Pages that link to "Item:Q4070122"
From MaRDI portal
The following pages link to Uniform representations of bivariate distributions (Q4070122):
Displaying 42 items.
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
- Possibly dependent probability summation of reaction time (Q918478) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Eigenanalysis on a bivariate covariance kernel (Q957329) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Conditionally ordered distributions (Q1105945) (← links)
- Inference properties of a one-parameter curved exponential family of distributions with given marginals (Q1112508) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- Statistical inference for a certain class of bivariate distributions (Q1248303) (← links)
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals (Q1283847) (← links)
- Square tray distributions (Q1284062) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Simulation input data modeling (Q1805479) (← links)
- A class of symmetric bivariate uniform distributions (Q1805532) (← links)
- Positive dependence orderings (Q1822151) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING (Q2808357) (← links)
- Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals (Q3201267) (← links)
- A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution (Q3473000) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
- Dependence Information in Parameterized Copulas (Q4019135) (← links)
- Bivariate copulas with cubic sections (Q4344554) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- A large sample test for one parameter families of copulas (Q4843802) (← links)
- A strategy for constructing multivariate distributions (Q4859855) (← links)
- Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model (Q5138230) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- On the preservation of copula structure under truncation (Q5718594) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
