Remarks on a Multivariate Transformation

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Bayesian copula selection
An analysis of the flexibility of asymmetric power GARCH models
Multivariate time series modeling and classification via hierarchical VAR mixtures
Time series of count data: Modeling, estimation and diagnostics
A conditional distribution model for limited stock index returns
Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
A goodness of fit test for copulas based on Rosenblatt's transformation
Block simulation of multiple correlated variables
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
Some necessary uniform tests for spherical symmetry
Polynomial chaos representation of spatio-temporal random fields from experimental measurements
Testing conditional independence via Rosenblatt transforms
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
Direct Likelihood Evaluation for the Renewal Hawkes Process
A test of independence for the coordinates of bivariate censored data
Estimating a parametric trend component in a continuous-time jump-type process
Asymptotic maximal deviation of M-smoothers
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters
Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
On the multivariate Kolmogorov-Smirnov distribution
Fatigue crack growth reliability by probabilistic finite elements
On the structure of symmetric sample testing: A distribution-free approach
Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability
Copula-based dynamic models for multivariate time series
Goodness-of-fit test for specification of semiparametric copula dependence models
Goodness-of-fit tests for copulas: A review and a power study
A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median
Local invariance principles and their application to density estimation
The random variational principle in finite deformation elasticity and finite element method
A nonparametric calibration analysis
A multivariate Kolmogorov-Smirnov test of goodness of fit
Semi-parametric copula-based models under non-stationarity
Bootstrap confidence bands for regression curves and their derivatives
Likelihood based inference for the multivariate renewal Hawkes process
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
The determinants of CDS spreads: evidence from the model space
A new computational model of high-order stochastic simulation based on spatial Legendre moments
Useful models for time series of counts or simply wrong ones?
Simultaneous confidence bands for expectile functions
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
De copulis non est disputandum. Copulae: an overview
Bootstrap prediction intervals for Markov processes
Multivariate specification tests based on a dynamic Rosenblatt transform
Fast goodness-of-fit tests based on the characteristic function
Improved reliability-based optimization with support vector machines and its application in aircraft wing design
Reliability-based optimization using differential evolution and inverse reliability analysis for engineering system design
Multivariate tests of uniformity
Model distances for vine copulas in high dimensions
A new formulation on seismic risk assessment for reinforced concrete structures with both random and bounded uncertainties
A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices
Convergence results for a class of time-varying simulated annealing algorithms
A polynomial chaos expansion in dependent random variables
A PCE-based multiscale framework for the characterization of uncertainties in complex systems
Hybrid dimension reduction for mechanism reliability analysis with random joint clearances
Mixture of D-vine copulas for modeling dependence
Extension of the \(W_ u\) statistic with applications
Generalized probabilistic perturbation method for static analysis
Bayesian estimation of generalized hyperbolic skewed student GARCH models
Modelling and forecasting wind speed intensity for weather risk management
Diagnostic checks for integer-valued autoregressive models using expected residuals
Gaussian copula marginal regression
A practical non-parametric copula algorithm for system reliability with correlations
A combined projection-outline-based active learning Kriging and adaptive importance sampling method for hybrid reliability analysis with small failure probabilities
Support points
Common sampling orders of regular vines with application to model selection
Conditional copula simulation for systemic risk stress testing
Optimal transport and barycenters for dendritic measures
Optimal Bayesian experimental design for subsurface flow problems
A confidence-based reliability optimization with single loop strategy and second-order reliability method
One step at a time: the origins of sequential simulation and beyond
Forecasting volatility in bitcoin market
pyvine: the Python package for regular vine copula modeling, sampling and testing
Asymptotic confidence regions for density ridges
Stochastic collocation with hierarchical extended B-splines on sparse grids
A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
Active-subspace analysis of exceedance probability for shallow-water waves
Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
Constrained minimum energy designs
Training image free high-order stochastic simulation based on aggregated kernel statistics
Informative goodness-of-fit for multivariate distributions
Inventory -- forecasting: mind the gap
EMCS-SVR: hybrid efficient and accurate enhanced simulation approach coupled with adaptive SVR for structural reliability analysis
On the maximal deviation of kernel regression estimators with NMAR response variables
Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
Deep composition of tensor-trains using squared inverse Rosenblatt transports
Prediction scoring of data-driven discoveries for reproducible research
A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
Representative points for distribution recovering
Bayesian model inversion using stochastic spectral embedding
Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
Model-free bootstrap for a general class of stationary time series
Spectral equivalence of Gaussian random functions: operator approach
On a multivariate copula-based dependence measure and its estimation
Bayesian updating of failure probability curves with multiple performance functions of nonlinear structural dynamic systems
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
Using space filling curves to compare two multivariate distributions with distribution-free tests
Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation

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