Pages that link to "Item:Q5718270"
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The following pages link to Understanding Relationships Using Copulas (Q5718270):
Displaying 50 items.
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach (Q258946) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Copula regression spline models for binary outcomes (Q340845) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Modeling gap times between recurrent events by marginal rate function (Q425394) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- Measures of non-exchangeability for bivariate random vectors (Q451448) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- A compound renewal model for medical malpractice insurance (Q487580) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models (Q518253) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513) (← links)
- Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Semiparametric model for prediction of individual claim loss reserving (Q659084) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Measures of risk (Q704052) (← links)
- Fuzzy logic in insurance (Q704418) (← links)
