Pages that link to "Item:Q2786295"

The following pages link to Copula Modeling: An Introduction for Practitioners (Q2786295):

Displaying 50 items.

• Clustering dependent observations with copula functions (Q152288) (← links)
• Bivariate non-normality in the sample selection model (Q312350) (← links)
• The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
• An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
• Copula regression spline models for binary outcomes (Q340845) (← links)
• Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
• Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
• Polyhazard models with dependent causes (Q470364) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Combining various types of belief structures (Q528768) (← links)
• From weakly chaotic dynamics to deterministic subdiffusion via copula modeling (Q721787) (← links)
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks (Q723983) (← links)
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand (Q897750) (← links)
• Design of experiments for bivariate binary responses modelled by copula functions (Q901524) (← links)
• Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
• Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
• Unfolded GARCH models (Q1657508) (← links)
• Semi-parametric copula sample selection models for count responses (Q1658729) (← links)
• Conditional information using copulas with an application to decision making (Q1677657) (← links)
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions (Q1744217) (← links)
• Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities (Q1926809) (← links)
• Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
• Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave (Q2068943) (← links)
• World commodity prices and economic activity in advanced and emerging economies (Q2083599) (← links)
• A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
• Measuring cumulative deprivation and affluence based on the diagonal dependence diagram (Q2209760) (← links)
• A transition model for analyzing multivariate longitudinal data using Gaussian copula approach (Q2218560) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015) (Q2241233) (← links)
• An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab (Q2263974) (← links)
• ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
• Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions (Q2315256) (← links)
• A trivariate additive regression model with arbitrary link functions and varying correlation matrix (Q2317255) (← links)
• Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
• Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
• A copula-based bivariate integer-valued autoregressive process with application (Q2326542) (← links)
• Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809) (← links)
• Exploring copulas for the imputation of complex dependent data (Q2353373) (← links)
• Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← links)
• TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
• Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
• Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
• On the treatment effects of a binary choice outcome model (Q2659997) (← links)
• A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
• Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
• Convexity and optimization with copulæ structured probabilistic constraints (Q2817219) (← links)
• Use of a Generalized Multivariate Gamma Distribution Based on Copula Functions in the Average Bioequivalence (Q2833386) (← links)
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events (Q2920071) (← links)
• Optimal designs for copula models (Q2953573) (← links)