Cited in
(only showing first 100 items - show all)- Covariance model simulation using regular vines
- scientific article; zbMATH DE number 7670293 (Why is no real title available?)
- Risk aggregation in non-life insurance: standard models vs. internal models
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Statistical pattern recognition using Gaussian copula
- Multiple inflated negative binomial regression for correlated multivariate count data
- Knowledge Learning of Insurance Risks Using Dependence Models
- Quasi-random numbers for copula models
- Subsampling MCMC -- an introduction for the survey statistician
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- Variational inference for high dimensional structured factor copulas
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Prediction based on conditional distributions of vine copulas
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
- ProbabilityBoundsAnalysis.jl
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
- Singular components of shock model copulas
- A bivariate failure time model with random shocks and mixed effects
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- Selection of mixed copula for association modeling with tied observations
- Extremal behavior of diagonal and Bertino copulas
- Model distances for vine copulas in high dimensions
- Book Reviews
- FGM generated Archimedean copulas with concave multiplicative generators
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
- On additivity of tail comonotonic risks
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Non-exchangeability of copulas arising from shock models
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
- Introduction to extreme value theory: applications to risk analysis and management
- Conditional normal extreme-value copulas
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
- Copula density estimation by finite mixture of parametric copula densities
- Modelling count data via copulas
- On truncation invariant copulas and their estimation
- ON THE FUZZY SET THEORY AND AGGREGATION FUNCTIONS: HISTORY AND SOME RECENT ADVANCES
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- A diagnostic test for specification of copulas under censorship
- CD-vine model for capturing complex dependence
- Stochastic species abundance models involving special copulas
- Tail densities of skew-elliptical distributions
- scientific article; zbMATH DE number 7660127 (Why is no real title available?)
- Copula diagnostics for asymmetries and conditional dependence
- Bi-free extreme values
- Distortion representations of multivariate distributions
- A convenient infinite dimensional framework for generative adversarial learning
- Nonparametric estimation of copula regression models with discrete outcomes
- Generalized information matrix tests for copulas
- Vine copula regression for observational studies
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Selection of sparse vine copulas in high dimensions with the Lasso
- Estimation of risk contributions with MCMC
- Model selection for discrete regular vine copulas
- On a bivariate copula with both upper and lower full-range tail dependence
- Shock models with dependence and asymmetric linkages
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
- Vine copula approximation: a generic method for coping with conditional dependence
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- Dependence Modeling with Copulas, by Harry Joe. Monographs on Statistics and Applied probability 134, Published by CRC Press, 2015. Total number of pages: 18 + 462. ISBN: 978‐1‐4665‐8322‐1 (Hardback)
- Measuring the bullwhip effect with market competition among retailers: a simulation study
- Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
- Multivariate geometric expectiles
- Factor copula models for replicated spatial data
- Copula directional dependence of discrete time series marginals
- Copula-based measurement of interdependence for discrete distributions
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- A family of cumulative hazard functions and their frailty connections
- Estimating the Probability that a Function Observed with Noise Is Convex
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions
- Regression for doubly inflated multivariate Poisson distributions
- Asymptotics for ultimate ruin probability in a by-claim risk model
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Nonparametric C- and D-vine-based quantile regression
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Modeling multivariate cybersecurity risks
- scientific article; zbMATH DE number 7149439 (Why is no real title available?)
- A Bayesian hierarchical copula model
- Sampling, conditionalizing, counting, merging, searching regular vines
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- On the asymptotic covariance of the multivariate empirical copula process
- Dimension-wise scaled normal mixtures with application to finance and biometry
- On the diversity score: a copula approach
- Reflected maxmin copulas and modeling quadrant subindependence
- On the dependence structure between S\&P500, VIX and implicit interexpectile differences
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- nacopula
- repolr
- bfa
- gcmr
- copula
- mprobit
- CDVine
- ghyp
- sn
- homtest
- VineCopula
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