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(only showing first 100 items - show all)- A Bayesian semi-parametric bivariate failure time model
- Tails of multivariate Archimedean copulas
- Lévy-frailty copulas
- Sampling Archimedean copulas
- Optimal bespoke CDO design via NSGA-II
- Some families of multivariate symmetric distributions related to exponential distribution
- A multivariate mixture of Weibull distributions in reliability modeling.
- Bivariate frailty model for the analysis of multivariate survival time
- Some recent developments for regression analysis of multivariate failure time data
- A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques
- A family of distributions related to the McCullagh family
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Probability distributions with given multivariate marginals and given dependence structure
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Multivariate extensions of univariate life distributions
- Asymptotic normality of two-sample linear rank statistics under association
- LBI tests of independence in bivariate exponential distributions
- Semi-parametric multivariate modelling when the marginals are the same
- Measuring the impact of dependence between claims occurrences.
- A discrete-time risk model with interaction between classes of business.
- Compound Poisson approximations for individual models with dependent risks.
- A multivariate counting process with Weibull-distributed first-arrival times.
- Hierarchical Archimedean copulas through multivariate compound distributions
- The construction of multivariate distributions from Markov random fields
- The discrete-time risk model with correlated classes of business
- Dependence properties of conditional distributions of some copula models
- De copulis non est disputandum. Copulae: an overview
- Bayesian bivariate survival analysis using the power variance function copula
- Hierarchical Archimax copulas
- Probabilistic slope stability analysis by a copula-based sampling method
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Archimedean-based Marshall-Olkin distributions and related dependence structures
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Importance sampling from posterior distributions using copula-like approximations
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Inference in multivariate Archimedean copula models
- Archimedean copulae and positive dependence
- Systemic risk and copula models
- A class of symmetric bivariate uniform distributions
- On the recovery of joint distributions from limited information
- Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
- Constructing multivariate distributions with specific marginal distributions
- Estimating discrete Markov models from various incomplete data schemes
- Shot-noise driven multivariate default models
- Dependent hazards in multivariate survival problems
- Bivariate distributions with given extreme value attractor
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
- Archimedean copulas with applications to VaR estimation
- Right-truncated Archimedean and related copulas
- Statistical analysis of multivariate discrete-valued time series
- Multivariate failure time distributions derived from shared frailty and copulas
- Inference on win ratio for cluster-randomized semi-competing risk data
- Distortion representations of multivariate distributions
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- Stochastic species abundance models involving special copulas
- Avoiding zero probability events when computing value at risk contributions
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
- Nonparametric Archimedean generator estimation with implications for multiple testing
- A family of cumulative hazard functions and their frailty connections
- Robust portfolio optimization with copulas
- Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
- Adaptive importance sampling for simulating copula-based distributions
- Stochastic orders in time transformed exponential models with applications
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
- Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
- On a muted family of bivariate distributions
- Analytic expressions for multivariate Lorenz surfaces
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- A bivariate Gompertz-Makeham life distribution
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series
- Association estimation for clustered failure time data with a cure fraction
- Quasi-random numbers for copula models
- Measuring the coupled risks: A copula-based CVaR model
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
- Collective risk models with dependence
- Multivariate Archimax copulas
- A note on allocation of portfolio shares of random assets with Archimedean copula
- Identification of survival functions through hazard functions in the Clayton-family
- Numerical methods to quantify the model risk of basket default swaps
- Limit distributions of upper order statistics for families of multivariate distributions
- Convergence of Archimedean copulas
- An analytical formula for pricing \(m\)-th to default swaps
- Optimal capital allocations to interdependent actuarial risks
- A diagnostic for association in bivariate survival models
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Markov processes in survival analysis
- Estimating the joint survival probabilities of married individuals
- Generalized logistic models and its orthant tail dependence
- Estimating Archimedean copulas in high dimensions
- Extremal behavior of Archimedean copulas
- CDO pricing with nested Archimedean copulas
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Analysis of survival data from case-control family studies
- Fitting high-dimensional copulae to data
- Multivariate distributions with support above the diagonal
- A preventive maintenance and replacement policy of a series system with failure interaction
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