Pages that link to "Item:Q4733247"
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The following pages link to Families of Multivariate Distributions (Q4733247):
Displaying 50 items.
- Some recent developments for regression analysis of multivariate failure time data (Q1126015) (← links)
- A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques (Q1184357) (← links)
- A family of distributions related to the McCullagh family (Q1186641) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- Probability distributions with given multivariate marginals and given dependence structure (Q1261299) (← links)
- Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
- Asymptotic normality of two-sample linear rank statistics under association (Q1298701) (← links)
- LBI tests of independence in bivariate exponential distributions (Q1336549) (← links)
- Semi-parametric multivariate modelling when the marginals are the same (Q1403420) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- A multivariate counting process with Weibull-distributed first-arrival times. (Q1431816) (← links)
- The construction of multivariate distributions from Markov random fields (Q1578058) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Bayesian bivariate survival analysis using the power variance function copula (Q1642151) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Systemic risk and copula models (Q1787919) (← links)
- A class of symmetric bivariate uniform distributions (Q1805532) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Dependent hazards in multivariate survival problems (Q1969080) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling (Q1997914) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
- Inference on win ratio for cluster-randomized semi-competing risk data (Q2068973) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Stochastic species abundance models involving special copulas (Q2149977) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Nonparametric Archimedean generator estimation with implications for multiple testing (Q2218565) (← links)
- A family of cumulative hazard functions and their frailty connections (Q2244495) (← links)
- Robust portfolio optimization with copulas (Q2256232) (← links)
- Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications (Q2267598) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
