copula
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Frequentist model averaging with missing observations ⋮ Modified Gaussian pseudo-copula: applications in insurance and finance ⋮ Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies ⋮ Assessing the Reliability Function of Nanocomponents ⋮ Fast large-sample goodness-of-fit tests for copulas ⋮ Unnamed Item ⋮ A general approach to generate random variates for multivariate copulae ⋮ A method for constructing asymmetric pair-copula and its application ⋮ Smoothing of Multivariate Data ⋮ Gaussian copula of stable random vectors and application ⋮ An adaptation of pseudo-score confidence interval method for linear mixed models ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study ⋮ Elements of Copula Modeling with R ⋮ Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation ⋮ Unnamed Item ⋮ Multivariate copulas on the MCUSUM control chart ⋮ Nonparametric inference for max-stable dependence ⋮ Testing for concordance between several criteria ⋮ Analysis of directional dependence using asymmetric copula-based regression models ⋮ Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets ⋮ Positive quadrant dependence tests for copulas ⋮ Power of depth-based nonparametric tests for multivariate locations ⋮ A vine copula approach for regression analysis of bivariate current status data with informative censoring ⋮ Truncation invariant copulas and a testing procedure ⋮ Selection of Vine Copulas ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series ⋮ Positive quadrant dependence testing and constrained copula estimation ⋮ Vine copula graphical models in the construction of biological networks ⋮ A goodness-of-fit test for regular vine copula models ⋮ Unnamed Item ⋮ Flexible Copula Density Estimation with Penalized Hierarchical B-splines ⋮ Efficient capital management using an internal model: a case of non-life insurance ⋮ Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas ⋮ Model selection and model averaging after multiple imputation ⋮ Estimation of risk measures in energy portfolios using modern copula techniques ⋮ GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN ⋮ Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation ⋮ Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables ⋮ Maximum likelihood inference for the multivariate \(t\) mixture model ⋮ Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing ⋮ Spatial dependencies of wind power and interrelations with spot price dynamics ⋮ Smooth bootstrapping of copula functionals ⋮ An estimator of the stable tail dependence function based on the empirical beta copula ⋮ Testing the constancy of Spearman's rho in multivariate time series ⋮ Dimension-wise scaled normal mixtures with application to finance and biometry ⋮ Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach ⋮ Model-based clustering using copulas with applications ⋮ Some copula inference procedures adapted to the presence of ties ⋮ Bivariate copula additive models for location, scale and shape ⋮ Robust estimators and tests for bivariate copulas based on likelihood depth ⋮ Inference for asymptotically independent samples of extremes ⋮ Hierarchical Archimax copulas ⋮ Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve ⋮ Probabilistic slope stability analysis by a copula-based sampling method ⋮ Compound unimodal distributions for insurance losses ⋮ Estimation of hierarchical Archimedean copulas as a shortest path problem ⋮ Tests for comparison of multiple endpoints with application to omics data ⋮ Shrinkage averaging estimation ⋮ A limit distribution of credit portfolio losses with low default probabilities ⋮ Application of copulas to multivariate control charts ⋮ Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments ⋮ Partial and average copulas and association measures ⋮ Test of symmetry based on copula function ⋮ A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method ⋮ Partial correlation with copula modeling ⋮ Dependence measures for perturbations of copulas ⋮ Extraction dependence structure of distorted copulas via a measure of dependence ⋮ How 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 process ⋮ A software review for extreme value analysis ⋮ A comparison of dependence function estimators in multivariate extremes
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