Pages that link to "Item:Q3116633"

The following pages link to Correlations and Copulas for Decision and Risk Analysis (Q3116633):

Displaying 41 items.

• A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
• Optimal product bundling with dependent valuations: the price of independence (Q323552) (← links)
• Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints (Q484515) (← links)
• Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models (Q518253) (← links)
• Aggregating expert judgement (Q542075) (← links)
• Dependence patterns associated with the fundamental diagram: a copula function approach (Q621477) (← links)
• The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
• Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
• Modeling dropouts by conditional distribution, a copula-based approach (Q840738) (← links)
• On multivariate Gaussian copulas (Q840759) (← links)
• Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation (Q954662) (← links)
• A matching algorithm for generation of statistically dependent random variables with arbitrary marginals (Q1011175) (← links)
• Supplier default dependencies: empirical evidence from the automotive industry (Q1042117) (← links)
• Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study (Q1044124) (← links)
• My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
• Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
• Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
• Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions (Q1751712) (← links)
• Extremal dependence concepts (Q1790300) (← links)
• Statistical dependence through common risk factors: With applications in uncertainty analysis (Q1887792) (← links)
• A flexible multivariate model for high-dimensional correlated count data (Q2040916) (← links)
• Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models (Q2247284) (← links)
• Generating a random collection of discrete joint probability distributions subject to partial information (Q2513651) (← links)
• Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion (Q2567089) (← links)
• Multivariate Gaussian criteria in SMAA (Q2575577) (← links)
• Approximating Joint Probability Distributions Given Partial Information (Q2960223) (← links)
• A Simulation-Based Approach to Decision Making with Partial Information (Q2960232) (← links)
• (Q3183816) (← links)
• Imputation by Gaussian Copula Model with an Application to Incomplete Customer Satisfaction Data (Q3298503) (← links)
• A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence (Q3435348) (← links)
• A natural conjugate prior for the nonhomogeneous poisson process with an exponential intensity function (Q4266722) (← links)
• Improved Alopex-based evolutionary algorithm by Gaussian copula estimation of distribution algorithm and its application to the Butterworth filter design (Q4638024) (← links)
• Johnson Quantile-Parameterized Distributions (Q4692026) (← links)
• Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
• Recent Advances in the Elicitation of Uncertainty Distributions from Experts for Multinomial Probabilities (Q5042708) (← links)
• (Q5101800) (← links)
• Additive Scoring Rules for Discrete Sample Spaces (Q5120278) (← links)
• Sparse Probability Assessment Heuristic Based on Orthogonal Matching Pursuit (Q5121287) (← links)
• Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
• Correlation-oriented complex system structural risk assessment using copula and belief rule base (Q6057406) (← links)
• The price of independence in a model with unknown dependence (Q6173739) (← links)