scientific article; zbMATH DE number 7660125
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- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A structure for general and specific market risk
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- Analysis of survival data with dependent censoring. Copula-based approaches
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- Empirical evidence on Student-t log-returns of diversified world stock indices
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- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
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- Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring
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- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
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- Simplified pair copula constructions -- limitations and extensions
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