copula

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swMATH7944MaRDI QIDQ19960


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A semiparametric estimation of copula models based on the method of momentsJoint regression modeling for missing categorical covariates in generalized linear modelsInterpoint distance tests for high-dimensional comparison studiesDetecting breaks in the dependence of multivariate extreme-value distributionsVulnerability-CoVaR: investigating the crypto-marketA new GEE method to account for heteroscedasticity using asymmetric least-square regressionsSELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITIONNonparametric confidence intervals for the ratio of marginal hazard rates of paired survival timesBivariate copulas on the Hotelling's T2 control chartCopula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalizationUsing Copulas to Model Time Dependence in Stochastic Frontier ModelsMCMC4Extremes: an R package for Bayesian inference for extremes and its extensionsThe efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T2 control chartsPower and sample size calculation for paired right-censored data based on survival copula modelsThe copula directional dependence by stochastic volatility modelsA comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banksOn tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticityBivariate degradation modelling with marginal heterogeneous stochastic processesOn structure, family and parameter estimation of hierarchical Archimedean copulasA subcopula based dependence measureAn optimized feature selection technique based on bivariate copulas ``GBCFSUnnamed ItemUnnamed ItemImportance Sampling and Stratification for Copula ModelsUnnamed ItemDistribution-free inference of zero-inflated binomial data for longitudinal studiesTesting Asymmetry in Dependence with Copula-CoskewnessStatistical arbitrage with vine copulasFrequentist model averaging with missing observationsModified Gaussian pseudo-copula: applications in insurance and financeBootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studiesAssessing the Reliability Function of NanocomponentsFast large-sample goodness-of-fit tests for copulasUnnamed ItemA general approach to generate random variates for multivariate copulaeA method for constructing asymmetric pair-copula and its applicationSmoothing of Multivariate DataGaussian copula of stable random vectors and applicationAn adaptation of pseudo-score confidence interval method for linear mixed modelsOn certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generatorsQuantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical studyElements of Copula Modeling with RAsymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular VariationUnnamed ItemMultivariate copulas on the MCUSUM control chartNonparametric inference for max-stable dependenceTesting for concordance between several criteriaAnalysis of directional dependence using asymmetric copula-based regression modelsUsing balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasetsPositive quadrant dependence tests for copulasPower of depth-based nonparametric tests for multivariate locationsA vine copula approach for regression analysis of bivariate current status data with informative censoringTruncation invariant copulas and a testing procedureSelection of Vine CopulasCombining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time SeriesPositive quadrant dependence testing and constrained copula estimationVine copula graphical models in the construction of biological networksA goodness-of-fit test for regular vine copula modelsUnnamed ItemFlexible Copula Density Estimation with Penalized Hierarchical B-splinesEfficient capital management using an internal model: a case of non-life insuranceReliability assessment for products with two performance characteristics based on marginal stochastic processes and copulasModel selection and model averaging after multiple imputationEstimation of risk measures in energy portfolios using modern copula techniquesGEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLINOuter power transformations of hierarchical Archimedean copulas: construction, sampling and estimationDissimilarity functions for rank-invariant hierarchical clustering of continuous variablesMaximum likelihood inference for the multivariate \(t\) mixture modelImproved kernel estimation of copulas: weak convergence and goodness-of-fit testingSpatial dependencies of wind power and interrelations with spot price dynamicsSmooth bootstrapping of copula functionalsAn estimator of the stable tail dependence function based on the empirical beta copulaTesting the constancy of Spearman's rho in multivariate time seriesDimension-wise scaled normal mixtures with application to finance and biometryUnveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approachModel-based clustering using copulas with applicationsSome copula inference procedures adapted to the presence of tiesBivariate copula additive models for location, scale and shapeRobust estimators and tests for bivariate copulas based on likelihood depthInference for asymptotically independent samples of extremesHierarchical Archimax copulasTwo simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curveProbabilistic slope stability analysis by a copula-based sampling methodCompound unimodal distributions for insurance lossesEstimation of hierarchical Archimedean copulas as a shortest path problemTests for comparison of multiple endpoints with application to omics dataShrinkage averaging estimationA limit distribution of credit portfolio losses with low default probabilitiesApplication of copulas to multivariate control chartsCapacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environmentsPartial and average copulas and association measuresTest of symmetry based on copula functionA semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments methodPartial correlation with copula modelingDependence measures for perturbations of copulasExtraction dependence structure of distorted copulas via a measure of dependenceHow general is the Vale-Maurelli simulation approach?Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula processA software review for extreme value analysisA comparison of dependence function estimators in multivariate extremes


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