Pages that link to "Item:Q1023675"

The following pages link to Copula model evaluation based on parametric bootstrap (Q1023675):

Displaying 16 items.

• Factor tree copula models for item response data (Q72193) (← links)
• A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
• The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
• On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
• Unsupervised data classification using pairwise Markov chains with automatic copulas selection (Q1800063) (← links)
• Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• The FGM Long-Term Bivariate Survival Copula Model: Modeling, Bayesian Estimation, and Case Influence Diagnostics (Q4921631) (← links)
• Parametric and semiparametric copula-based models for the regression analysis of competing risks (Q5079986) (← links)
• Investigation of the dependence structure in seismic hazard analysis: an application for Turkey (Q5085719) (← links)
• Regression in a copula model for bivariate count data (Q5123638) (← links)
• Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
• Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)