swMATH7944MaRDI QIDQ19960FDOQ19960
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Official website: https://www.jstatsoft.org/article/view/v021i04
Cited In (only showing first 100 items - show all)
- Statistical arbitrage with vine copulas
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- 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
- A limit distribution of credit portfolio losses with low default probabilities
- A simple, consistent estimator of SNP heritability from genome-wide association studies
- Some copula inference procedures adapted to the presence of ties
- Estimation of hierarchical Archimedean copulas as a shortest path problem
- Title not available (Why is that?)
- GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Compound unimodal distributions for insurance losses
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
- Selection of vine copulas
- 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
- An estimator of the stable tail dependence function based on the empirical beta copula
- 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
- Exceedance-based nonlinear regression of tail dependence
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
- Analysis of directional dependence using asymmetric copula-based regression models
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
- Nonparametric inference for max-stable dependence
- Smooth bootstrapping of copula functionals
- Copula-based slope reliability analysis using the failure domain defined by the \(g\)-line
- Smooth copula-based estimation of the conditional density function with a single covariate
- How general is the Vale-Maurelli simulation approach?
- A software review for extreme value analysis
- Tests for comparison of multiple endpoints with application to omics data
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
- A subcopula based dependence measure.
- expectgee
- expectreg
- hidetify
- ABCExtremes
- eventstudies
- Inference for asymptotically independent samples of extremes
- Using copulas to model time dependence in stochastic frontier models
- A vine copula approach for regression analysis of bivariate current status data with informative censoring
- Adaptive importance sampling for simulating copula-based distributions
- Extraction dependence structure of distorted copulas via a measure of dependence
- Truncation invariant copulas and a testing procedure
- Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- A mixture of regular vines for multiple dependencies
- Multivariate goodness-of-fit tests based on Wasserstein distance
- A goodness-of-fit test for regular vine copula models
- EVIM
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
- Linkages
- CPOLY
- nacopula
- CORSIKA
- multcomp
- gsl
- SpatialNP
- trust
- timeSeries
- pbkrtest
- permute
- energy
- BMA
- LMOMENTS
- S+FinMetrics
- CDVine
- ghyp
- POT
- SemiParBIVProbit
- VineCopula
- RMetrics
- evir
- MADE4
- copulaedas
- censReg
- HAC
- QRM
- pcaPP
- sbgcop
- evd
- SpatialExtremes
- texmex
- TwoCop
- evdbayes
- Rugarch
- fExtremes
- Iavaan
- gRapHD
- copula
- pspline
- CopulaRegression
- npcp
- TestEVC1d
- localgauss
- aod
- SDD
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