The following pages link to (Q4382161):
Displayed 50 items.
- Dose-Finding Based on Efficacy-Toxicity Trade-Offs (Q70261) (← 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)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- A copula-based algorithm for discovering patterns of dependent observations (Q263332) (← links)
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Ortholinear and paralinear semi-copulas (Q279434) (← links)
- Estimating a generalized correlation coefficient for a generalized bivariate probit model (Q289201) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Explaining individual response using aggregated data (Q295686) (← 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)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Duopoly game of callable products in airline revenue management (Q323437) (← links)
- Optimal product bundling with dependent valuations: the price of independence (Q323552) (← links)
- Multivariate measures of concordance for copulas and their marginals (Q325006) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Model-based clustering using copulas with applications (Q340862) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- A new method to build spatio-temporal covariance functions: analysis of ozone data (Q345366) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Large sample properties for a class of copulas in bivariate survival analysis (Q378913) (← links)
- On properties of dependent progressively type-II censored order statistics (Q379957) (← links)
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)