Pages that link to "Item:Q2486000"

The following pages link to Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000):

Displaying 50 items.

• A stress-strength model with dependent variables to measure household financial fragility (Q1934284) (← links)
• Parameter estimation for pair-copula constructions (Q1952431) (← links)
• A bivariate count model with discrete Weibull margins (Q1997324) (← links)
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
• Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
• A mixture of regular vines for multiple dependencies (Q2039146) (← links)
• Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
• A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
• Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
• A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
• Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave (Q2068943) (← links)
• Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (Q2068951) (← links)
• Distortion representations of multivariate distributions (Q2082487) (← links)
• Dynamic copulas for monotonic dependence change in time series (Q2091330) (← links)
• Multiple inflated negative binomial regression for correlated multivariate count data (Q2097688) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude (Q2135353) (← links)
• Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
• The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
• A Bayesian hierarchical copula model (Q2219218) (← links)
• Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183) (← links)
• Estimation and inference for dependence in multivariate data (Q2267587) (← links)
• Implicit copulas from Bayesian regularized regression smoothers (Q2290705) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
• Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
• Estimating a multivariate model with discrete Weibull margins (Q2321792) (← links)
• Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
• Factor copula models for item response data (Q2348188) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
• A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
• Statistical simulation based on right skewed distributions (Q2403396) (← links)
• Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
• A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
• Two-stage estimation in copula models used in family studies (Q2432622) (← links)
• Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
• Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
• Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
• Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
• Bivariate sinh-normal distribution and a related model (Q2517094) (← links)
• Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
• A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
• Bayesian semiparametric analysis of recurrent failure time data using copulas (Q2803427) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation (Q2962555) (← links)
• Multi-type insurance claim processes with high-dimensional covariates (Q2965587) (← links)