Pages that link to "Item:Q443788"
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The following pages link to Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788):
Displaying 16 items.
- nacopula (Q18853) (← links)
- Model-based clustering using copulas with applications (Q340862) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Unit level small area estimation with copulas (Q5507365) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
