Pages that link to "Item:Q1273993"

The following pages link to An introduction to copulas. Properties and applications (Q1273993):

Displaying 50 items.

• Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities (Q1926809) (← links)
• Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
• Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
• Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
• Bayes multiple decision functions (Q1951157) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• A new family of positive quadrant dependent bivariate distributions (Q1970830) (← links)
• Construction of a class of copula using the finite difference method (Q1981866) (← links)
• Dependence properties of multivariate distributions with proportional hazard rate marginals (Q1988638) (← links)
• Estimation of the value at risk using the stochastic approach of Taylor formula (Q1989038) (← links)
• A bivariate count model with discrete Weibull margins (Q1997324) (← links)
• Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• Generalized ordinal sums of aggregation operators on bounded lattices (Q2023167) (← links)
• Generalized \(C_{F_1 F_2}\)-integrals: from Choquet-like aggregation to ordered directionally monotone functions (Q2037439) (← links)
• A metric space of subcopulas -- an approach via Hausdorff distance (Q2037447) (← links)
• A note on the copulas invariant with respect to \((a,b)\)-transformation (Q2037448) (← links)
• On some classes of directionally monotone functions (Q2042888) (← links)
• \(d\)-Choquet integrals: Choquet integrals based on dissimilarities (Q2048773) (← links)
• Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• A tribute to Abe Sklar (Q2076960) (← links)
• Feature selection for data integration with mixed multiview data (Q2078739) (← links)
• A pseudo-values regression model for non-fatal event free survival in the presence of semi-competing risks (Q2082473) (← links)
• Mathematical foundation of artificial intelligence (Q2086263) (← links)
• Dynamic copulas for monotonic dependence change in time series (Q2091330) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Stochastic species abundance models involving special copulas (Q2149977) (← links)
• Properties and estimation of a bivariate geometric model with locally constant failure rates (Q2150785) (← links)
• Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
• Multivariate Hawkes processes on inhomogeneous random graphs (Q2169066) (← links)
• The single server queue with mixing dependencies (Q2176354) (← links)
• Bi-directional dominance for measure modeled uncertainty (Q2195324) (← links)
• \(C_F\)-integrals: a new family of pre-aggregation functions with application to fuzzy rule-based classification systems (Q2195412) (← links)
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
• A two-dimensional distribution model: applications to time periods of various lengths in surgical activity (Q2197381) (← links)
• A modified version of stochastic dominance involving dependence (Q2197617) (← links)
• Observational nonidentifiability, generalized likelihood and free energy (Q2206450) (← links)
• Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
• Inference in stochastic frontier analysis with dependent error terms (Q2229869) (← links)
• WITHDRAWN: ``Inference in stochastic frontier analysis with dependent error terms'' (Q2229871) (← links)
• Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas (Q2241102) (← links)
• Analysis of sequential quality improvement plans to obtain confidence bounds (Q2241488) (← links)
• Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models (Q2247284) (← links)
• Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)