Cited in
(only showing first 100 items - show all)- Efficient capital management using an internal model: a case of non-life insurance
- Application of copulas to multivariate control charts
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization
- A goodness-of-fit test for regular vine copula models
- Generalised joint regression for count data: a penalty extension for competitive settings
- Asymptotic analysis of the loss given default in the presence of multivariate regular variation
- Trivariate copulas on the MEWMA control chart
- Statistical arbitrage with vine copulas
- Copulas-based time series combined forecasters
- Multivariate copulas on the MCUSUM control chart
- Copula shrinkage and portfolio allocation in ultra-high dimensions
- Power and sample size calculation for paired right-censored data based on survival copula models
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Test of symmetry based on copula function
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
- A comparison of dependence function estimators in multivariate extremes
- Positive quadrant dependence testing and constrained copula estimation
- Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times
- The copula directional dependence by stochastic volatility models
- Selection of mixed copula for association modeling with tied observations
- Score tests for covariate effects in conditional copulas
- 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
- A limit distribution of credit portfolio losses with low default probabilities
- Positive quadrant dependence tests for copulas
- A simple, consistent estimator of SNP heritability from genome-wide association studies
- Power of depth-based nonparametric tests for multivariate locations
- Gaussian copula of stable random vectors and application
- Hierarchical Archimax copulas
- Some copula inference procedures adapted to the presence of ties
- Estimation of hierarchical Archimedean copulas as a shortest path problem
- Modified Gaussian pseudo-copula: applications in insurance and finance
- An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
- Stick-breaking representation and computation for normalized generalized gamma processes
- A copula transformation in multivariate mixed discrete-continuous models
- GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN
- scientific article; zbMATH DE number 7660127 (Why is no real title available?)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Vine copula graphical models in the construction of biological networks
- Compound unimodal distributions for insurance losses
- Generators of copulas and aggregation
- Integrated bank risk modeling: a bottom-up statistical framework
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
- Selection of vine copulas
- Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas
- Tests of mutual or serial independence of random vectors with applications
- On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper
- Maximum likelihood inference for the multivariate t mixture model
- On the estimation of Pareto fronts from the point of view of copula theory
- Risk- and value-based management for non-life insurers under solvency constraints
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
- Nonparametric rank-based tests of bivariate extreme-value dependence
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Spatial dependencies of wind power and interrelations with spot price dynamics
- Robust estimators and tests for bivariate copulas based on likelihood depth
- An estimator of the stable tail dependence function based on the empirical beta copula
- Flexible copula density estimation with penalized hierarchical B-splines
- Bivariate degradation modelling with marginal heterogeneous stochastic processes
- Assessing the reliability function of nanocomponents
- Model selection and model averaging after multiple imputation
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- Weak convergence of the weighted empirical beta copula process
- Simultaneous inference for Kendall's tau
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Exceedance-based nonlinear regression of tail dependence
- Bivariate copulas on the Hotelling's \(T^2\) control chart
- A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
- Testing asymmetry in dependence with copula-coskewness
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- A semiparametric estimation of copula models based on the method of moments
- Shrinkage averaging estimation
- Interpoint distance tests for high-dimensional comparison studies
- Copula selection for graphical models in continuous estimation of distribution algorithms
- Testing the constancy of Spearman's rho in multivariate time series
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Fast large-sample goodness-of-fit tests for copulas
- Dimension-wise scaled normal mixtures with application to finance and biometry
- On generalized elliptical quantiles in the nonlinear quantile regression setup
- Analysis of directional dependence using asymmetric copula-based regression models
- Estimating equations and diagnostic techniques applied to zero-inflated models for panel data
- Heavy-tailed longitudinal data modeling using copulas
- EVIM
- Linkages
- CPOLY
- nacopula
- CORSIKA
- multcomp
- gsl
- SpatialNP
- trust
- timeSeries
- pbkrtest
- permute
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