swMATH40091MaRDI QIDQ55791FDOQ55791
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Official website: https://copula.stat.ubc.ca
Cited In (only showing first 100 items - show all)
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
- Multiple inflated negative binomial regression for correlated multivariate count data
- Quasi-random numbers for copula models
- Subsampling MCMC -- an introduction for the survey statistician
- 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
- On additivity of tail comonotonic risks
- 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
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
- Copula diagnostics for asymmetries and conditional dependence
- Stochastic species abundance models involving special copulas
- Bi-free extreme values
- Generalized information matrix tests for copulas
- Estimation of risk contributions with MCMC
- Selection of sparse vine copulas in high dimensions with the Lasso
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Shock models with dependence and asymmetric linkages
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- Regression for doubly inflated multivariate Poisson distributions
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- On the dependence structure between S\&P500, VIX and implicit interexpectile differences
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
- Reflected maxmin copulas and modeling quadrant subindependence
- Title not available (Why is that?)
- Multivariate distributions of correlated binary variables generated by pair-copulas
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
- Dependence structure estimation using copula recursive trees
- Title not available (Why is that?)
- Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements
- Copula-based Markov zero-inflated count time series models with application
- Analysis of ordinal and continuous longitudinal responses using pair copula construction
- Constructing copulas from shock models with imprecise distributions
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- On structural properties of an asymmetric copula family and its statistical implication
- Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- On the quantification and efficient propagation of imprecise probabilities with copula dependence
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- On identification and non-normal simulation in ordinal covariance and item response models
- Sample selection models with monotone control functions
- Baire category results for stochastic orders
- Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
- Total positivity of copulas from a Markov kernel perspective
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets
- A mixture of regular vines for multiple dependencies
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- covsim
- Prediction based on conditional distributions of vine copulas
- ellipticalsymmetry
- Model distances for vine copulas in high dimensions
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- On truncation invariant copulas and their estimation
- Vine copula regression for observational studies
- Estimating the Probability that a Function Observed with Noise Is Convex
- Nonparametric C- and D-vine-based quantile regression
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
- nacopula
- repolr
- bfa
- gcmr
- copula
- mprobit
- CDVine
- ghyp
- sn
- homtest
- VineCopula
- fmincon
- RAMAS Risk Calc
- DCL
- HAC
- PredictiveRegression
- QRM
- smdata
- TwoCop
- weightedScores
- Rugarch
- copula
- t-walk
- extWeibQuant
- copBasic
- docopulae
- dagitty
- DHARMa
- curatedOvarianData
- linprog
- mipfp
- rvinecopulib
- gcKrig
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