The meta-elliptical distributions with given marginals
From MaRDI portal
Publication:697465
DOI10.1006/JMVA.2001.2017zbMATH Open1002.62016OpenAlexW2070469752MaRDI QIDQ697465FDOQ697465
Recommendations
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 4201232 (Why is no real title available?)
- scientific article; zbMATH DE number 4199129 (Why is no real title available?)
- scientific article; zbMATH DE number 4213103 (Why is no real title available?)
- scientific article; zbMATH DE number 3976122 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 49905 (Why is no real title available?)
- scientific article; zbMATH DE number 3591262 (Why is no real title available?)
- scientific article; zbMATH DE number 735224 (Why is no real title available?)
- Copula Models for Aggregating Expert Opinions
- On measures of association as measures of positive dependence
- Ordinal Measures of Association
- Some Concepts of Dependence
- Who discovered Spearman's rank correlation?
Cited in
(only showing first 100 items - show all)- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
- Forecasting time series with multivariate copulas
- Detection of block-exchangeable structure in large-scale correlation matrices
- High-Dimensional Copula Variational Approximation Through Transformation
- Some extremal type elliptical distributions
- Model-based clustering using copulas with applications
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- Multivariate heavy-tailed models for value-at-risk estimation
- Meta densities and the shape of their sample clouds
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
- Uniform approximation of the tail probability of weighted sums of subexponential random variables
- Canonical correlation analysis for elliptical copulas
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- A method of moments estimator of tail dependence in meta-elliptical models
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions
- A method of moments estimator of tail dependence
- A copula test space model how to avoid the wrong copula choice
- A simple non-parametric goodness-of-fit test for elliptical copulas
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Gaussian copula distributions for mixed data, with application in discrimination
- Local dependence functions for some families of bivariate distributions and total positivity
- Copula-based inference for bivariate survival data with left truncation and dependent censoring
- Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
- Testing for spherical and elliptical symmetry
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- A goodness of fit test for copulas based on Rosenblatt's transformation
- A family of bivariate distributions with non-elliptical contours
- Copula structure analysis
- Families of distributions arising from distributions of order statistics
- Pair-copula constructions of multiple dependence
- Selecting and estimating regular vine copulae and application to financial returns
- Goodness-of-fit tests for copulas: A review and a power study
- Using copulas to model time dependence in stochastic frontier models
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering
- On a consistent rank estimate in a linear structural model
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index
- Elliptical copulas: Applicability and limitations.
- Reliability of maximum spanning tree identification in correlation-based market networks
- Finite normal mixture copulas for multivariate discrete data modeling
- Testing multivariate uniformity and its applications
- Stochastic frontier models with dependent error components
- Tests of symmetry for bivariate copulas
- A compendium of copulas
- Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data
- On the specification of multivariate association measures and their behaviour with increasing dimension
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective
- Nonparametric Identification of Copula Structures
- A copula-based model of speculative price dynamics in discrete time
- Copula-Based Models for Multivariate Discrete Response Data
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Trade and currency options hedging model
- Stochastic ordering of bivariate elliptical distributions
- The t Copula and Related Copulas
- Identifiability and estimation of meta-elliptical copula generators
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
- Modelling co-movements and tail dependency in the international stock market via copulae
- Estimating correlation from dichotomized normal variables
- Robust factor number specification for large-dimensional elliptical factor model
- Some necessary uniform tests for spherical symmetry
- Tail dependence for regularly varying time series
- Detecting departures from meta-ellipticity for multivariate stationary time series
- Significance tests for covariates in the diagnostic accuracy index of a biomarker against a continuous gold standard
- Error-corrected estimation of a diagnostic accuracy index of a biomarker against a continuous gold standard
- Optimal expected-shortfall portfolio selection with copula-induced dependence
- Stochastic monotonicity of dependent variables given their sum
- A robust score-driven filter for multivariate time series
- Robust feature screening for elliptical copula regression model
- Data assimilation for large‐scale spatio‐temporal systems using a location particle smoother
- Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals
- Bayesian semiparametric copula estimation with application to psychiatric genetics
- Testing symmetry around a subspace
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data
- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
- High-dimensional integrative copula discriminant analysis for multiomics data
- Generalized diagonal band copulas
- A literature review of (Sparse) exponential family PCA
- Robust pair-copula based forecasts of realized volatility
- Net benefit in the presence of correlated prioritized outcomes using generalized pairwise comparisons: a simulation study
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Parametric and semiparametric copula-based models for the regression analysis of competing risks
- Modeling Dependence in High Dimensions With Factor Copulas
- Stress-strength reliability with dependent variables based on copula function
- Generalized simulated method-of-moments estimators for multivariate copulas
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals
- Implicit Copula Variational Inference
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Implicit copulas from Bayesian regularized regression smoothers
- Bayesian model choice of grouped \(t\)-copula
- Copula modeling of receiver operating characteristic and predictiveness curves
- On attainability of Kendall's tau matrices and concordance signatures
- Dependence in elliptical partial correlation graphs
This page was built for publication: The meta-elliptical distributions with given marginals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697465)
