nacopula

swMATH6778MaRDI QIDQ18853

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Source code repository: https://github.com/cran/nacopula

Described by source

• Likelihood inference for Archimedean copulas in high dimensions under known margins

Related Items (44)

Quasi-random numbers for copula models ⋮ Uncertainty quantification for the family-wise error rate in multivariate copula models ⋮ Multinomial choice models based on Archimedean copulas ⋮ Nonparametric estimation of the tree structure of a nested Archimedean copula ⋮ On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison ⋮ Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family ⋮ Model-based clustering using copulas with applications ⋮ Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence ⋮ Bivariate copulas on the Hotelling's T² control chart ⋮ MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS ⋮ Hierarchical Archimax copulas ⋮ Densities of nested Archimedean copulas ⋮ A nested copula duration model for competing risks with multiple spells ⋮ Modeling defaults with nested Archimedean copulas ⋮ Basic Elements of Computational Statistics ⋮ Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications ⋮ A new class of copulas involved geometric distribution: estimation and applications ⋮ Constrained dual scaling for detecting response styles in categorical data ⋮ A review of copula models for economic time series ⋮ Importance Sampling and Stratification for Copula Models ⋮ A copula-based method of classifying individuals into binary disease categories using dependent biomarkers ⋮ False discovery rate control under Archimedean copula ⋮ Pair-copula models for analyzing family data ⋮ Multiple event times in the presence of informative censoring: modeling and analysis by copulas ⋮ A general approach to generate random variates for multivariate copulae ⋮ On the estimation of Pareto fronts from the point of view of copula theory ⋮ Hierarchical Kendall copulas: Properties and inference ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Copula-Based Models for Multivariate Discrete Response Data ⋮ Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas ⋮ Conditional copula simulation for systemic risk stress testing ⋮ pyvine: the Python package for regular vine copula modeling, sampling and testing ⋮ On an asymmetric extension of multivariate Archimedean copulas based on quadratic form ⋮ A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving ⋮ A mixture of regular vines for multiple dependencies ⋮ Stick-breaking representation and computation for normalized generalized gamma processes ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes ⋮ Assessing and Modeling Asymmetry in Bivariate Continuous Data ⋮ Comments on: Inference in multivariate Archimedean copula models ⋮ Unit level small area estimation with copulas ⋮ Copula shrinkage and portfolio allocation in ultra-high dimensions ⋮ Efficient capital management using an internal model: a case of non-life insurance ⋮ Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review ⋮ Rank-based methods for modeling dependence between loss triangles

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