copula

swMATH7944MaRDI QIDQ19960FDOQ19960

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Cited In (only showing first 100 items - show all)

• Application of copulas to multivariate control charts
• pyvine: the Python package for regular vine copula modeling, sampling and testing
• Testing Asymmetry in Dependence with Copula-Coskewness
• Test of symmetry based on copula function
• Positive quadrant dependence testing and constrained copula estimation
• Score tests for covariate effects in conditional copulas
• Gaussian copula of stable random vectors and application
• Positive quadrant dependence tests for copulas
• A limit distribution of credit portfolio losses with low default probabilities
• Hierarchical Archimax copulas
• A copula transformation in multivariate mixed discrete-continuous models
• Stick-breaking representation and computation for normalized generalized gamma processes
• Title not available (Why is that?)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
• Generators of copulas and aggregation
• Integrated bank risk modeling: a bottom-up statistical framework
• A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
• Maximum likelihood inference for the multivariate \(t\) mixture model
• Detecting breaks in the dependence of multivariate extreme-value distributions
• Nonparametric rank-based tests of bivariate extreme-value dependence
• Robust estimators and tests for bivariate copulas based on likelihood depth
• Spatial dependencies of wind power and interrelations with spot price dynamics
• Flexible copula density estimation with penalized hierarchical B-splines
• Model selection and model averaging after multiple imputation
• On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
• A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks
• A semiparametric estimation of copula models based on the method of moments
• On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
• Shrinkage averaging estimation
• Comparison of three semiparametric methods for estimating dependence parameters in copula models
• Copula selection for graphical models in continuous estimation of distribution algorithms
• Fast large-sample goodness-of-fit tests for copulas
• Testing the constancy of Spearman's rho in multivariate time series
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Estimating equations and diagnostic techniques applied to zero-inflated models for panel data
• A general approach to generate random variates for multivariate copulae
• Heavy-tailed longitudinal data modeling using copulas
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• Smooth bootstrapping of copula functionals
• Frequentist model averaging with missing observations
• Model selection of copulas: AIC versus a cross validation copula information criterion
• Smooth copula-based estimation of the conditional density function with a single covariate
• A continuous updating weighted least squares estimator of tail dependence in high dimensions
• An extended empirical saddlepoint approximation for intractable likelihoods
• Graphical tests of independence for general distributions
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• Probabilistic slope stability analysis by a copula-based sampling method
• Model-based clustering using copulas with applications
• Estimating scale-invariant directed dependence of bivariate distributions
• Approximate Bayesian conditional copulas
• Title not available (Why is that?)
• Smoothing of Multivariate Data
• Likelihood estimators for multivariate extremes
• Partial correlation with copula modeling
• Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation
• Testing for concordance between several criteria
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• The empirical beta copula
• Title not available (Why is that?)
• Detecting changes in cross-sectional dependence in multivariate time series
• Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• On structure, family and parameter estimation of hierarchical Archimedean copulas
• Copula-based semiparametric models for multivariate time series
• Adaptive importance sampling for simulating copula-based distributions
• Optimal rates for independence testing via $U$-statistic permutation tests
• Dependence measures for perturbations of copulas
• Bivariate copula additive models for location, scale and shape
• Partial and average copulas and association measures
• Title not available (Why is that?)
• Copula directed acyclic graphs
• Elements of Copula Modeling with R
• A goodness-of-fit test for bivariate extreme-value copulas
• Estimation of risk measures in energy portfolios using modern copula techniques
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Statistical arbitrage with vine copulas
• Multivariate copulas on the MCUSUM control chart
• Generalised joint regression for count data: a penalty extension for competitive settings
• Power and sample size calculation for paired right-censored data based on survival copula models
• Assessing the Reliability Function of Nanocomponents
• Copulas-based time series combined forecasters
• Copula shrinkage and portfolio allocation in ultra-high dimensions
• Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
• A comparison of dependence function estimators in multivariate extremes
• The copula directional dependence by stochastic volatility models
• Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times
• Selection of mixed copula for association modeling with tied observations
• 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
• Power of depth-based nonparametric tests for multivariate locations
• A simple, consistent estimator of SNP heritability from genome-wide association studies
• Modified Gaussian pseudo-copula: applications in insurance and finance
• Some copula inference procedures adapted to the presence of ties
• Estimation of hierarchical Archimedean copulas as a shortest path problem
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
• GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN

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