Pages that link to "Item:Q1273993"
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The following pages link to An introduction to copulas. Properties and applications (Q1273993):
Displayed 50 items.
- Estimation in exponential families on permutations (Q70429) (← links)
- Model-based clustering of multivariate ordinal data relying on a stochastic binary search algorithm (Q132947) (← links)
- A bivariate regression model for matched paired survival data: local influence and residual analysis (Q257583) (← links)
- Computation of general correlation coefficients for interval data (Q274447) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Non-parametric estimation of mutual information through the entropy of the linkage (Q280732) (← links)
- Semiparametric identification and estimation in multi-object, English auctions (Q288347) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- The effect of college curriculum on earnings: an affinity identifier for non-ignorable non-response bias (Q295409) (← links)
- Heterogeneous impacts in PROGRESA (Q295548) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- On dependency properties of the ISIs generated by a two-compartmental neuronal model (Q353877) (← links)
- Maximal branching processes with several types of particles (Q355266) (← links)
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO} (Q381353) (← links)
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
- Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (Q381576) (← links)
- Reliability-based design optimization with confidence level under input model uncertainty due to limited test data (Q381577) (← links)
- Comparison study between probabilistic and possibilistic methods for problems under a lack of correlated input statistical information (Q381925) (← links)
- An adaptive dimension decomposition and reselection method for reliability analysis (Q381963) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Dependence analysis of regression models in time series (Q394392) (← links)
- Modelling operational risk losses with graphical models and copula functions (Q398811) (← links)
- Bayesian copulae distributions, with application to operational risk management (Q398812) (← links)
- A non-associative generalization of Hájek's BL-algebras (Q409739) (← links)
- A generalization of \(p\)-boxes to affine arithmetic (Q411436) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Validating criteria with imprecise data in the case of trapezoidal representations (Q422447) (← links)
- Axiomatisation of fully probabilistic design (Q425527) (← links)
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617) (← links)
- Constructing Archimedean copulas from diagonal sections (Q434727) (← links)
- Time-dependent copulas (Q443766) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- On the construction of minimum information bivariate copula families (Q457279) (← links)
- Metamodelling with independent and dependent inputs (Q463030) (← links)
- Robust distributed maximum likelihood estimation with dependent quantized data (Q463811) (← links)