Pages that link to "Item:Q1914699"
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The following pages link to Multivariate distributions from mixtures of max-infinitely divisible distributions (Q1914699):
Displaying 42 items.
- Tail risk of multivariate regular variation (Q429988) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Measures of risk (Q704052) (← links)
- Comparison of performance measures for multivariate discrete models (Q734443) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions (Q3622066) (← links)
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response (Q5036838) (← links)
- Regression in a copula model for bivariate count data (Q5123638) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- A Multivariate Generalized Poisson Regression Model (Q5249205) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- Modeling Multivariate Count Data Using Copulas (Q5305499) (← links)
- Understanding Relationships Using Copulas (Q5718270) (← links)
- Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
- Multivariate survival functions with a min-stable property (Q5926420) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970327) (← links)
- Multivariate joint probability function of earthquake ground motion prediction equations based on vine copula approach (Q6534762) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
- Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities (Q6624716) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)
