The following pages link to CopulaModel (Q55791):
Displaying 50 items.
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Covar of families of copulas (Q342737) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- Diagonal plane sections of trivariate copulas (Q1671258) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- A semiparametric and location-shift copula-based mixture model (Q1695097) (← links)
- Covariance model simulation using regular vines (Q1695739) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- \(D_s\)-optimality in copula models (Q1697867) (← links)
- Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies (Q1698838) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Efron's monotonicity property for measures on \(\mathbb{R}^2\) (Q1749994) (← links)
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions (Q1751712) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Non-exchangeability of copulas arising from shock models (Q2000611) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Reflected maxmin copulas and modeling quadrant subindependence (Q2037445) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Multivariate distributions of correlated binary variables generated by pair-copulas (Q2040911) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas (Q2058546) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
