The following pages link to (Q3281461):
Displaying 50 items.
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Estimation in exponential families on permutations (Q70429) (← links)
- Factor tree copula models for item response data (Q72193) (← links)
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- A new coefficient of correlation (Q130047) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- Clustering dependent observations with copula functions (Q152288) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach (Q258946) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model (Q264269) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
- Optimal quantization of the support of a continuous multivariate distribution based on mutual information (Q269123) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Ortholinear and paralinear semi-copulas (Q279434) (← links)
- New families of symmetric/asymmetric copulas (Q279436) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Convergence results for patchwork copulas (Q320028) (← 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)
- 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)
- On the family of multivariate chi-square copulas (Q321910) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
- An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
