Pages that link to "Item:Q4653561"
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The following pages link to THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Q4653561):
Displaying 50 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- A probabilistic graphical model based stochastic input model construction (Q349388) (← links)
- Some new results on the empirical copula estimator with applications (Q383948) (← links)
- Numerical algorithms for Panjer recursion by applying Bernstein approximation (Q384623) (← links)
- Dependence structures and asymptotic properties of Baker's distributions with fixed marginals (Q389256) (← links)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- The empirical beta copula (Q511991) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Constraint-based learning for non-parametric continuous Bayesian networks (Q825001) (← links)
- Bayesian estimation of generalized partition of unity copulas (Q828059) (← links)
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- EM algorithms for estimating the Bernstein copula (Q1660208) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Modelling the association in bivariate survival data by using a Bernstein copula (Q2135890) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Nonparametric estimation of the cross ratio function (Q2183767) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226) (← links)
- Validation of association (Q2306090) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
