The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 33 items.
- Principal stratification for quantile causal effects under partial compliance (Q6560457) (← links)
- Controlling the false discovery rate by a latent Gaussian copula knockoff procedure (Q6567456) (← links)
- Nonparametric universal copula modeling (Q6576820) (← links)
- Allocations of cold standbys to series and parallel systems with dependent components (Q6576851) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
- Residual-based cumulative sum charts to monitor time series of counts via copula-based Markov models (Q6580761) (← links)
- Assessing copula models for mixed continuous-ordinal variables (Q6588433) (← links)
- The topological structures of the spaces of copulas and subcopulas (Q6588946) (← links)
- Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling (Q6591514) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
- Zero-inflated modeling. II: Zero-inflated models for complex data structures (Q6602349) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Joint occurrences of competing risks and multivariate longitudinal data: a prediction investigation for the HIV.long data (Q6605933) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- Forecasting natural gas prices with spatio-temporal copula-based time series models (Q6609962) (← links)
- Invariant correlation under marginal transforms (Q6615380) (← links)
- Dealing With Endogeneity in Threshold Models Using Copulas (Q6617743) (← links)
- Nonparametric Copula Estimation for Mixed Insurance Claim Data (Q6620882) (← links)
- The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data (Q6625903) (← links)
- Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)
- Modeling the duration and size of extended attack wildfires as dependent outcomes (Q6626161) (← links)
- On modeling positive continuous data with spatiotemporal dependence (Q6626180) (← links)
- Mixed Marginal Copula Modeling (Q6626291) (← links)
- Bayesian geostatistical modeling for discrete-valued processes (Q6626617) (← links)
- A copula-based set-variant association test for bivariate continuous, binary or mixed phenotypes (Q6636239) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Construction of copulas for bivariate failure rates (Q6644383) (← links)
- Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures (Q6651363) (← links)
- Pair programming with ChatGPT for sampling and estimation of copulas (Q6661264) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)
