#3239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2661262", }, ["subjectLabel"] = table#3241 { ["type"] = "literal", ["value"] = "Extending sub-quasi-copulas", ["xml:lang"] = "en", }, }, table#3242 { ["itemType"] = table#3243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2665795", }, ["subjectLabel"] = table#3245 { ["type"] = "literal", ["value"] = "Modeling dependence via copula of functionals of Fourier coefficients", ["xml:lang"] = "en", }, }, table#3246 { ["itemType"] = table#3247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2666029", }, ["subjectLabel"] = table#3249 { ["type"] = "literal", ["value"] = "Recent advances in directional statistics", ["xml:lang"] = "en", }, }, table#3250 { ["itemType"] = table#3251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2666967", }, ["subjectLabel"] = table#3253 { ["type"] = "literal", ["value"] = "On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity", ["xml:lang"] = "en", }, }, table#3254 { ["itemType"] = table#3255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2667758", }, ["subjectLabel"] = table#3257 { ["type"] = "literal", ["value"] = "Detection of arbitrage opportunities in multi-asset derivatives markets", ["xml:lang"] = "en", }, }, table#3258 { ["itemType"] = table#3259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2667760", }, ["subjectLabel"] = table#3261 { ["type"] = "literal", ["value"] = "Nonparametric C- and D-vine-based quantile regression", ["xml:lang"] = "en", }, }, table#3262 { ["itemType"] = table#3263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2668362", }, ["subjectLabel"] = table#3265 { ["type"] = "literal", ["value"] = "Long memory estimation in a non-Gaussian bivariate process", ["xml:lang"] = "en", }, }, table#3266 { ["itemType"] = table#3267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2668771", }, ["subjectLabel"] = table#3269 { ["type"] = "literal", ["value"] = "Measuring the bullwhip effect with market competition among retailers: a simulation study", ["xml:lang"] = "en", }, }, table#3270 { ["itemType"] = table#3271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2670109", }, ["subjectLabel"] = table#3273 { ["type"] = "literal", ["value"] = "Risk aggregation and capital allocation using a new generalized Archimedean copula", ["xml:lang"] = "en", }, }, table#3274 { ["itemType"] = table#3275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2670112", }, ["subjectLabel"] = table#3277 { ["type"] = "literal", ["value"] = "Systemic risk: conditional distortion risk measures", ["xml:lang"] = "en", }, }, table#3278 { ["itemType"] = table#3279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2671860", }, ["subjectLabel"] = table#3281 { ["type"] = "literal", ["value"] = "Extreme generators of shock induced copulas", ["xml:lang"] = "en", }, }, table#3282 { ["itemType"] = table#3283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2674484", }, ["subjectLabel"] = table#3285 { ["type"] = "literal", ["value"] = "Predicting times to event based on vine copula models", ["xml:lang"] = "en", }, }, table#3286 { ["itemType"] = table#3287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2674512", }, ["subjectLabel"] = table#3289 { ["type"] = "literal", ["value"] = "Vine copula statistical disclosure control for mixed-type data", ["xml:lang"] = "en", }, }, table#3290 { ["itemType"] = table#3291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2675816", }, ["subjectLabel"] = table#3293 { ["type"] = "literal", ["value"] = "A concept of copula robustness and its applications in quantitative risk management", ["xml:lang"] = "en", }, }, table#3294 { ["itemType"] = table#3295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2677124", }, ["subjectLabel"] = table#3297 { ["type"] = "literal", ["value"] = "Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness", ["xml:lang"] = "en", }, }, table#3298 { ["itemType"] = table#3299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2677934", }, ["subjectLabel"] = table#3301 { ["type"] = "literal", ["value"] = "Extremes for a general contagion risk measure", ["xml:lang"] = "en", }, }, table#3302 { ["itemType"] = table#3303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2679246", }, ["subjectLabel"] = table#3305 { ["type"] = "literal", ["value"] = "Optimising portfolio diversification and dimensionality", ["xml:lang"] = "en", }, }, table#3306 { ["itemType"] = table#3307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2679299", }, ["subjectLabel"] = table#3309 { ["type"] = "literal", ["value"] = "Risk-averse design of tall buildings for uncertain wind conditions", ["xml:lang"] = "en", }, }, table#3310 { ["itemType"] = table#3311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2682970", }, ["subjectLabel"] = table#3313 { ["type"] = "literal", ["value"] = "Copula-based inference for bivariate survival data with left truncation and dependent censoring", ["xml:lang"] = "en", }, }, table#3314 { ["itemType"] = table#3315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2682996", }, ["subjectLabel"] = table#3317 { ["type"] = "literal", ["value"] = "Frequency-severity experience rating based on latent Markovian risk profiles", ["xml:lang"] = "en", }, }, table#3318 { ["itemType"] = table#3319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2684963", }, ["subjectLabel"] = table#3321 { ["type"] = "literal", ["value"] = "Approximations of copulas via transformed moments", ["xml:lang"] = "en", }, }, table#3322 { ["itemType"] = table#3323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2686030", }, ["subjectLabel"] = table#3325 { ["type"] = "literal", ["value"] = "A multivariate frequency-severity framework for healthcare data breaches", ["xml:lang"] = "en", }, }, table#3326 { ["itemType"] = table#3327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2960223", }, ["subjectLabel"] = table#3329 { ["type"] = "literal", ["value"] = "Approximating Joint Probability Distributions Given Partial Information", ["xml:lang"] = "en", }, }, table#3330 { ["itemType"] = table#3331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2960232", }, ["subjectLabel"] = table#3333 { ["type"] = "literal", ["value"] = "A Simulation-Based Approach to Decision Making with Partial Information", ["xml:lang"] = "en", }, }, table#3334 { ["itemType"] = table#3335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2686285", }, ["subjectLabel"] = table#3337 { ["type"] = "literal", ["value"] = "Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier", ["xml:lang"] = "en", }, }, table#3338 { ["itemType"] = table#3339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2687861", }, ["subjectLabel"] = table#3341 { ["type"] = "literal", ["value"] = "Non-parametric estimation of copula parameters: testing for time-varying correlation", ["xml:lang"] = "en", }, }, table#3342 { ["itemType"] = table#3343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2687886", }, ["subjectLabel"] = table#3345 { ["type"] = "literal", ["value"] = "Estimating dynamic copula dependence using intraday data", ["xml:lang"] = "en", }, }, table#3346 { ["itemType"] = table#3347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2688915", }, ["subjectLabel"] = table#3349 { ["type"] = "literal", ["value"] = "Distributionally robust joint chance-constrained support vector machines", ["xml:lang"] = "en", }, }, table#3350 { ["itemType"] = table#3351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2697978", }, ["subjectLabel"] = table#3353 { ["type"] = "literal", ["value"] = "Vector copulas", ["xml:lang"] = "en", }, }, table#3354 { ["itemType"] = table#3355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2699693", }, ["subjectLabel"] = table#3357 { ["type"] = "literal", ["value"] = "Blind separation of instantaneous mixtures of independent/dependent sources", ["xml:lang"] = "en", }, }, table#3358 { ["itemType"] = table#3359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2700536", }, ["subjectLabel"] = table#3361 { ["type"] = "literal", ["value"] = "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach", ["xml:lang"] = "en", }, }, table#3362 { ["itemType"] = table#3363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2700544", }, ["subjectLabel"] = table#3365 { ["type"] = "literal", ["value"] = "A new bivariate Archimedean copula with application to the evaluation of VaR", ["xml:lang"] = "en", }, }, table#3366 { ["itemType"] = table#3367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3085439", }, ["subjectLabel"] = table#3369 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3085439", }, }, table#3370 { ["itemType"] = table#3371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3085450", }, ["subjectLabel"] = table#3373 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3085450", }, }, table#3374 { ["itemType"] = table#3375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3120148", }, ["subjectLabel"] = table#3377 { ["type"] = "literal", ["value"] = "On Generators in Archimedean Copulas", ["xml:lang"] = "en", }, }, table#3378 { ["itemType"] = table#3379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3304868", }, ["subjectLabel"] = table#3381 { ["type"] = "literal", ["value"] = "Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications", ["xml:lang"] = "en", }, }, table#3382 { ["itemType"] = table#3383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3304997", }, ["subjectLabel"] = table#3385 { ["type"] = "literal", ["value"] = "A mixed model framework for teratology studies", ["xml:lang"] = "en", }, }, table#3386 { ["itemType"] = table#3387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3020439", }, ["subjectLabel"] = table#3389 { ["type"] = "literal", ["value"] = "Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics", ["xml:lang"] = "en", }, }, table#3390 { ["itemType"] = table#3391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2476141", }, ["subjectLabel"] = table#3393 { ["type"] = "literal", ["value"] = "Dependence structure of conditional Archimedean copulas", ["xml:lang"] = "en", }, }, table#3394 { ["itemType"] = table#3395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2849533", }, ["subjectLabel"] = table#3397 { ["type"] = "literal", ["value"] = "Copula-Based Models for Multivariate Discrete Response Data", ["xml:lang"] = "en", }, }, table#3398 { ["itemType"] = table#3399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2483877", }, ["subjectLabel"] = table#3401 { ["type"] = "literal", ["value"] = "A note on minimum distance estimation of copula densities", ["xml:lang"] = "en", }, }, table#3402 { ["itemType"] = table#3403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485472", }, ["subjectLabel"] = table#3405 { ["type"] = "literal", ["value"] = "Bivariate return periods via 2-copulas", ["xml:lang"] = "en", }, }, table#3406 { ["itemType"] = table#3407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2486064", }, ["subjectLabel"] = table#3409 { ["type"] = "literal", ["value"] = "Solution of an open problem for associative copulas", ["xml:lang"] = "en", }, }, table#3410 { ["itemType"] = table#3411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2490073", }, ["subjectLabel"] = table#3413 { ["type"] = "literal", ["value"] = "On quadratic functionals of the Brownian sheet and related processes", ["xml:lang"] = "en", }, }, table#3414 { ["itemType"] = table#3415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2491629", }, ["subjectLabel"] = table#3417 { ["type"] = "literal", ["value"] = "Rearrangement inequalities for functionals with monotone integrands", ["xml:lang"] = "en", }, }, table#3418 { ["itemType"] = table#3419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2868777", }, ["subjectLabel"] = table#3421 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2868777", }, }, table#3422 { ["itemType"] = table#3423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2500757", }, ["subjectLabel"] = table#3425 { ["type"] = "literal", ["value"] = "On a family of copulas constructed from the diagonal section", ["xml:lang"] = "en", }, }, table#3426 { ["itemType"] = table#3427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3058462", }, ["subjectLabel"] = table#3429 { ["type"] = "literal", ["value"] = "Preference Modelling, a Matter of Degree", ["xml:lang"] = "en", }, }, table#3430 { ["itemType"] = table#3431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2505532", }, ["subjectLabel"] = table#3433 { ["type"] = "literal", ["value"] = "The Colonel Blotto game", ["xml:lang"] = "en", }, }, table#3434 { ["itemType"] = table#3435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2509227", }, ["subjectLabel"] = table#3437 { ["type"] = "literal", ["value"] = "OWA trees and their role in security modeling using attack trees", ["xml:lang"] = "en", }, }, table#3438 { ["itemType"] = table#3439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3064085", }, ["subjectLabel"] = table#3441 { ["type"] = "literal", ["value"] = "A Note on Continuous Spatial-Temporal Dynamics of Stochastic Processes", ["xml:lang"] = "en", }, }, table#3442 { ["itemType"] = table#3443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2512679", }, ["subjectLabel"] = table#3445 { ["type"] = "literal", ["value"] = "The role of generalized convexity in conic copula constructions", ["xml:lang"] = "en", }, }, table#3446 { ["itemType"] = table#3447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513330", }, ["subjectLabel"] = table#3449 { ["type"] = "literal", ["value"] = "Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study", ["xml:lang"] = "en", }, }, table#3450 { ["itemType"] = table#3451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513445", }, ["subjectLabel"] = table#3453 { ["type"] = "literal", ["value"] = "Recognizing and visualizing copulas: an approach using local Gaussian approximation", ["xml:lang"] = "en", }, }, table#3454 { ["itemType"] = table#3455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513457", }, ["subjectLabel"] = table#3457 { ["type"] = "literal", ["value"] = "On the multidimensional extension of countermonotonicity and its applications", ["xml:lang"] = "en", }, }, table#3458 { ["itemType"] = table#3459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513617", }, ["subjectLabel"] = table#3461 { ["type"] = "literal", ["value"] = "Quantifying the risk using copulae with nonparametric marginals", ["xml:lang"] = "en", }, }, table#3462 { ["itemType"] = table#3463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2514603", }, ["subjectLabel"] = table#3465 { ["type"] = "literal", ["value"] = "On the distribution of sums of random variables with copula-induced dependence", ["xml:lang"] = "en", }, }, table#3466 { ["itemType"] = table#3467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2515106", }, ["subjectLabel"] = table#3469 { ["type"] = "literal", ["value"] = "Computation and application of copula-based weighted average quantile regression", ["xml:lang"] = "en", }, }, table#3470 { ["itemType"] = table#3471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2515522", }, ["subjectLabel"] = table#3473 { ["type"] = "literal", ["value"] = "Asymptotic total variation tests for copulas", ["xml:lang"] = "en", }, }, table#3474 { ["itemType"] = table#3475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2517882", }, ["subjectLabel"] = table#3477 { ["type"] = "literal", ["value"] = "Copula functions for residual dependency", ["xml:lang"] = "en", }, }, table#3478 { ["itemType"] = table#3479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2518544", }, ["subjectLabel"] = table#3481 { ["type"] = "literal", ["value"] = "Dependence and the asymptotic behavior of large claims reinsurance", ["xml:lang"] = "en", }, }, table#3482 { ["itemType"] = table#3483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2815446", }, ["subjectLabel"] = table#3485 { ["type"] = "literal", ["value"] = "C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions", ["xml:lang"] = "en", }, }, table#3486 { ["itemType"] = table#3487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183806", }, ["subjectLabel"] = table#3489 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183806", }, }, table#3490 { ["itemType"] = table#3491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183808", }, ["subjectLabel"] = table#3493 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183808", }, }, table#3494 { ["itemType"] = table#3495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183809", }, ["subjectLabel"] = table#3497 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183809", }, }, table#3498 { ["itemType"] = table#3499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183812", }, ["subjectLabel"] = table#3501 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183812", }, }, table#3502 { ["itemType"] = table#3503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183813", }, ["subjectLabel"] = table#3505 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183813", }, }, table#3506 { ["itemType"] = table#3507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183814", }, ["subjectLabel"] = table#3509 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183814", }, }, table#3510 { ["itemType"] = table#3511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183816", }, ["subjectLabel"] = table#3513 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183816", }, }, table#3514 { ["itemType"] = table#3515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183817", }, ["subjectLabel"] = table#3517 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3183817", }, }, table#3518 { ["itemType"] = table#3519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2907897", }, ["subjectLabel"] = table#3521 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2907897", }, }, table#3522 { ["itemType"] = table#3523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3389454", }, ["subjectLabel"] = table#3525 { ["type"] = "literal", ["value"] = "Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction", ["xml:lang"] = "en", }, }, table#3526 { ["itemType"] = table#3527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3390612", }, ["subjectLabel"] = table#3529 { ["type"] = "literal", ["value"] = "A modified pseudo-copula regression model for risk groups with various dependency levels", ["xml:lang"] = "en", }, }, table#3530 { ["itemType"] = table#3531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3390622", }, ["subjectLabel"] = table#3533 { ["type"] = "literal", ["value"] = "The bivariate K-finite normal mixture ‘blanket’ copula", ["xml:lang"] = "en", }, }, table#3534 { ["itemType"] = table#3535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3391116", }, ["subjectLabel"] = table#3537 { ["type"] = "literal", ["value"] = "Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence", ["xml:lang"] = "en", }, }, table#3538 { ["itemType"] = table#3539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3391152", }, ["subjectLabel"] = table#3541 { ["type"] = "literal", ["value"] = "Generalized Additive Models for Pair-Copula Constructions", ["xml:lang"] = "en", }, }, table#3542 { ["itemType"] = table#3543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3391262", }, ["subjectLabel"] = table#3545 { ["type"] = "literal", ["value"] = "Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series", ["xml:lang"] = "en", }, }, table#3546 { ["itemType"] = table#3547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3402049", }, ["subjectLabel"] = table#3549 { ["type"] = "literal", ["value"] = "Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions", ["xml:lang"] = "en", }, }, table#3550 { ["itemType"] = table#3551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567085", }, ["subjectLabel"] = table#3553 { ["type"] = "literal", ["value"] = "Discrete quasi-copulas", ["xml:lang"] = "en", }, }, table#3554 { ["itemType"] = table#3555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567086", }, ["subjectLabel"] = table#3557 { ["type"] = "literal", ["value"] = "Copulas with fractal supports", ["xml:lang"] = "en", }, }, table#3558 { ["itemType"] = table#3559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567090", }, ["subjectLabel"] = table#3561 { ["type"] = "literal", ["value"] = "Estimating the tail-dependence coefficient: properties and pitfalls", ["xml:lang"] = "en", }, }, table#3562 { ["itemType"] = table#3563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567092", }, ["subjectLabel"] = table#3565 { ["type"] = "literal", ["value"] = "Bivariate option pricing using dynamic copula models", ["xml:lang"] = "en", }, }, table#3566 { ["itemType"] = table#3567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567094", }, ["subjectLabel"] = table#3569 { ["type"] = "literal", ["value"] = "Bounds on the value-at-risk for the sum of possibly dependent risks", ["xml:lang"] = "en", }, }, table#3570 { ["itemType"] = table#3571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2849522", }, ["subjectLabel"] = table#3573 { ["type"] = "literal", ["value"] = "Selection of Vine Copulas", ["xml:lang"] = "en", }, }, table#3574 { ["itemType"] = table#3575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2849524", }, ["subjectLabel"] = table#3577 { ["type"] = "literal", ["value"] = "Copulas in Machine Learning", ["xml:lang"] = "en", }, }, table#3578 { ["itemType"] = table#3579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3120663", }, ["subjectLabel"] = table#3581 { ["type"] = "literal", ["value"] = "Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series", ["xml:lang"] = "en", }, }, table#3582 { ["itemType"] = table#3583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574135", }, ["subjectLabel"] = table#3585 { ["type"] = "literal", ["value"] = "The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas", ["xml:lang"] = "en", }, }, table#3586 { ["itemType"] = table#3587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2581510", }, ["subjectLabel"] = table#3589 { ["type"] = "literal", ["value"] = "Some positive dependence stochastic orders", ["xml:lang"] = "en", }, }, table#3590 { ["itemType"] = table#3591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2581522", }, ["subjectLabel"] = table#3593 { ["type"] = "literal", ["value"] = "Local efficiency of a Cramér\\,-\\,von Mises test of independence", ["xml:lang"] = "en", }, }, table#3594 { ["itemType"] = table#3595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2864236", }, ["subjectLabel"] = table#3597 { ["type"] = "literal", ["value"] = "Copulas and Self-affine Functions", ["xml:lang"] = "en", }, }, table#3598 { ["itemType"] = table#3599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2864239", }, ["subjectLabel"] = table#3601 { ["type"] = "literal", ["value"] = "How to Prove Sklar’s Theorem", ["xml:lang"] = "en", }, }, table#3602 { ["itemType"] = table#3603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5031272", }, ["subjectLabel"] = table#3605 { ["type"] = "literal", ["value"] = "Methanol futures hedging with skewed normal distribution by copula method", ["xml:lang"] = "en", }, }, table#3606 { ["itemType"] = table#3607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5033941", }, ["subjectLabel"] = table#3609 { ["type"] = "literal", ["value"] = "A Bayesian semiparametric Gaussian copula approach to a multivariate normality test", ["xml:lang"] = "en", }, }, table#3610 { ["itemType"] = table#3611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5034252", }, ["subjectLabel"] = table#3613 { ["type"] = "literal", ["value"] = "A multivariate volatility vine copula model", ["xml:lang"] = "en", }, }, table#3614 { ["itemType"] = table#3615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5035861", }, ["subjectLabel"] = table#3617 { ["type"] = "literal", ["value"] = "Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements", ["xml:lang"] = "en", }, }, table#3618 { ["itemType"] = table#3619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5036346", }, ["subjectLabel"] = table#3621 { ["type"] = "literal", ["value"] = "Modeling multivariate cybersecurity risks", ["xml:lang"] = "en", }, }, table#3622 { ["itemType"] = table#3623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5036838", }, ["subjectLabel"] = table#3625 { ["type"] = "literal", ["value"] = "Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response", ["xml:lang"] = "en", }, }, table#3626 { ["itemType"] = table#3627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5036930", }, ["subjectLabel"] = table#3629 { ["type"] = "literal", ["value"] = "Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data", ["xml:lang"] = "en", }, }, table#3630 { ["itemType"] = table#3631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4965727", }, ["subjectLabel"] = table#3633 { ["type"] = "literal", ["value"] = "Approximate Bayesian Computation for Copula Estimation", ["xml:lang"] = "en", }, }, table#3634 { ["itemType"] = table#3635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042138", }, ["subjectLabel"] = table#3637 { ["type"] = "literal", ["value"] = "A bivariate generalized linear exponential distribution: properties and estimation", ["xml:lang"] = "en", }, }, table#3638 { ["itemType"] = table#3639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042196", }, ["subjectLabel"] = table#3641 { ["type"] = "literal", ["value"] = "Gaussian copula-based zero-inflated power series joint models to analyze correlated count data", ["xml:lang"] = "en", }, }, table#3642 { ["itemType"] = table#3643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5044660", }, ["subjectLabel"] = table#3645 { ["type"] = "literal", ["value"] = "An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations", ["xml:lang"] = "en", }, }, table#3646 { ["itemType"] = table#3647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552469", }, ["subjectLabel"] = table#3649 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552469", }, }, table#3650 { ["itemType"] = table#3651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552470", }, ["subjectLabel"] = table#3653 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552470", }, }, table#3654 { ["itemType"] = table#3655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5050796", }, ["subjectLabel"] = table#3657 { ["type"] = "literal", ["value"] = "Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ", ["xml:lang"] = "en", }, }, table#3658 { ["itemType"] = table#3659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5051325", }, ["subjectLabel"] = table#3661 { ["type"] = "literal", ["value"] = "The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications", ["xml:lang"] = "en", }, }, table#3662 { ["itemType"] = table#3663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5051333", }, ["subjectLabel"] = table#3665 { ["type"] = "literal", ["value"] = "Nonparametric estimation of risk ratios for bivariate data", ["xml:lang"] = "en", }, }, table#3666 { ["itemType"] = table#3667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5051339", }, ["subjectLabel"] = table#3669 { ["type"] = "literal", ["value"] = "A maximum entropy copula model for mixed data: representation, estimation and applications", ["xml:lang"] = "en", }, }, table#3670 { ["itemType"] = table#3671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5055244", }, ["subjectLabel"] = table#3673 { ["type"] = "literal", ["value"] = "Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation", ["xml:lang"] = "en", }, }, table#3674 { ["itemType"] = table#3675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5055465", }, ["subjectLabel"] = table#3677 { ["type"] = "literal", ["value"] = "Testing for Positive Quadrant Dependence", ["xml:lang"] = "en", }, }, table#3678 { ["itemType"] = table#3679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5056635", }, ["subjectLabel"] = table#3681 { ["type"] = "literal", ["value"] = "INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS", ["xml:lang"] = "en", }, }, table#3682 { ["itemType"] = table#3683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5059411", }, ["subjectLabel"] = table#3685 { ["type"] = "literal", ["value"] = "Reliability-based design optimization for vehicle body crashworthiness based on copula functions", ["xml:lang"] = "en", }, }, table#3686 { ["itemType"] = table#3687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5066000", }, ["subjectLabel"] = table#3689 { ["type"] = "literal", ["value"] = "Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation", ["xml:lang"] = "en", }, }, table#3690 { ["itemType"] = table#3691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5066304", }, ["subjectLabel"] = table#3693 { ["type"] = "literal", ["value"] = "A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT", ["xml:lang"] = "en", }, }, table#3694 { ["itemType"] = table#3695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5066406", }, ["subjectLabel"] = table#3697 { ["type"] = "literal", ["value"] = "Marginally Calibrated Deep Distributional Regression", ["xml:lang"] = "en", }, }, table#3698 { ["itemType"] = table#3699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5066444", }, ["subjectLabel"] = table#3701 { ["type"] = "literal", ["value"] = "Bayesian Variable Selection for Gaussian Copula Regression Models", ["xml:lang"] = "en", }, }, table#3702 { ["itemType"] = table#3703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554463", }, ["subjectLabel"] = table#3705 { ["type"] = "literal", ["value"] = "The shifting dependence dynamics between the G7 stock markets", ["xml:lang"] = "en", }, }, table#3706 { ["itemType"] = table#3707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5066788", }, ["subjectLabel"] = table#3709 { ["type"] = "literal", ["value"] = "Time-Varying Mixture Copula Models with Copula Selection", ["xml:lang"] = "en", }, }, table#3710 { ["itemType"] = table#3711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555089", }, ["subjectLabel"] = table#3713 { ["type"] = "literal", ["value"] = "A new time-varying optimal copula model identifying the dependence across markets", ["xml:lang"] = "en", }, }, table#3714 { ["itemType"] = table#3715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555135", }, ["subjectLabel"] = table#3717 { ["type"] = "literal", ["value"] = "An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern", ["xml:lang"] = "en", }, }, table#3718 { ["itemType"] = table#3719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555154", }, ["subjectLabel"] = table#3721 { ["type"] = "literal", ["value"] = "Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios", ["xml:lang"] = "en", }, }, table#3722 { ["itemType"] = table#3723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555160", }, ["subjectLabel"] = table#3725 { ["type"] = "literal", ["value"] = "On an efficient multiple time step Monte Carlo simulation of the SABR model", ["xml:lang"] = "en", }, }, table#3726 { ["itemType"] = table#3727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555165", }, ["subjectLabel"] = table#3729 { ["type"] = "literal", ["value"] = "A mixed C-vine copula model for hedging price and volumetric risk in wind power trading", ["xml:lang"] = "en", }, }, table#3730 { ["itemType"] = table#3731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5067887", }, ["subjectLabel"] = table#3733 { ["type"] = "literal", ["value"] = "MULTIVARIATE COMPOSITE COPULAS", ["xml:lang"] = "en", }, }, table#3734 { ["itemType"] = table#3735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4960593", }, ["subjectLabel"] = table#3737 { ["type"] = "literal", ["value"] = "A nonparametric Bayesian approach to copula estimation", ["xml:lang"] = "en", }, }, table#3738 { ["itemType"] = table#3739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4558847", }, ["subjectLabel"] = table#3741 { ["type"] = "literal", ["value"] = "Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel", ["xml:lang"] = "en", }, }, table#3742 { ["itemType"] = table#3743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4559325", }, ["subjectLabel"] = table#3745 { ["type"] = "literal", ["value"] = "Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence", ["xml:lang"] = "en", }, }, table#3746 { ["itemType"] = table#3747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4559456", }, ["subjectLabel"] = table#3749 { ["type"] = "literal", ["value"] = "Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ", ["xml:lang"] = "en", }, }, table#3750 { ["itemType"] = table#3751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5073425", }, ["subjectLabel"] = table#3753 { ["type"] = "literal", ["value"] = "Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk", ["xml:lang"] = "en", }, }, table#3754 { ["itemType"] = table#3755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4562186", }, ["subjectLabel"] = table#3757 { ["type"] = "literal", ["value"] = "On a Copula for Failure Times of System Elements", ["xml:lang"] = "en", }, }, table#3758 { ["itemType"] = table#3759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4562948", }, ["subjectLabel"] = table#3761 { ["type"] = "literal", ["value"] = "SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION", ["xml:lang"] = "en", }, }, table#3762 { ["itemType"] = table#3763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5075484", }, ["subjectLabel"] = table#3765 { ["type"] = "literal", ["value"] = "Two multivariate generalized beta families", ["xml:lang"] = "en", }, }, table#3766 { ["itemType"] = table#3767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5075971", }, ["subjectLabel"] = table#3769 { ["type"] = "literal", ["value"] = "A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial", ["xml:lang"] = "en", }, }, table#3770 { ["itemType"] = table#3771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4563765", }, ["subjectLabel"] = table#3773 { ["type"] = "literal", ["value"] = "MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE", ["xml:lang"] = "en", }, }, table#3774 { ["itemType"] = table#3775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077929", }, ["subjectLabel"] = table#3777 { ["type"] = "literal", ["value"] = "Sampling from Archimedean n-copulas", ["xml:lang"] = "en", }, }, table#3778 { ["itemType"] = table#3779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078397", }, ["subjectLabel"] = table#3781 { ["type"] = "literal", ["value"] = "A bivariate extension of the beta generated distribution derived from copulas", ["xml:lang"] = "en", }, }, table#3782 { ["itemType"] = table#3783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078447", }, ["subjectLabel"] = table#3785 { ["type"] = "literal", ["value"] = "Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models", ["xml:lang"] = "en", }, }, table#3786 { ["itemType"] = table#3787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4575458", }, ["subjectLabel"] = table#3789 { ["type"] = "literal", ["value"] = "Ruin probabilities in multivariate risk models with periodic common shock", ["xml:lang"] = "en", }, }, table#3790 { ["itemType"] = table#3791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997519", }, ["subjectLabel"] = table#3793 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997519", }, }, table#3794 { ["itemType"] = table#3795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4610241", }, ["subjectLabel"] = table#3797 { ["type"] = "literal", ["value"] = "Sampling from Archimedean copulas", ["xml:lang"] = "en", }, }, table#3798 { ["itemType"] = table#3799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4613834", }, ["subjectLabel"] = table#3801 { ["type"] = "literal", ["value"] = "Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study", ["xml:lang"] = "en", }, }, table#3802 { ["itemType"] = table#3803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4619524", }, ["subjectLabel"] = table#3805 { ["type"] = "literal", ["value"] = "Statistical arbitrage with vine copulas", ["xml:lang"] = "en", }, }, table#3806 { ["itemType"] = table#3807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4627145", }, ["subjectLabel"] = table#3809 { ["type"] = "literal", ["value"] = "Some results on information properties of coherent systems", ["xml:lang"] = "en", }, }, table#3810 { ["itemType"] = table#3811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4634813", }, ["subjectLabel"] = table#3813 { ["type"] = "literal", ["value"] = "An introduction to copula-based bivariate reliability Concepts", ["xml:lang"] = "en", }, }, table#3814 { ["itemType"] = table#3815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5039916", }, ["subjectLabel"] = table#3817 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5039916", }, }, table#3818 { ["itemType"] = table#3819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042608", }, ["subjectLabel"] = table#3821 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042608", }, }, table#3822 { ["itemType"] = table#3823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042999", }, ["subjectLabel"] = table#3825 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042999", }, }, table#3826 { ["itemType"] = table#3827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4638726", }, ["subjectLabel"] = table#3829 { ["type"] = "literal", ["value"] = "Copula-based reliability analysis for a parallel system with a cold standby", ["xml:lang"] = "en", }, }, table#3830 { ["itemType"] = table#3831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4638733", }, ["subjectLabel"] = table#3833 { ["type"] = "literal", ["value"] = "Marshall–Olkin Laplace transform copulas of multivariate gamma distributions", ["xml:lang"] = "en", }, }, table#3834 { ["itemType"] = table#3835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4639821", }, ["subjectLabel"] = table#3837 { ["type"] = "literal", ["value"] = "A general approach to generate random variates for multivariate copulae", ["xml:lang"] = "en", }, }, table#3838 { ["itemType"] = table#3839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5074513", }, ["subjectLabel"] = table#3841 { ["type"] = "literal", ["value"] = "On the Convexity of Level-sets of Probability Functions", ["xml:lang"] = "en", }, }, table#3842 { ["itemType"] = table#3843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4649202", }, ["subjectLabel"] = table#3845 { ["type"] = "literal", ["value"] = "Incorporating Regular Vines in Estimation of Distribution Algorithms", ["xml:lang"] = "en", }, }, table#3846 { ["itemType"] = table#3847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4649203", }, ["subjectLabel"] = table#3849 { ["type"] = "literal", ["value"] = "The Gaussian Polytree EDA with Copula Functions and Mutations", ["xml:lang"] = "en", }, }, table#3850 { ["itemType"] = table#3851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077854", }, ["subjectLabel"] = table#3853 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077854", }, }, table#3854 { ["itemType"] = table#3855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078410", }, ["subjectLabel"] = table#3857 { ["type"] = "literal", ["value"] = "Fitting competing risks data to bivariate Pareto models", ["xml:lang"] = "en", }, }, table#3858 { ["itemType"] = table#3859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3598315", }, ["subjectLabel"] = table#3861 { ["type"] = "literal", ["value"] = "Some advances in the study of the compatibility of three bivariate copulas", ["xml:lang"] = "en", }, }, table#3862 { ["itemType"] = table#3863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4683000", }, ["subjectLabel"] = table#3865 { ["type"] = "literal", ["value"] = "Portfolio selection with commodities under conditional copulas and skew preferences", ["xml:lang"] = "en", }, }, table#3866 { ["itemType"] = table#3867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4684890", }, ["subjectLabel"] = table#3869 { ["type"] = "literal", ["value"] = "Marginal standardization of upper semicontinuous processes. With application to max-stable processes", ["xml:lang"] = "en", }, }, table#3870 { ["itemType"] = table#3871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3606100", }, ["subjectLabel"] = table#3873 { ["type"] = "literal", ["value"] = "Recent Advances in Credit Risk Management", ["xml:lang"] = "en", }, }, table#3874 { ["itemType"] = table#3875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4690973", }, ["subjectLabel"] = table#3877 { ["type"] = "literal", ["value"] = "Factor Copula Models for Replicated Spatial Data", ["xml:lang"] = "en", }, }, table#3878 { ["itemType"] = table#3879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4960693", }, ["subjectLabel"] = table#3881 { ["type"] = "literal", ["value"] = "Multivariate modelling of spatial extremes based on copulas", ["xml:lang"] = "en", }, }, table#3882 { ["itemType"] = table#3883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4960707", }, ["subjectLabel"] = table#3885 { ["type"] = "literal", ["value"] = "Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function", ["xml:lang"] = "en", }, }, table#3886 { ["itemType"] = table#3887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4960742", }, ["subjectLabel"] = table#3889 { ["type"] = "literal", ["value"] = "A copula-based approach for estimating the survival functions of two alternating recurrent events", ["xml:lang"] = "en", }, }, table#3890 { ["itemType"] = table#3891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4964524", }, ["subjectLabel"] = table#3893 { ["type"] = "literal", ["value"] = "Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis", ["xml:lang"] = "en", }, }, table#3894 { ["itemType"] = table#3895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4967793", }, ["subjectLabel"] = table#3897 { ["type"] = "literal", ["value"] = "DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS", ["xml:lang"] = "en", }, }, table#3898 { ["itemType"] = table#3899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4626604", }, ["subjectLabel"] = table#3901 { ["type"] = "literal", ["value"] = "ON THE FUZZY SET THEORY AND AGGREGATION FUNCTIONS: HISTORY AND SOME RECENT ADVANCES", ["xml:lang"] = "en", }, }, table#3902 { ["itemType"] = table#3903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4970307", }, ["subjectLabel"] = table#3905 { ["type"] = "literal", ["value"] = "Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams", ["xml:lang"] = "en", }, }, table#3906 { ["itemType"] = table#3907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4970956", }, ["subjectLabel"] = table#3909 { ["type"] = "literal", ["value"] = "Maximum likelihood estimation of mixed C-vines with application to exchange rates", ["xml:lang"] = "en", }, }, table#3910 { ["itemType"] = table#3911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4971381", }, ["subjectLabel"] = table#3913 { ["type"] = "literal", ["value"] = "Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information", ["xml:lang"] = "en", }, }, table#3914 { ["itemType"] = table#3915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4971424", }, ["subjectLabel"] = table#3917 { ["type"] = "literal", ["value"] = "Analyzing bivariate ordinal data with CUB margins", ["xml:lang"] = "en", }, }, table#3918 { ["itemType"] = table#3919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4976492", }, ["subjectLabel"] = table#3921 { ["type"] = "literal", ["value"] = "Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions", ["xml:lang"] = "en", }, }, table#3922 { ["itemType"] = table#3923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4987237", }, ["subjectLabel"] = table#3925 { ["type"] = "literal", ["value"] = "Modelling count data via copulas", ["xml:lang"] = "en", }, }, table#3926 { ["itemType"] = table#3927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4990500", }, ["subjectLabel"] = table#3929 { ["type"] = "literal", ["value"] = "On copula-based collective risk models: from elliptical copulas to vine copulas", ["xml:lang"] = "en", }, }, table#3930 { ["itemType"] = table#3931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4993409", }, ["subjectLabel"] = table#3933 { ["type"] = "literal", ["value"] = "Dependency in multisensory integration: a copula-based analysis", ["xml:lang"] = "en", }, }, table#3934 { ["itemType"] = table#3935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3410934", }, ["subjectLabel"] = table#3937 { ["type"] = "literal", ["value"] = "Limiting dependence structures for tail events, with applications to credit derivatives", ["xml:lang"] = "en", }, }, table#3938 { ["itemType"] = table#3939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4995077", }, ["subjectLabel"] = table#3941 { ["type"] = "literal", ["value"] = "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals", ["xml:lang"] = "en", }, }, table#3942 { ["itemType"] = table#3943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4043845", }, ["subjectLabel"] = table#3945 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4043845", }, }, table#3946 { ["itemType"] = table#3947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4999172", }, ["subjectLabel"] = table#3949 { ["type"] = "literal", ["value"] = "Assessing Partial Association Between Ordinal Variables: Quantification, Visualization, and Hypothesis Testing", ["xml:lang"] = "en", }, }, table#3950 { ["itemType"] = table#3951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001144", }, ["subjectLabel"] = table#3953 { ["type"] = "literal", ["value"] = "Oil price and FX-rates dependency", ["xml:lang"] = "en", }, }, table#3954 { ["itemType"] = table#3955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001158", }, ["subjectLabel"] = table#3957 { ["type"] = "literal", ["value"] = "Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas", ["xml:lang"] = "en", }, }, table#3958 { ["itemType"] = table#3959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001190", }, ["subjectLabel"] = table#3961 { ["type"] = "literal", ["value"] = "Elliptical tempered stable distribution", ["xml:lang"] = "en", }, }, table#3962 { ["itemType"] = table#3963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5003039", }, ["subjectLabel"] = table#3965 { ["type"] = "literal", ["value"] = "General forms of Bivariate survival functions with reliability applications", ["xml:lang"] = "en", }, }, table#3966 { ["itemType"] = table#3967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5010069", }, ["subjectLabel"] = table#3969 { ["type"] = "literal", ["value"] = "ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES", ["xml:lang"] = "en", }, }, table#3970 { ["itemType"] = table#3971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5012349", }, ["subjectLabel"] = table#3973 { ["type"] = "literal", ["value"] = "On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation", ["xml:lang"] = "en", }, }, table#3974 { ["itemType"] = table#3975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5013233", }, ["subjectLabel"] = table#3977 { ["type"] = "literal", ["value"] = "A class of weighted rank correlation measures", ["xml:lang"] = "en", }, }, table#3978 { ["itemType"] = table#3979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5015928", }, ["subjectLabel"] = table#3981 { ["type"] = "literal", ["value"] = "Conditional Dependence Among Oil, Gold and U.S. Dollar Exchange Rates: A Copula-GARCH Approach", ["xml:lang"] = "en", }, }, table#3982 { ["itemType"] = table#3983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5015951", }, ["subjectLabel"] = table#3985 { ["type"] = "literal", ["value"] = "Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets", ["xml:lang"] = "en", }, }, table#3986 { ["itemType"] = table#3987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5015955", }, ["subjectLabel"] = table#3989 { ["type"] = "literal", ["value"] = "Analyzing the Relationship Among Aging Society, Investment in Artificial Intelligence and Economic Growth", ["xml:lang"] = "en", }, }, table#3990 { ["itemType"] = table#3991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4915363", }, ["subjectLabel"] = table#3993 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4915363", }, }, table#3994 { ["itemType"] = table#3995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5029061", }, ["subjectLabel"] = table#3997 { ["type"] = "literal", ["value"] = "Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas", ["xml:lang"] = "en", }, }, table#3998 { ["itemType"] = table#3999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3562985", }, ["subjectLabel"] = table#4001 { ["type"] = "literal", ["value"] = "New estimates and tests of independence in some copula models", ["xml:lang"] = "en", }, }, table#4002 { ["itemType"] = table#4003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5236714", }, ["subjectLabel"] = table#4005 { ["type"] = "literal", ["value"] = "Functional treatment of asymmetric copulas", ["xml:lang"] = "en", }, }, table#4006 { ["itemType"] = table#4007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078871", }, ["subjectLabel"] = table#4009 { ["type"] = "literal", ["value"] = "Copula models for one-shot device testing data with correlated failure modes", ["xml:lang"] = "en", }, }, table#4010 { ["itemType"] = table#4011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5226051", }, ["subjectLabel"] = table#4013 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5226051", }, }, table#4014 { ["itemType"] = table#4015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079150", }, ["subjectLabel"] = table#4017 { ["type"] = "literal", ["value"] = "Gaussian copula joint models to analysis mixed correlated longitudinal count and continuous responses", ["xml:lang"] = "en", }, }, table#4018 { ["itemType"] = table#4019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079179", }, ["subjectLabel"] = table#4021 { ["type"] = "literal", ["value"] = "The essential dependence for a group of random vectors", ["xml:lang"] = "en", }, }, table#4022 { ["itemType"] = table#4023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079197", }, ["subjectLabel"] = table#4025 { ["type"] = "literal", ["value"] = "Bivariate exponentiated half logistic distribution: Properties and application", ["xml:lang"] = "en", }, }, table#4026 { ["itemType"] = table#4027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079986", }, ["subjectLabel"] = table#4029 { ["type"] = "literal", ["value"] = "Parametric and semiparametric copula-based models for the regression analysis of competing risks", ["xml:lang"] = "en", }, }, table#4030 { ["itemType"] = table#4031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5080162", }, ["subjectLabel"] = table#4033 { ["type"] = "literal", ["value"] = "A Survey on Time-Varying Copulas: Specification, Simulations, and Application", ["xml:lang"] = "en", }, }, table#4034 { ["itemType"] = table#4035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5080458", }, ["subjectLabel"] = table#4037 { ["type"] = "literal", ["value"] = "Using Copulas to Model Time Dependence in Stochastic Frontier Models", ["xml:lang"] = "en", }, }, table#4038 { ["itemType"] = table#4039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5080467", }, ["subjectLabel"] = table#4041 { ["type"] = "literal", ["value"] = "A Goodness-of-fit Test for Copulas", ["xml:lang"] = "en", }, }, table#4042 { ["itemType"] = table#4043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5081003", }, ["subjectLabel"] = table#4045 { ["type"] = "literal", ["value"] = "On bivariate Kumaraswamy-distorted copulas", ["xml:lang"] = "en", }, }, table#4046 { ["itemType"] = table#4047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5081037", }, ["subjectLabel"] = table#4049 { ["type"] = "literal", ["value"] = "A new extension of the FGM copula with an application in reliability", ["xml:lang"] = "en", }, }, table#4050 { ["itemType"] = table#4051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5082563", }, ["subjectLabel"] = table#4053 { ["type"] = "literal", ["value"] = "Estimation of model parameters of dependent processes constructed using Lévy Copulas", ["xml:lang"] = "en", }, }, table#4054 { ["itemType"] = table#4055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5082802", }, ["subjectLabel"] = table#4057 { ["type"] = "literal", ["value"] = "Unconstrained Cholesky-based parametrization of correlation matrices", ["xml:lang"] = "en", }, }, table#4058 { ["itemType"] = table#4059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5082811", }, ["subjectLabel"] = table#4061 { ["type"] = "literal", ["value"] = "Copula directional dependence of discrete time series marginals", ["xml:lang"] = "en", }, }, table#4062 { ["itemType"] = table#4063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5083963", }, ["subjectLabel"] = table#4065 { ["type"] = "literal", ["value"] = "Control charts of mean and variance using copula Markov SPC and conditional distribution by copula", ["xml:lang"] = "en", }, }, table#4066 { ["itemType"] = table#4067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5085923", }, ["subjectLabel"] = table#4069 { ["type"] = "literal", ["value"] = "The copula directional dependence by stochastic volatility models", ["xml:lang"] = "en", }, }, table#4070 { ["itemType"] = table#4071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086140", }, ["subjectLabel"] = table#4073 { ["type"] = "literal", ["value"] = "Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables", ["xml:lang"] = "en", }, }, table#4074 { ["itemType"] = table#4075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086165", }, ["subjectLabel"] = table#4077 { ["type"] = "literal", ["value"] = "Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions", ["xml:lang"] = "en", }, }, table#4078 { ["itemType"] = table#4079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086170", }, ["subjectLabel"] = table#4081 { ["type"] = "literal", ["value"] = "Toward an integrated Bayesian network approach to measurement error detection and correction", ["xml:lang"] = "en", }, }, table#4082 { ["itemType"] = table#4083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5087928", }, ["subjectLabel"] = table#4085 { ["type"] = "literal", ["value"] = "Applying the copula approach on step stress accelerated life test under type II censoring", ["xml:lang"] = "en", }, }, table#4086 { ["itemType"] = table#4087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5088783", }, ["subjectLabel"] = table#4089 { ["type"] = "literal", ["value"] = "Stochastic Parareal: An Application of Probabilistic Methods to Time-Parallelization", ["xml:lang"] = "en", }, }, table#4090 { ["itemType"] = table#4091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5092642", }, ["subjectLabel"] = table#4093 { ["type"] = "literal", ["value"] = "Portfolios of value and momentum: disappointment aversion and non-normalities", ["xml:lang"] = "en", }, }, table#4094 { ["itemType"] = table#4095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5095200", }, ["subjectLabel"] = table#4097 { ["type"] = "literal", ["value"] = "Efficient semiparametric copula estimation of regression models with endogeneity", ["xml:lang"] = "en", }, }, table#4098 { ["itemType"] = table#4099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5095724", }, ["subjectLabel"] = table#4101 { ["type"] = "literal", ["value"] = "Some new ratio-type copulas: theory and properties", ["xml:lang"] = "en", }, }, table#4102 { ["itemType"] = table#4103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5101526", }, ["subjectLabel"] = table#4105 { ["type"] = "literal", ["value"] = "CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS", ["xml:lang"] = "en", }, }, table#4106 { ["itemType"] = table#4107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5106923", }, ["subjectLabel"] = table#4109 { ["type"] = "literal", ["value"] = "Bivariate degradation modelling with marginal heterogeneous stochastic processes", ["xml:lang"] = "en", }, }, table#4110 { ["itemType"] = table#4111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5107001", }, ["subjectLabel"] = table#4113 { ["type"] = "literal", ["value"] = "On structure, family and parameter estimation of hierarchical Archimedean copulas", ["xml:lang"] = "en", }, }, table#4114 { ["itemType"] = table#4115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5107305", }, ["subjectLabel"] = table#4117 { ["type"] = "literal", ["value"] = "Extended lasso-type MARS (LMARS) model in the description of biological network", ["xml:lang"] = "en", }, }, table#4118 { ["itemType"] = table#4119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5107473", }, ["subjectLabel"] = table#4121 { ["type"] = "literal", ["value"] = "Testing for lower tail dependence in extreme value models", ["xml:lang"] = "en", }, }, table#4122 { ["itemType"] = table#4123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5107714", }, ["subjectLabel"] = table#4125 { ["type"] = "literal", ["value"] = "An integer-valued autoregressive process for seasonality", ["xml:lang"] = "en", }, }, table#4126 { ["itemType"] = table#4127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5109504", }, ["subjectLabel"] = table#4129 { ["type"] = "literal", ["value"] = "Strong convergence of multivariate maxima", ["xml:lang"] = "en", }, }, table#4130 { ["itemType"] = table#4131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5358071", }, ["subjectLabel"] = table#4133 { ["type"] = "literal", ["value"] = "A DE BRUIJN'S IDENTITY FOR DEPENDENT RANDOM VARIABLES BASED ON COPULA THEORY", ["xml:lang"] = "en", }, }, table#4134 { ["itemType"] = table#4135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120643", }, ["subjectLabel"] = table#4137 { ["type"] = "literal", ["value"] = "Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes", ["xml:lang"] = "en", }, }, table#4138 { ["itemType"] = table#4139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5126385", }, ["subjectLabel"] = table#4141 { ["type"] = "literal", ["value"] = "The Joint Distribution of the Discrete Random Set Vector and Bivariate Coarsening at Random Models", ["xml:lang"] = "en", }, }, table#4142 { ["itemType"] = table#4143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5375946", }, ["subjectLabel"] = table#4145 { ["type"] = "literal", ["value"] = "Nonparametric low-frequency Lévy copula estimation in a general framework", ["xml:lang"] = "en", }, }, table#4146 { ["itemType"] = table#4147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5130181", }, ["subjectLabel"] = table#4149 { ["type"] = "literal", ["value"] = "Tail-weighted measures of dependence", ["xml:lang"] = "en", }, }, table#4150 { ["itemType"] = table#4151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5130231", }, ["subjectLabel"] = table#4153 { ["type"] = "literal", ["value"] = "Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis", ["xml:lang"] = "en", }, }, table#4154 { ["itemType"] = table#4155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5130314", }, ["subjectLabel"] = table#4157 { ["type"] = "literal", ["value"] = "Regression model for interval-valued variables based on copulas", ["xml:lang"] = "en", }, }, table#4158 { ["itemType"] = table#4159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5379211", }, ["subjectLabel"] = table#4161 { ["type"] = "literal", ["value"] = "Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks", ["xml:lang"] = "en", }, }, table#4162 { ["itemType"] = table#4163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5130383", }, ["subjectLabel"] = table#4165 { ["type"] = "literal", ["value"] = "Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions", ["xml:lang"] = "en", }, }, table#4166 { ["itemType"] = table#4167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5379412", }, ["subjectLabel"] = table#4169 { ["type"] = "literal", ["value"] = "MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS", ["xml:lang"] = "en", }, }, table#4170 { ["itemType"] = table#4171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5130616", }, ["subjectLabel"] = table#4173 { ["type"] = "literal", ["value"] = "Nonparametric Estimation of Copula Regression Models With Discrete Outcomes", ["xml:lang"] = "en", }, }, table#4174 { ["itemType"] = table#4175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5380220", }, ["subjectLabel"] = table#4177 { ["type"] = "literal", ["value"] = "On Firing Rate Estimation for Dependent Interspike Intervals", ["xml:lang"] = "en", }, }, table#4178 { ["itemType"] = table#4179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5382567", }, ["subjectLabel"] = table#4181 { ["type"] = "literal", ["value"] = "Cybersecurity Insurance: Modeling and Pricing", ["xml:lang"] = "en", }, }, table#4182 { ["itemType"] = table#4183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5138230", }, ["subjectLabel"] = table#4185 { ["type"] = "literal", ["value"] = "Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model", ["xml:lang"] = "en", }, }, table#4186 { ["itemType"] = table#4187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5138647", }, ["subjectLabel"] = table#4189 { ["type"] = "literal", ["value"] = "Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies", ["xml:lang"] = "en", }, }, table#4190 { ["itemType"] = table#4191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5138705", }, ["subjectLabel"] = table#4193 { ["type"] = "literal", ["value"] = "Statistical monitoring of a web server for error rates: a bivariate time-series copula-based modeling approach", ["xml:lang"] = "en", }, }, table#4194 { ["itemType"] = table#4195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5144186", }, ["subjectLabel"] = table#4197 { ["type"] = "literal", ["value"] = "Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model", ["xml:lang"] = "en", }, }, table#4198 { ["itemType"] = table#4199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5158044", }, ["subjectLabel"] = table#4201 { ["type"] = "literal", ["value"] = "Sobolev Convergence of Empirical Bernstein Copulas", ["xml:lang"] = "en", }, }, table#4202 { ["itemType"] = table#4203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5160218", }, ["subjectLabel"] = table#4205 { ["type"] = "literal", ["value"] = "Doubly inflated Poisson model using Gaussian copula", ["xml:lang"] = "en", }, }, table#4206 { ["itemType"] = table#4207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5160582", }, ["subjectLabel"] = table#4209 { ["type"] = "literal", ["value"] = "Gaussian copula of stable random vectors and application", ["xml:lang"] = "en", }, }, table#4210 { ["itemType"] = table#4211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5161391", }, ["subjectLabel"] = table#4213 { ["type"] = "literal", ["value"] = "Optimizing Atomic Structures through Geno-Mathematical Programming", ["xml:lang"] = "en", }, }, table#4214 { ["itemType"] = table#4215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5193433", }, ["subjectLabel"] = table#4217 { ["type"] = "literal", ["value"] = "Multivariate copulas on the MCUSUM control chart", ["xml:lang"] = "en", }, }, table#4218 { ["itemType"] = table#4219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5093358", }, ["subjectLabel"] = table#4221 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5093358", }, }, table#4222 { ["itemType"] = table#4223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5101800", }, ["subjectLabel"] = table#4225 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5101800", }, }, table#4226 { ["itemType"] = table#4227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5203945", }, ["subjectLabel"] = table#4229 { ["type"] = "literal", ["value"] = "On a construction of multivariate distributions given some multidimensional marginals", ["xml:lang"] = "en", }, }, table#4230 { ["itemType"] = table#4231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5106328", }, ["subjectLabel"] = table#4233 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5106328", }, }, table#4234 { ["itemType"] = table#4235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5206517", }, ["subjectLabel"] = table#4237 { ["type"] = "literal", ["value"] = "Random noise and perturbation of copulas", ["xml:lang"] = "en", }, }, table#4238 { ["itemType"] = table#4239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5208062", }, ["subjectLabel"] = table#4241 { ["type"] = "literal", ["value"] = "The Blessings of Multiple Causes", ["xml:lang"] = "en", }, }, table#4242 { ["itemType"] = table#4243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5213717", }, ["subjectLabel"] = table#4245 { ["type"] = "literal", ["value"] = "Asymmetric Copulas and Their Application in Design of Experiments", ["xml:lang"] = "en", }, }, table#4246 { ["itemType"] = table#4247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5213718", }, ["subjectLabel"] = table#4249 { ["type"] = "literal", ["value"] = "Copulæ of Processes Related to the Brownian Motion: A Brief Survey", ["xml:lang"] = "en", }, }, table#4250 { ["itemType"] = table#4251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5213719", }, ["subjectLabel"] = table#4253 { ["type"] = "literal", ["value"] = "Extensions of Capacities", ["xml:lang"] = "en", }, }, table#4254 { ["itemType"] = table#4255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5148525", }, ["subjectLabel"] = table#4257 { ["type"] = "literal", ["value"] = "A method of moments to estimate bivariate survival functions: the copula approach", ["xml:lang"] = "en", }, }, table#4258 { ["itemType"] = table#4259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5214826", }, ["subjectLabel"] = table#4261 { ["type"] = "literal", ["value"] = "ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS", ["xml:lang"] = "en", }, }, table#4262 { ["itemType"] = table#4263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5219455", }, ["subjectLabel"] = table#4265 { ["type"] = "literal", ["value"] = "Analysis of directional dependence using asymmetric copula-based regression models", ["xml:lang"] = "en", }, }, table#4266 { ["itemType"] = table#4267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5219938", }, ["subjectLabel"] = table#4269 { ["type"] = "literal", ["value"] = "Nonparametric estimation of copula-based measures of multivariate association from contingency tables", ["xml:lang"] = "en", }, }, table#4270 { ["itemType"] = table#4271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5220287", }, ["subjectLabel"] = table#4273 { ["type"] = "literal", ["value"] = "A NEW TRIPLE OPTIMALITY CRITERION CDKL", ["xml:lang"] = "en", }, }, table#4274 { ["itemType"] = table#4275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120543", }, ["subjectLabel"] = table#4277 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120543", }, }, table#4278 { ["itemType"] = table#4279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120601", }, ["subjectLabel"] = table#4281 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120601", }, }, table#4282 { ["itemType"] = table#4283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120637", }, ["subjectLabel"] = table#4285 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120637", }, }, table#4286 { ["itemType"] = table#4287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120642", }, ["subjectLabel"] = table#4289 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120642", }, }, table#4290 { ["itemType"] = table#4291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120717", }, ["subjectLabel"] = table#4293 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5120717", }, }, table#4294 { ["itemType"] = table#4295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5220707", }, ["subjectLabel"] = table#4297 { ["type"] = "literal", ["value"] = "Bayesian nonparametric estimation of a copula", ["xml:lang"] = "en", }, }, table#4298 { ["itemType"] = table#4299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5220841", }, ["subjectLabel"] = table#4301 { ["type"] = "literal", ["value"] = "Power of depth-based nonparametric tests for multivariate locations", ["xml:lang"] = "en", }, }, table#4302 { ["itemType"] = table#4303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5221301", }, ["subjectLabel"] = table#4305 { ["type"] = "literal", ["value"] = "Semiparametric estimation of copula models with nonignorable missing data", ["xml:lang"] = "en", }, }, table#4306 { ["itemType"] = table#4307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5221304", }, ["subjectLabel"] = table#4309 { ["type"] = "literal", ["value"] = "A vine copula approach for regression analysis of bivariate current status data with informative censoring", ["xml:lang"] = "en", }, }, table#4310 { ["itemType"] = table#4311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121458", }, ["subjectLabel"] = table#4313 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121458", }, }, table#4314 { ["itemType"] = table#4315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121460", }, ["subjectLabel"] = table#4317 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121460", }, }, table#4318 { ["itemType"] = table#4319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121462", }, ["subjectLabel"] = table#4321 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121462", }, }, table#4322 { ["itemType"] = table#4323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121467", }, ["subjectLabel"] = table#4325 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121467", }, }, table#4326 { ["itemType"] = table#4327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121470", }, ["subjectLabel"] = table#4329 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121470", }, }, table#4330 { ["itemType"] = table#4331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121471", }, ["subjectLabel"] = table#4333 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121471", }, }, table#4334 { ["itemType"] = table#4335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121473", }, ["subjectLabel"] = table#4337 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5121473", }, }, table#4338 { ["itemType"] = table#4339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5221501", }, ["subjectLabel"] = table#4341 { ["type"] = "literal", ["value"] = "Dependence structure of extreme order statistics", ["xml:lang"] = "en", }, }, table#4342 { ["itemType"] = table#4343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5222316", }, ["subjectLabel"] = table#4345 { ["type"] = "literal", ["value"] = "Non-parametric weighted tests for independence based on empirical copula process", ["xml:lang"] = "en", }, }, table#4346 { ["itemType"] = table#4347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5125155", }, ["subjectLabel"] = table#4349 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5125155", }, }, table#4350 { ["itemType"] = table#4351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227385", }, ["subjectLabel"] = table#4353 { ["type"] = "literal", ["value"] = "Copula - Based Generalizations of OWA Operators", ["xml:lang"] = "en", }, }, table#4354 { ["itemType"] = table#4355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227402", }, ["subjectLabel"] = table#4357 { ["type"] = "literal", ["value"] = "A Note on Learning Dependence under Severe Uncertainty", ["xml:lang"] = "en", }, }, table#4358 { ["itemType"] = table#4359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5229438", }, ["subjectLabel"] = table#4361 { ["type"] = "literal", ["value"] = "A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET", ["xml:lang"] = "en", }, }, table#4362 { ["itemType"] = table#4363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5229899", }, ["subjectLabel"] = table#4365 { ["type"] = "literal", ["value"] = "Marginal Bayesian Semiparametric Modeling of Mismeasured Multivariate Interval-Censored Data", ["xml:lang"] = "en", }, }, table#4366 { ["itemType"] = table#4367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5229925", }, ["subjectLabel"] = table#4369 { ["type"] = "literal", ["value"] = "Modeling Spatial Processes with Unknown Extremal Dependence Class", ["xml:lang"] = "en", }, }, table#4370 { ["itemType"] = table#4371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389653", }, ["subjectLabel"] = table#4373 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389653", }, }, table#4374 { ["itemType"] = table#4375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389821", }, ["subjectLabel"] = table#4377 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389821", }, }, table#4378 { ["itemType"] = table#4379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389822", }, ["subjectLabel"] = table#4381 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389822", }, }, table#4382 { ["itemType"] = table#4383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389829", }, ["subjectLabel"] = table#4385 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389829", }, }, table#4386 { ["itemType"] = table#4387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5234319", }, ["subjectLabel"] = table#4389 { ["type"] = "literal", ["value"] = "Gold price dynamics and the role of uncertainty", ["xml:lang"] = "en", }, }, table#4390 { ["itemType"] = table#4391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5162881", }, ["subjectLabel"] = table#4393 { ["type"] = "literal", ["value"] = "A Compendium of Copulas", ["xml:lang"] = "en", }, }, table#4394 { ["itemType"] = table#4395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5235056", }, ["subjectLabel"] = table#4397 { ["type"] = "literal", ["value"] = "Conditional tail independence in Archimedean copula models", ["xml:lang"] = "en", }, }, table#4398 { ["itemType"] = table#4399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5272896", }, ["subjectLabel"] = table#4401 { ["type"] = "literal", ["value"] = "Copulas Based on Marshall–Olkin Machinery", ["xml:lang"] = "en", }, }, table#4402 { ["itemType"] = table#4403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6147751", }, ["subjectLabel"] = table#4405 { ["type"] = "literal", ["value"] = "Trivariate non‐Gaussian copulas to analyze the spatial behavior of rat sightings", ["xml:lang"] = "en", }, }, table#4406 { ["itemType"] = table#4407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6148342", }, ["subjectLabel"] = table#4409 { ["type"] = "literal", ["value"] = "Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function", ["xml:lang"] = "en", }, }, table#4410 { ["itemType"] = table#4411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6148787", }, ["subjectLabel"] = table#4413 { ["type"] = "literal", ["value"] = "Systematic risk in the biopharmaceutical sector: a multiscale approach", ["xml:lang"] = "en", }, }, table#4414 { ["itemType"] = table#4415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6152245", }, ["subjectLabel"] = table#4417 { ["type"] = "literal", ["value"] = "A new class of copulas having dependence range larger than FGM-type copulas", ["xml:lang"] = "en", }, }, table#4418 { ["itemType"] = table#4419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6154301", }, ["subjectLabel"] = table#4421 { ["type"] = "literal", ["value"] = "Applications of Multivariate Quasi-Random Sampling with Neural Networks", ["xml:lang"] = "en", }, }, table#4422 { ["itemType"] = table#4423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6157031", }, ["subjectLabel"] = table#4425 { ["type"] = "literal", ["value"] = "Copula-based link functions in binary regression models", ["xml:lang"] = "en", }, }, table#4426 { ["itemType"] = table#4427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6157140", }, ["subjectLabel"] = table#4429 { ["type"] = "literal", ["value"] = "Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies", ["xml:lang"] = "en", }, }, table#4430 { ["itemType"] = table#4431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158443", }, ["subjectLabel"] = table#4433 { ["type"] = "literal", ["value"] = "Hedging cryptos with Bitcoin futures", ["xml:lang"] = "en", }, }, table#4434 { ["itemType"] = table#4435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6160315", }, ["subjectLabel"] = table#4437 { ["type"] = "literal", ["value"] = "Bi-factor and second-order copula models for item response data", ["xml:lang"] = "en", }, }, table#4438 { ["itemType"] = table#4439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6160959", }, ["subjectLabel"] = table#4441 { ["type"] = "literal", ["value"] = "Joint chance-constrained Markov decision processes", ["xml:lang"] = "en", }, }, table#4442 { ["itemType"] = table#4443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6163252", }, ["subjectLabel"] = table#4445 { ["type"] = "literal", ["value"] = "Identification and estimation of triangular models with a binary treatment", ["xml:lang"] = "en", }, }, table#4446 { ["itemType"] = table#4447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6164872", }, ["subjectLabel"] = table#4449 { ["type"] = "literal", ["value"] = "On exact distribution for multivariate weighted distributions and classification", ["xml:lang"] = "en", }, }, table#4450 { ["itemType"] = table#4451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6165315", }, ["subjectLabel"] = table#4453 { ["type"] = "literal", ["value"] = "Identification, Semiparametric Efficiency, and Quadruply Robust Estimation in Mediation Analysis with Treatment-Induced Confounding", ["xml:lang"] = "en", }, }, table#4454 { ["itemType"] = table#4455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6167040", }, ["subjectLabel"] = table#4457 { ["type"] = "literal", ["value"] = "Estimation of predictive performance in high-dimensional data settings using learning curves", ["xml:lang"] = "en", }, }, table#4458 { ["itemType"] = table#4459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6167555", }, ["subjectLabel"] = table#4461 { ["type"] = "literal", ["value"] = "Exceedance counts and GOD's order statistics", ["xml:lang"] = "en", }, }, table#4462 { ["itemType"] = table#4463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6168620", }, ["subjectLabel"] = table#4465 { ["type"] = "literal", ["value"] = "Modelling credit card exposure at default using vine copula quantile regression", ["xml:lang"] = "en", }, }, table#4466 { ["itemType"] = table#4467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6171311", }, ["subjectLabel"] = table#4469 { ["type"] = "literal", ["value"] = "On the weighted tests of independence based on Bernstein empirical copula", ["xml:lang"] = "en", }, }, table#4470 { ["itemType"] = table#4471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6171700", }, ["subjectLabel"] = table#4473 { ["type"] = "literal", ["value"] = "Some generalizations concerning inaccuracy measures", ["xml:lang"] = "en", }, }, table#4474 { ["itemType"] = table#4475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6171861", }, ["subjectLabel"] = table#4477 { ["type"] = "literal", ["value"] = "Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling", ["xml:lang"] = "en", }, }, table#4478 { ["itemType"] = table#4479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6172245", }, ["subjectLabel"] = table#4481 { ["type"] = "literal", ["value"] = "Smoothed bootstrap methods for bivariate data", ["xml:lang"] = "en", }, }, table#4482 { ["itemType"] = table#4483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6172627", }, ["subjectLabel"] = table#4485 { ["type"] = "literal", ["value"] = "On partial and conditional association measures for ordinal contingency tables", ["xml:lang"] = "en", }, }, table#4486 { ["itemType"] = table#4487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6173739", }, ["subjectLabel"] = table#4489 { ["type"] = "literal", ["value"] = "The price of independence in a model with unknown dependence", ["xml:lang"] = "en", }, }, table#4490 { ["itemType"] = table#4491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6178703", }, ["subjectLabel"] = table#4493 { ["type"] = "literal", ["value"] = "Random sets, copulas and related sets of probability measures", ["xml:lang"] = "en", }, }, table#4494 { ["itemType"] = table#4495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6185499", }, ["subjectLabel"] = table#4497 { ["type"] = "literal", ["value"] = "Coordinatewise Gaussianization: Theories and Applications", ["xml:lang"] = "en", }, }, table#4498 { ["itemType"] = table#4499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6185525", }, ["subjectLabel"] = table#4501 { ["type"] = "literal", ["value"] = "Some new developments on variable-power copulas", ["xml:lang"] = "en", }, }, table#4502 { ["itemType"] = table#4503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6185583", }, ["subjectLabel"] = table#4505 { ["type"] = "literal", ["value"] = "Hypothesis Tests for Structured Rank Correlation Matrices", ["xml:lang"] = "en", }, }, table#4506 { ["itemType"] = table#4507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6189092", }, ["subjectLabel"] = table#4509 { ["type"] = "literal", ["value"] = "Costa’s concavity inequality for dependent variables based on the multivariate Gaussian copula", ["xml:lang"] = "en", }, }, table#4510 { ["itemType"] = table#4511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6189154", }, ["subjectLabel"] = table#4513 { ["type"] = "literal", ["value"] = "A multivariate skew-normal-Tukey-\$h\$ distribution", ["xml:lang"] = "en", }, }, table#4514 { ["itemType"] = table#4515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6190676", }, ["subjectLabel"] = table#4517 { ["type"] = "literal", ["value"] = "ECOPICA: empirical copula-based independent component analysis", ["xml:lang"] = "en", }, }, table#4518 { ["itemType"] = table#4519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6191225", }, ["subjectLabel"] = table#4521 { ["type"] = "literal", ["value"] = "The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric", ["xml:lang"] = "en", }, }, table#4522 { ["itemType"] = table#4523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6192330", }, ["subjectLabel"] = table#4525 { ["type"] = "literal", ["value"] = "Testing for independence in high dimensions based on empirical copulas", ["xml:lang"] = "en", }, }, table#4526 { ["itemType"] = table#4527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6199670", }, ["subjectLabel"] = table#4529 { ["type"] = "literal", ["value"] = "Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models", ["xml:lang"] = "en", }, }, table#4530 { ["itemType"] = table#4531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200934", }, ["subjectLabel"] = table#4533 { ["type"] = "literal", ["value"] = "A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions", ["xml:lang"] = "en", }, }, table#4534 { ["itemType"] = table#4535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200942", }, ["subjectLabel"] = table#4537 { ["type"] = "literal", ["value"] = "Copula-based conditional tail indices", ["xml:lang"] = "en", }, }, table#4538 { ["itemType"] = table#4539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200944", }, ["subjectLabel"] = table#4541 { ["type"] = "literal", ["value"] = "A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula", ["xml:lang"] = "en", }, }, table#4542 { ["itemType"] = table#4543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200948", }, ["subjectLabel"] = table#4545 { ["type"] = "literal", ["value"] = "The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests", ["xml:lang"] = "en", }, }, table#4546 { ["itemType"] = table#4547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200949", }, ["subjectLabel"] = table#4549 { ["type"] = "literal", ["value"] = "Tests of independence and randomness for arbitrary data using copula-based covariances", ["xml:lang"] = "en", }, }, table#4550 { ["itemType"] = table#4551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200955", }, ["subjectLabel"] = table#4553 { ["type"] = "literal", ["value"] = "Copula modeling from Abe Sklar to the present day", ["xml:lang"] = "en", }, }, table#4554 { ["itemType"] = table#4555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6201374", }, ["subjectLabel"] = table#4557 { ["type"] = "literal", ["value"] = "Multivariate copulas with given values at two arbitrary points", ["xml:lang"] = "en", }, }, table#4558 { ["itemType"] = table#4559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6204708", }, ["subjectLabel"] = table#4561 { ["type"] = "literal", ["value"] = "Mixture copulas with discrete margins and their application to imbalanced data", ["xml:lang"] = "en", }, }, table#4562 { ["itemType"] = table#4563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6204726", }, ["subjectLabel"] = table#4565 { ["type"] = "literal", ["value"] = "Gaussian copula regression modeling for marker classification metrics with competing risk outcomes", ["xml:lang"] = "en", }, }, table#4566 { ["itemType"] = table#4567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6154768", }, ["subjectLabel"] = table#4569 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6154768", }, }, table#4570 { ["itemType"] = table#4571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158757", }, ["subjectLabel"] = table#4573 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158757", }, }, table#4574 { ["itemType"] = table#4575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5881078", }, ["subjectLabel"] = table#4577 { ["type"] = "literal", ["value"] = "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality", ["xml:lang"] = "en", }, }, table#4578 { ["itemType"] = table#4579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5885124", }, ["subjectLabel"] = table#4581 { ["type"] = "literal", ["value"] = "Nonlinear Spectral Analysis: A Local Gaussian Approach", ["xml:lang"] = "en", }, }, table#4582 { ["itemType"] = table#4583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5886714", }, ["subjectLabel"] = table#4585 { ["type"] = "literal", ["value"] = "Assessment of dependent risk using extreme value theory in a time-varying framework", ["xml:lang"] = "en", }, }, table#4586 { ["itemType"] = table#4587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5887957", }, ["subjectLabel"] = table#4589 { ["type"] = "literal", ["value"] = "Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula", ["xml:lang"] = "en", }, }, table#4590 { ["itemType"] = table#4591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5888371", }, ["subjectLabel"] = table#4593 { ["type"] = "literal", ["value"] = "Copula Approach to Multivariate Energy Efficiency Analysis", ["xml:lang"] = "en", }, }, table#4594 { ["itemType"] = table#4595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446376", }, ["subjectLabel"] = table#4597 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446376", }, }, table#4598 { ["itemType"] = table#4599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446377", }, ["subjectLabel"] = table#4601 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446377", }, }, table#4602 { ["itemType"] = table#4603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446378", }, ["subjectLabel"] = table#4605 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5446378", }, }, table#4606 { ["itemType"] = table#4607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5858303", }, ["subjectLabel"] = table#4609 { ["type"] = "literal", ["value"] = "Copula-based measurement error models", ["xml:lang"] = "en", }, }, table#4610 { ["itemType"] = table#4611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6049849", }, ["subjectLabel"] = table#4613 { ["type"] = "literal", ["value"] = "An application of copulas to OPEC’s changing influence on fossil fuel prices", ["xml:lang"] = "en", }, }, table#4614 { ["itemType"] = table#4615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6051851", }, ["subjectLabel"] = table#4617 { ["type"] = "literal", ["value"] = "Copula modelling with penalized complexity priors: the bivariate case", ["xml:lang"] = "en", }, }, table#4618 { ["itemType"] = table#4619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6055743", }, ["subjectLabel"] = table#4621 { ["type"] = "literal", ["value"] = "An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data", ["xml:lang"] = "en", }, }, table#4622 { ["itemType"] = table#4623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6057406", }, ["subjectLabel"] = table#4625 { ["type"] = "literal", ["value"] = "Correlation-oriented complex system structural risk assessment using copula and belief rule base", ["xml:lang"] = "en", }, }, table#4626 { ["itemType"] = table#4627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6057894", }, ["subjectLabel"] = table#4629 { ["type"] = "literal", ["value"] = "Extreme semilinear copulas", ["xml:lang"] = "en", }, }, table#4630 { ["itemType"] = table#4631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6057895", }, ["subjectLabel"] = table#4633 { ["type"] = "literal", ["value"] = "Best-possible bounds on the set of copulas with a given value of Spearman's footrule", ["xml:lang"] = "en", }, }, table#4634 { ["itemType"] = table#4635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6058034", }, ["subjectLabel"] = table#4637 { ["type"] = "literal", ["value"] = "A differential characterization of the \$d\$-increasingness property", ["xml:lang"] = "en", }, }, table#4638 { ["itemType"] = table#4639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6059414", }, ["subjectLabel"] = table#4641 { ["type"] = "literal", ["value"] = "A random walk through Canadian contributions on empirical processes and their applications in probability and statistics", ["xml:lang"] = "en", }, }, table#4642 { ["itemType"] = table#4643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6061470", }, ["subjectLabel"] = table#4645 { ["type"] = "literal", ["value"] = "On the measure induced by copulas that are invariant under univariate truncation", ["xml:lang"] = "en", }, }, table#4646 { ["itemType"] = table#4647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6062811", }, ["subjectLabel"] = table#4649 { ["type"] = "literal", ["value"] = "Monitoring photochemical pollutants based on symbolic interval-valued data analysis", ["xml:lang"] = "en", }, }, table#4650 { ["itemType"] = table#4651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6063159", }, ["subjectLabel"] = table#4653 { ["type"] = "literal", ["value"] = "Testing symmetry for bivariate copulas using Bernstein polynomials", ["xml:lang"] = "en", }, }, table#4654 { ["itemType"] = table#4655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6067644", }, ["subjectLabel"] = table#4657 { ["type"] = "literal", ["value"] = "Portfolio selection based on semivariance and distance correlation under minimum variance framework", ["xml:lang"] = "en", }, }, table#4658 { ["itemType"] = table#4659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6068330", }, ["subjectLabel"] = table#4661 { ["type"] = "literal", ["value"] = "Estimating the correlation between semi‐competing risk survival endpoints", ["xml:lang"] = "en", }, }, table#4662 { ["itemType"] = table#4663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6069053", }, ["subjectLabel"] = table#4665 { ["type"] = "literal", ["value"] = "Data assimilation for large‐scale spatio‐temporal systems using a location particle smoother", ["xml:lang"] = "en", }, }, table#4666 { ["itemType"] = table#4667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6073158", }, ["subjectLabel"] = table#4669 { ["type"] = "literal", ["value"] = "Parameterized transformations and truncation: when is the result a copula?", ["xml:lang"] = "en", }, }, table#4670 { ["itemType"] = table#4671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6074364", }, ["subjectLabel"] = table#4673 { ["type"] = "literal", ["value"] = "Wavelet block thresholding for copula density estimation under biased sampling", ["xml:lang"] = "en", }, }, table#4674 { ["itemType"] = table#4675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6074743", }, ["subjectLabel"] = table#4677 { ["type"] = "literal", ["value"] = "Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation", ["xml:lang"] = "en", }, }, table#4678 { ["itemType"] = table#4679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6078233", }, ["subjectLabel"] = table#4681 { ["type"] = "literal", ["value"] = "A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas", ["xml:lang"] = "en", }, }, table#4682 { ["itemType"] = table#4683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079393", }, ["subjectLabel"] = table#4685 { ["type"] = "literal", ["value"] = "A generalization of quasi-homogenous copulas", ["xml:lang"] = "en", }, }, table#4686 { ["itemType"] = table#4687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079394", }, ["subjectLabel"] = table#4689 { ["type"] = "literal", ["value"] = "Dedekind-MacNeille completion of multivariate copulas via ALGEN method", ["xml:lang"] = "en", }, }, table#4690 { ["itemType"] = table#4691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079396", }, ["subjectLabel"] = table#4693 { ["type"] = "literal", ["value"] = "Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections", ["xml:lang"] = "en", }, }, table#4694 { ["itemType"] = table#4695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079397", }, ["subjectLabel"] = table#4697 { ["type"] = "literal", ["value"] = "Convex concordance measures", ["xml:lang"] = "en", }, }, table#4698 { ["itemType"] = table#4699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079714", }, ["subjectLabel"] = table#4701 { ["type"] = "literal", ["value"] = "Boosting Distributional Copula Regression", ["xml:lang"] = "en", }, }, table#4702 { ["itemType"] = table#4703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079760", }, ["subjectLabel"] = table#4705 { ["type"] = "literal", ["value"] = "A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data", ["xml:lang"] = "en", }, }, table#4706 { ["itemType"] = table#4707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6081874", }, ["subjectLabel"] = table#4709 { ["type"] = "literal", ["value"] = "A generalization of Archimedean and Marshall-Olkin copulas family", ["xml:lang"] = "en", }, }, table#4710 { ["itemType"] = table#4711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6081875", }, ["subjectLabel"] = table#4713 { ["type"] = "literal", ["value"] = "Some multivariate imprecise shock model copulas", ["xml:lang"] = "en", }, }, table#4714 { ["itemType"] = table#4715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6081877", }, ["subjectLabel"] = table#4717 { ["type"] = "literal", ["value"] = "Multivariate imprecise Sklar type theorems", ["xml:lang"] = "en", }, }, table#4718 { ["itemType"] = table#4719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6083064", }, ["subjectLabel"] = table#4721 { ["type"] = "literal", ["value"] = "Ordinal sums: from triangular norms to bi- and multivariate copulas", ["xml:lang"] = "en", }, }, table#4722 { ["itemType"] = table#4723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6083065", }, ["subjectLabel"] = table#4725 { ["type"] = "literal", ["value"] = "Several algorithms for constructing copulas via \$\\ast\$-product decompositions", ["xml:lang"] = "en", }, }, table#4726 { ["itemType"] = table#4727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6083152", }, ["subjectLabel"] = table#4729 { ["type"] = "literal", ["value"] = "A generalization of a copula-based construction of fuzzy implications", ["xml:lang"] = "en", }, }, table#4730 { ["itemType"] = table#4731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6089302", }, ["subjectLabel"] = table#4733 { ["type"] = "literal", ["value"] = "Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation", ["xml:lang"] = "en", }, }, table#4734 { ["itemType"] = table#4735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5866620", }, ["subjectLabel"] = table#4737 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5866620", }, }, table#4738 { ["itemType"] = table#4739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6091091", }, ["subjectLabel"] = table#4741 { ["type"] = "literal", ["value"] = "Portfolio Optimization within a Wasserstein Ball", ["xml:lang"] = "en", }, }, table#4742 { ["itemType"] = table#4743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6091883", }, ["subjectLabel"] = table#4745 { ["type"] = "literal", ["value"] = "Deviation measure in second‐order stochastic dominance with an application to enhanced indexing", ["xml:lang"] = "en", }, }, table#4746 { ["itemType"] = table#4747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6094093", }, ["subjectLabel"] = table#4749 { ["type"] = "literal", ["value"] = "Copulas and Histogram-Valued Data", ["xml:lang"] = "en", }, }, table#4750 { ["itemType"] = table#4751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6096083", }, ["subjectLabel"] = table#4753 { ["type"] = "literal", ["value"] = "A note on bivariate survival functions following a law of uniform seniority", ["xml:lang"] = "en", }, }, table#4754 { ["itemType"] = table#4755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6097552", }, ["subjectLabel"] = table#4757 { ["type"] = "literal", ["value"] = "On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables", ["xml:lang"] = "en", }, }, table#4758 { ["itemType"] = table#4759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6100426", }, ["subjectLabel"] = table#4761 { ["type"] = "literal", ["value"] = "Estimation of treatment effects in nonlinear models with unobserved confounding", ["xml:lang"] = "en", }, }, table#4762 { ["itemType"] = table#4763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6104155", }, ["subjectLabel"] = table#4765 { ["type"] = "literal", ["value"] = "Marginally calibrated response distributions for end-to-end learning in autonomous driving", ["xml:lang"] = "en", }, }, table#4766 { ["itemType"] = table#4767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6105358", }, ["subjectLabel"] = table#4769 { ["type"] = "literal", ["value"] = "Spline based Hermite quasi-interpolation for univariate time series", ["xml:lang"] = "en", }, }, table#4770 { ["itemType"] = table#4771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6107397", }, ["subjectLabel"] = table#4773 { ["type"] = "literal", ["value"] = "A copula-based multivariate hidden Markov model for modelling momentum in football", ["xml:lang"] = "en", }, }, table#4774 { ["itemType"] = table#4775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6114814", }, ["subjectLabel"] = table#4777 { ["type"] = "literal", ["value"] = "Copulas", ["xml:lang"] = "en", }, }, table#4778 { ["itemType"] = table#4779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6114842", }, ["subjectLabel"] = table#4781 { ["type"] = "literal", ["value"] = "A general procedure for change-point detection in multivariate time series", ["xml:lang"] = "en", }, }, table#4782 { ["itemType"] = table#4783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6118721", }, ["subjectLabel"] = table#4785 { ["type"] = "literal", ["value"] = "Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction", ["xml:lang"] = "en", }, }, table#4786 { ["itemType"] = table#4787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5869930", }, ["subjectLabel"] = table#4789 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5869930", }, }, table#4790 { ["itemType"] = table#4791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6131028", }, ["subjectLabel"] = table#4793 { ["type"] = "literal", ["value"] = "Economic policy uncertainty: cross-country linkages and spillover effects on economic development in some belt and road countries", ["xml:lang"] = "en", }, }, table#4794 { ["itemType"] = table#4795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6133206", }, ["subjectLabel"] = table#4797 { ["type"] = "literal", ["value"] = "Modeling bivariate data using linear exponential and Weibull distributions as marginals", ["xml:lang"] = "en", }, }, table#4798 { ["itemType"] = table#4799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6134409", }, ["subjectLabel"] = table#4801 { ["type"] = "literal", ["value"] = "Income and democracy: a bivariate copula approach", ["xml:lang"] = "en", }, }, table#4802 { ["itemType"] = table#4803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6139182", }, ["subjectLabel"] = table#4805 { ["type"] = "literal", ["value"] = "Regional extreme value index estimation and a test of tail homogeneity", ["xml:lang"] = "en", }, }, table#4806 { ["itemType"] = table#4807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6140311", }, ["subjectLabel"] = table#4809 { ["type"] = "literal", ["value"] = "Beyond Linear Dynamic Functional Connectivity: A Vine Copula Change Point Model", ["xml:lang"] = "en", }, }, table#4810 { ["itemType"] = table#4811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6141448", }, ["subjectLabel"] = table#4813 { ["type"] = "literal", ["value"] = "A robust permutation test for Kendall's tau", ["xml:lang"] = "en", }, }, table#4814 { ["itemType"] = table#4815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6141468", }, ["subjectLabel"] = table#4817 { ["type"] = "literal", ["value"] = "A weighted independence test based on smooth estimation of Kendall distribution", ["xml:lang"] = "en", }, }, table#4818 { ["itemType"] = table#4819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6143882", }, ["subjectLabel"] = table#4821 { ["type"] = "literal", ["value"] = "Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data", ["xml:lang"] = "en", }, }, table#4822 { ["itemType"] = table#4823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5879919", }, ["subjectLabel"] = table#4825 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5879919", }, }, table#4826 { ["itemType"] = table#4827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5879921", }, ["subjectLabel"] = table#4829 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5879921", }, }, table#4830 { ["itemType"] = table#4831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5886018", }, ["subjectLabel"] = table#4833 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5886018", }, }, table#4834 { ["itemType"] = table#4835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6039730", }, ["subjectLabel"] = table#4837 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6039730", }, }, table#4838 { ["itemType"] = table#4839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040906", }, ["subjectLabel"] = table#4841 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040906", }, }, table#4842 { ["itemType"] = table#4843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040908", }, ["subjectLabel"] = table#4845 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040908", }, }, table#4846 { ["itemType"] = table#4847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6044378", }, ["subjectLabel"] = table#4849 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6044378", }, }, table#4850 { ["itemType"] = table#4851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6045884", }, ["subjectLabel"] = table#4853 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6045884", }, }, table#4854 { ["itemType"] = table#4855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6055473", }, ["subjectLabel"] = table#4857 { ["type"] = "literal", ["value"] = "Nonparametric cluster significance testing with reference to a unimodal null distribution", ["xml:lang"] = "en", }, }, table#4858 { ["itemType"] = table#4859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6077589", }, ["subjectLabel"] = table#4861 { ["type"] = "literal", ["value"] = "Estimation of Copulas via Maximum Mean Discrepancy", ["xml:lang"] = "en", }, }, table#4862 { ["itemType"] = table#4863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6126182", }, ["subjectLabel"] = table#4865 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6126182", }, }, table#4866 { ["itemType"] = table#4867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6138389", }, ["subjectLabel"] = table#4869 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6138389", }, }, table#4870 { ["itemType"] = table#4871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6141218", }, ["subjectLabel"] = table#4873 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6141218", }, }, table#4874 { ["itemType"] = table#4875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5391080", }, ["subjectLabel"] = table#4877 { ["type"] = "literal", ["value"] = "Assessing the Reliability Function of Nanocomponents", ["xml:lang"] = "en", }, }, table#4878 { ["itemType"] = table#4879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5416538", }, ["subjectLabel"] = table#4881 { ["type"] = "literal", ["value"] = "Relations Between Hidden Regular Variation and the Tail Order of Copulas", ["xml:lang"] = "en", }, }, table#4882 { ["itemType"] = table#4883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5417592", }, ["subjectLabel"] = table#4885 { ["type"] = "literal", ["value"] = "Dependence of Stock Returns in Bull and Bear Markets", ["xml:lang"] = "en", }, }, table#4886 { ["itemType"] = table#4887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5417944", }, ["subjectLabel"] = table#4889 { ["type"] = "literal", ["value"] = "Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study", ["xml:lang"] = "en", }, }, table#4890 { ["itemType"] = table#4891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5743530", }, ["subjectLabel"] = table#4893 { ["type"] = "literal", ["value"] = "Modeling cause-of-death mortality using hierarchical Archimedean copula", ["xml:lang"] = "en", }, }, table#4894 { ["itemType"] = table#4895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5951751", }, ["subjectLabel"] = table#4897 { ["type"] = "literal", ["value"] = "A note on moderate growth of t-conorms", ["xml:lang"] = "en", }, }, table#4898 { ["itemType"] = table#4899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5952108", }, ["subjectLabel"] = table#4901 { ["type"] = "literal", ["value"] = "On the multivariate probability integral transformation", ["xml:lang"] = "en", }, }, table#4902 { ["itemType"] = table#4903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5953980", }, ["subjectLabel"] = table#4905 { ["type"] = "literal", ["value"] = "Distribution functions of copulas: A class of bivariate probability integral transforms", ["xml:lang"] = "en", }, }, table#4906 { ["itemType"] = table#4907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5962739", }, ["subjectLabel"] = table#4909 { ["type"] = "literal", ["value"] = "COPICA -- independent component analysis via copula techniques", ["xml:lang"] = "en", }, }, table#4910 { ["itemType"] = table#4911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5965044", }, ["subjectLabel"] = table#4913 { ["type"] = "literal", ["value"] = "Uncertainty quantification in complex simulation models using ensemble copula coupling", ["xml:lang"] = "en", }, }, table#4914 { ["itemType"] = table#4915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5965307", }, ["subjectLabel"] = table#4917 { ["type"] = "literal", ["value"] = "Sparse nonparametric graphical models", ["xml:lang"] = "en", }, }, table#4918 { ["itemType"] = table#4919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389871", }, ["subjectLabel"] = table#4921 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389871", }, }, table#4922 { ["itemType"] = table#4923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5857119", }, ["subjectLabel"] = table#4925 { ["type"] = "literal", ["value"] = "Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data", ["xml:lang"] = "en", }, }, table#4926 { ["itemType"] = table#4927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5858902", }, ["subjectLabel"] = table#4929 { ["type"] = "literal", ["value"] = "The construction of a quadratic predictor of the discounted renewal claims with dependence", ["xml:lang"] = "en", }, }, table#4930 { ["itemType"] = table#4931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5859562", }, ["subjectLabel"] = table#4933 { ["type"] = "literal", ["value"] = "RANDOMIZATION TESTS OF COPULA SYMMETRY", ["xml:lang"] = "en", }, }, table#4934 { ["itemType"] = table#4935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5861008", }, ["subjectLabel"] = table#4937 { ["type"] = "literal", ["value"] = "A diagnostic test for specification of copulas under censorship", ["xml:lang"] = "en", }, }, table#4938 { ["itemType"] = table#4939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5861182", }, ["subjectLabel"] = table#4941 { ["type"] = "literal", ["value"] = "CD-vine model for capturing complex dependence", ["xml:lang"] = "en", }, }, table#4942 { ["itemType"] = table#4943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5861239", }, ["subjectLabel"] = table#4945 { ["type"] = "literal", ["value"] = "The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach", ["xml:lang"] = "en", }, }, table#4946 { ["itemType"] = table#4947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5861393", }, ["subjectLabel"] = table#4949 { ["type"] = "literal", ["value"] = "Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ", ["xml:lang"] = "en", }, }, table#4950 { ["itemType"] = table#4951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5866078", }, ["subjectLabel"] = table#4953 { ["type"] = "literal", ["value"] = "The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management", ["xml:lang"] = "en", }, }, table#4954 { ["itemType"] = table#4955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5866615", }, ["subjectLabel"] = table#4957 { ["type"] = "literal", ["value"] = "Efficient capital management using an internal model: a case of non-life insurance", ["xml:lang"] = "en", }, }, table#4958 { ["itemType"] = table#4959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5867718", }, ["subjectLabel"] = table#4961 { ["type"] = "literal", ["value"] = "A transition copula model for analyzing multivariate longitudinal data with missing responses", ["xml:lang"] = "en", }, }, table#4962 { ["itemType"] = table#4963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6108142", }, ["subjectLabel"] = table#4965 { ["type"] = "literal", ["value"] = "Stochastic Parareal: An Application of Probabilistic Methods to Time-Parallelization", ["xml:lang"] = "en", }, }, table#4966 { ["itemType"] = table#4967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5875312", }, ["subjectLabel"] = table#4969 { ["type"] = "literal", ["value"] = "Contributions to the class of beta-generated distributions", ["xml:lang"] = "en", }, }, table#4970 { ["itemType"] = table#4971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5878543", }, ["subjectLabel"] = table#4973 { ["type"] = "literal", ["value"] = "On asymmetric distributions of copula related random variables which includes the skew-normal ones", ["xml:lang"] = "en", }, }, [0] = table#4974 { ["itemType"] = table#4975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q821916", }, ["subjectLabel"] = table#4977 { ["type"] = "literal", ["value"] = "Estimation of high-order moment-independent importance measures for Shapley value analysis", ["xml:lang"] = "en", }, }, }, }, } table#1 { ["head"] = table#2 { ["vars"] = table#3 { "propertyLabel", "value", "valueLabel", [0] = "property", }, }, ["results"] = table#4 { ["bindings"] = table#5 { }, }, } table#1 { ["head"] = table#2 { ["vars"] = table#3 { "propertyLabel", "value", "valueLabel", [0] = "property", }, }, ["results"] = table#4 { ["bindings"] = table#5 { }, }, }

scientific article