The following pages link to copula (Q19960):
Displaying 50 items.
- Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Generators of copulas and aggregation (Q1749092) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Copula-based slope reliability analysis using the failure domain defined by the \(g\)-line (Q1793406) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method (Q1941283) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment (Q2028809) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Partial identification of latent correlations with binary data (Q2065261) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
- When and when not to use optimal model averaging (Q2208423) (← links)
- Generalised joint regression for count data: a penalty extension for competitive settings (Q2209714) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers (Q2220308) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas (Q2223347) (← links)
- On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper (Q2241608) (← links)
- Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716) (← links)
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718) (← links)
- Copula selection for graphical models in continuous estimation of distribution algorithms (Q2259747) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- A simple, consistent estimator of SNP heritability from genome-wide association studies (Q2291534) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111) (← links)
- On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
- Integrated bank risk modeling: a bottom-up statistical framework (Q2355958) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
