Pages that link to "Item:Q80563"
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The following pages link to Pair-copula constructions of multiple dependence (Q80563):
Displaying 8 items.
- An extended trivariate vine copula mixed model for meta-analysis of diagnostic studies in the presence of nonevaluable outcomes (Q6636056) (← links)
- Agent-based modeling in medical research, virtual baseline generator and change in patients' profile issue (Q6636233) (← links)
- New copula families and mixing properties (Q6640090) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters (Q6663322) (← links)
- A copula model for marked point process with a terminal event: an application in dynamic prediction of insurance claims (Q6665456) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)
