swMATH6778MaRDI QIDQ18853FDOQ18853
Author name not available (Why is that?)
Official website: http://cran.r-project.org/web/packages/nacopula/index.html
Source code repository: https://github.com/cran/nacopula
Cited In (79)
- Copulas.jl
- Unit level small area estimation with copulas
- Importance sampling and stratification for copula models
- Efficient capital management using an internal model: a case of non-life insurance
- Densities of nested Archimedean copulas
- Copula shrinkage and portfolio allocation in ultra-high dimensions
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Quasi-random numbers for copula models
- DatagenCopulaBased.jl
- Rank-based methods for modeling dependence between loss triangles
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- Multiple event times in the presence of informative censoring: modeling and analysis by 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
- Hierarchical Archimax copulas
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Stick-breaking representation and computation for normalized generalized gamma processes
- Hierarchical Kendall copulas: properties and inference
- Conditional copula simulation for systemic risk stress testing
- Multinomial choice models based on Archimedean copulas
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- On the estimation of Pareto fronts from the point of view of copula theory
- Bivariate copulas on the Hotelling's \(T^2\) control chart
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Assessing and Modeling Asymmetry in Bivariate Continuous Data
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
- A general approach to generate random variates for multivariate copulae
- CPOLY
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
- permute
- False discovery rate control under Archimedean copula
- copula
- mprobit
- CDVine
- lmom
- VineCopula
- ChainLadder
- HAC
- NSM3
- QRM
- weightedScores
- Modeling defaults with nested Archimedean copulas
- cds
- AS 195
- copula
- gofCopula
- spd
- Pair-copula models for analyzing family data
- Optimal expected-shortfall portfolio selection with copula-induced dependence
- CoClust
- R2Cuba
- fCopulae
- fgac
- fMultivar
- Gumbel
- SimCop
- AnDarl
- Algorithm 462
- HACopula
- OctSymPy
- Constrained dual scaling for detecting response styles in categorical data
- ARCHModels.jl
- CorrPoisson
- QuEST
- bvcopula
- pyvine
- Model-based clustering using copulas with applications
- Comments on: Inference in multivariate Archimedean copula models
- Copula-Based Models for Multivariate Discrete Response Data
- A nested copula duration model for competing risks with multiple spells
- A review of copula models for economic time series
- Basic elements of computational statistics
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
- A new class of copulas involved geometric distribution: estimation and applications
- A mixture of regular vines for multiple dependencies
- Modeling dependence between loss triangles with hierarchical Archimedean copulas
This page was built for software: nacopula
