Pages that link to "Item:Q3774723"

The following pages link to Frank's family of bivariate distributions (Q3774723):

Displaying 50 items.

• Copula-based dynamic models for multivariate time series (Q123371) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
• Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
• Testing quasi-independence for truncation data (Q151566) (← links)
• Semiparametric identification and estimation in multi-object, English auctions (Q288347) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• On the nonidentifiability property of Archimedean copula models under dependent censoring (Q419193) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Semiparametric estimation of conditional copulas (Q443773) (← links)
• Comparison of estimators for pair-copula constructions (Q443778) (← links)
• Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
• Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
• Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
• A quantile-copula approach to conditional density estimation (Q842926) (← links)
• Bivariate survival modeling: a Bayesian approach based on copulas (Q849906) (← links)
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
• A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
• Possibly dependent probability summation of reaction time (Q918478) (← links)
• A note on checking the Clayton model assumption based on left-truncated bivariate data (Q935818) (← links)
• Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring (Q952837) (← links)
• Construction of asymmetric multivariate copulas (Q957308) (← links)
• Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
• Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
• The dominance relation in some families of continuous Archimedean t-norms and copulas (Q1038002) (← links)
• LBI tests of independence in bivariate exponential distributions (Q1336549) (← links)
• A bivariate meta-Gaussian density for use in hydrology (Q1370380) (← links)
• Some simple methods for generating correlated categorical variates (Q1389392) (← links)
• Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Dependence structure and test of independence for some well-known bivariate distributions (Q1695423) (← links)
• Mixture decomposition of distributions by copulas in the symbolic data analysis framework (Q1766740) (← links)
• The Frank inequality (Q1794836) (← links)
• A class of symmetric bivariate uniform distributions (Q1805532) (← links)
• Triangular norms. Position paper II: General constructions and parameterized families (Q1885736) (← links)
• Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
• Parameter estimation for pair-copula constructions (Q1952431) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula (Q2015055) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• A tribute to Abe Sklar (Q2076960) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
• Survival function estimation of current status data with dependent censoring (Q2288776) (← links)
• Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
• Nonparametric inference for the joint distribution of recurrent marked variables and recurrent survival time (Q2356623) (← links)
• A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
• Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)