Parametric families of multivariate distributions with given margins
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(only showing first 100 items - show all)- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- Sub-asymptotic motivation for new conditional multivariate extreme models
- Understanding Relationships Using Copulas
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Multivariate negative binomial models for insurance claim counts
- Study of semiparametric copula models via divergences with bivariate censored data
- Measuring the extremal dependence
- Modelling co-movements and tail dependency in the international stock market via copulae
- The Frank inequality
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Sampling from conditional distributions of simplified vines
- Semiparametric estimation of a nested random effects model for the analysis of multi-level clustered failure time data
- A new bivariate survival model with a cured fraction: a mixed Poisson frailty-copula approach
- Multivariate generalized Marshall-Olkin distributions and copulas
- Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
- A Semiparametric Transition Model with Latent Traits for Longitudinal Multistate Data
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Multivariate survival functions with a min-stable property
- Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula
- Extremal behavior of diagonal and Bertino copulas
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Modeling multivariate count data using copulas
- A framework for measuring association of random vectors via collapsed random variables
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data
- Bivariate frailty model for the analysis of multivariate survival time
- Tail adversarial stability for regularly varying linear processes and their extensions
- Clustering dependencies via mixtures of copulas
- Inference properties of a one-parameter curved exponential family of distributions with given marginals
- Copula functions for residual dependency
- Copula diagnostics for asymmetries and conditional dependence
- Flexible binomial AR(1) processes using copulas
- \(H\)-extendible copulas
- Extreme behaviour for bivariate elliptical distributions
- Nonparametric estimation of copula regression models with discrete outcomes
- Some recent developments for regression analysis of multivariate failure time data
- scientific article; zbMATH DE number 7578259 (Why is no real title available?)
- Some properties and applications of bivariate renewal Schur-constant models
- A compendium of copulas
- Spatial Interpolation of Extreme PM1 Values Using Copulas
- On a construction of multivariate distributions given some multidimensional marginals
- Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
- Dependence between two multivariate extremes
- A class of semiparametric models for bivariate survival data
- On the recovery of joint distributions from limited information
- Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series
- Model diagnostic procedures for copula-based Markov chain models for statistical process control
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
- New estimates and tests of independence in some copula models
- A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
- Samples with a limit shape, multivariate extremes, and risk
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- Bivariate distributions with given extreme value attractor
- Analysis of Failure Time Data with Multilevel Clustering, with Application to the Child Vitamin A Intervention Trial in Nepal
- Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect
- Multivariate extreme‐value distributions with applications to environmental data
- Measures of tail asymmetry for bivariate copulas
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- A statistical methodology for assessing the maximal strength of tail dependence
- Choice of smoothing parameter in multivariate copula-based tail coefficients
- Multivariate extreme value copulas with factor and tree dependence structures
- Nonparametric estimation of the dependence function in bivariate extreme value distributions
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
- Monotonicity of positive dependence with time for stationary reversible Markov chains
- Asymptotics for the partial sum and its maximum of dependent random variables
- A Family of Bivariate Densities Constructed from Marginals
- Robust Fits for Copula Models
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- A semiparametric test of independence in copula models for censored data
- A test of independence in some copula models
- Estimation and tests of independence in copula models via divergences
- Reconstructing discrete measures from projections. Consequences on the empirical sliced Wasserstein distance
- A class of multivariate max-infinitely divisible distributions based on random scaling
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- Tail dependence of the Gaussian copula revisited
- Tail risk of multivariate regular variation
- Copulas, diagonals, and tail dependence
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management
- Copula-Based Models for Multivariate Discrete Response Data
- Copula based flexible modeling of associations between clustered event times
- Multivariate failure time distributions derived from shared frailty and copulas
- Copula-based multivariate control charts for monitoring multiple dependent Weibull processes
- Testing the Gaussian copula hypothesis for financial assets dependences
- The bivariate K-finite normal mixture ‘blanket’ copula
- Families of Multivariate Distributions
- On the exact region determined by Spearman's and Blest's measure of rank correlation for bivariate extreme-value copulas
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Exploring a new two-parameter Archimedean copula: the Gumbel-Joe copula
- Semiparametric Regression Estimation in Copula Models
- scientific article; zbMATH DE number 7660125 (Why is no real title available?)
- On Families of Distributions with Shape Parameters
- Regression in a copula model for bivariate count data
- Finite normal mixture copulas for multivariate discrete data modeling
- Duration time-series models with proportional hazard
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