Pages that link to "Item:Q1423181"

The following pages link to Elliptical copulas: Applicability and limitations. (Q1423181):

Displaying 44 items.

• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
• Computation of general correlation coefficients for interval data (Q274447) (← links)
• Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Estimating correlation from dichotomized normal variables (Q840732) (← links)
• On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
• Bayesian copula selection (Q1010423) (← links)
• A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
• SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
• Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• A Bayesian hierarchical copula model (Q2219218) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
• Automated variable selection in vector multiplicative error models (Q2445703) (← links)
• On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables (Q2673841) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
• GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
• Degradation-Based Reliability Modeling of Complex Systems in Dynamic Environments (Q4559445) (← links)
• COMPOSITE BERNSTEIN COPULAS (Q4563745) (← links)
• A semi-parametric approach to risk management (Q4647288) (← links)
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
• One Parameter Elliptic Motions in Three-Dimensional Space (Q5074541) (← links)
• (Q5121473) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE <i>t</i>-DISTRIBUTION (Q5315626) (← links)
• Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
• Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals (Q5875270) (← links)
• Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)