copula
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Software:19960
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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