Families of Multivariate Distributions
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Publication:4733247
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(only showing first 100 items - show all)- Densities of nested Archimedean copulas
- Influence of random effects on bivariate and trivariate survival models
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Modeling dependence between loss triangles with hierarchical Archimedean copulas
- Bayesian inference in cumulative distribution fields
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- Stochastic orders in time transformed exponential models with applications
- Construction of Archimedean copulas using total time on test transforms
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Fitting high-dimensional copulae to data
- Modeling Dependence in High Dimensions With Factor Copulas
- Quasi-random numbers for copula models
- The tau-path test for monotone association in an unspecified subpopulation: application to chemogenomic data mining
- Estimating the joint survival probabilities of married individuals
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model
- Nonparametric Archimedean generator estimation with implications for multiple testing
- A family of multivariate non‐gaussian time series models
- On the construction of nested Archimedean copulas for \(d\)-monotone generators
- On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
- Semi-parametric multivariate modelling when the marginals are the same
- Numerical methods to quantify the model risk of basket default swaps
- Multivariate survival functions with a min-stable property
- Data driven smooth test for paired populations
- Two novel characterizations of self-decomposability on the half-line
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Estimating correlation from dichotomized normal variables
- Pricing distressed CDOs with stochastic recovery
- Second order regular variation and conditional tail expectation of multiple risks
- scientific article; zbMATH DE number 4038515 (Why is no real title available?)
- Optimal capital allocations to interdependent actuarial risks
- Hierarchical Archimax copulas
- Importance sampling from posterior distributions using copula-like approximations
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Modeling credit portfolio derivatives, including both a default and a prepayment feature
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series
- Bayesian bivariate survival analysis using the power variance function copula
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
- Inference in multivariate Archimedean copula models
- A multivariate mixture of Weibull distributions in reliability modeling.
- CDO pricing with nested Archimedean copulas
- Penalized variable selection in copula survival models for clustered time-to-event data
- Bivariate frailty model for the analysis of multivariate survival time
- Stochastic ordering of variability measure estimators
- Stochastic species abundance models involving special copulas
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Identification of survival functions through hazard functions in the Clayton-family
- Distortion representations of multivariate distributions
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling
- \(H\)-extendible copulas
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Some recent developments for regression analysis of multivariate failure time data
- Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
- Sampling from Archimedean n-copulas
- A strategy for constructing multivariate distributions
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
- Systemic risk and copula models
- Multivariate distributions with support above the diagonal
- Representation of the infimum and supremum of a family of multivariate distribution functions
- Orthant tail dependence of multivariate extreme value distributions
- Lévy-frailty copulas
- Families of complementary distributions
- Law of large numbers and large deviations for dependent risks
- Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
- Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals
- Families of Multivariate Distributions Involving the Rosenblatt Construction
- On the recovery of joint distributions from limited information
- A family of cumulative hazard functions and their frailty connections
- De copulis non est disputandum. Copulae: an overview
- On a muted family of bivariate distributions
- Strategic asset allocation with switching dependence
- Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
- Multivariate Archimax copulas
- Mixture representation of the maximum entropy density through Archimedean copulas
- An analytical formula for pricing \(m\)-th to default swaps
- Tail order and intermediate tail dependence of multivariate copulas
- Broken-heart, common life, heterogeneity: analyzing the spousal mortality dependence
- The construction of multivariate distributions from Markov random fields
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
- Constructing multivariate distributions with specific marginal distributions
- Multivariate hierarchical copulas with shocks
- Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes
- Extremal behavior of Archimedean copulas
- Markov processes in survival analysis
- Bivariate distributions with given extreme value attractor
- Miscellanea. A multivariate family of distributions on (0, )p
- Right-truncated Archimedean and related copulas
- Copula sensitivity analysis for portfolio credit derivatives
- Statistical analysis of multivariate discrete-valued time series
- A two-stage estimation in the Clayton-Oakes model with marginal linear transformation models for multivariate failure time data
- Missing genetic information in case-control family data with general semi-parametric shared frailty model
- Copula-Based Random Effects Models for Clustered Data
- Sampling Archimedean copulas
- Accelerated life regression modelling of dependent bivariate time-to-event data
- A Bayesian semi-parametric bivariate failure time model
- Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
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