Pages that link to "Item:Q5812590"
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The following pages link to Remarks on a Multivariate Transformation (Q5812590):
Displaying 50 items.
- Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
- On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions (Q93069) (← links)
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← 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)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Likelihood based inference for the multivariate renewal Hawkes process (Q149025) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Guest editorial. Specification testing (Q291095) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers (Q322500) (← links)
- Bivariate beta-generated distributions with applications to well-being data (Q345674) (← links)
- Multi-element stochastic spectral projection for high quantile estimation (Q347642) (← links)
- A probabilistic graphical model based stochastic input model construction (Q349388) (← links)
- Combining predictive distributions (Q351688) (← links)
- Sequential optimization and reliability assessment for multidisciplinary systems design (Q373925) (← links)
- Robust design with arbitrary distributions using Gauss-type quadrature formula (Q381314) (← links)
- A new sparse grid based method for uncertainty propagation (Q381443) (← links)
- Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (Q381576) (← links)
- Sampling-based RBDO using the stochastic sensitivity analysis and dynamic kriging method (Q381619) (← links)
- Comparison study between probabilistic and possibilistic methods for problems under a lack of correlated input statistical information (Q381925) (← links)
- An adaptive dimension decomposition and reselection method for reliability analysis (Q381963) (← links)
- A numerical method for structural uncertainty response computation (Q425042) (← links)
- An efficient dimension-adaptive uncertainty propagation approach (Q426333) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263) (← links)
- Displacement convexity of entropy and related inequalities on graphs (Q466893) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Copula calibration (Q485915) (← links)
- Evaluating DSGE model forecasts of comovements (Q528090) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Global sensitivity of structural variability by random sampling (Q546775) (← links)
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces (Q548531) (← links)
- Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- On approximating the probability of a large excursion of a nonstationary Gaussian process (Q606004) (← links)
- Hierarchical Bayes models for response time data (Q615665) (← links)
- Conditional probability Markov chain simulation based reliability analysis method for nonnormal variables (Q617111) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Stochastic elastic-plastic finite elements (Q646317) (← links)
- Combining VAR and DSGE forecast densities (Q647655) (← links)
- Kernel principal component analysis for stochastic input model generation (Q655052) (← links)
- Approximate methods for stochastic eigenvalue problems (Q669769) (← links)
