The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 50 items.
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Stochastic species abundance models involving special copulas (Q2149977) (← links)
- Coordinate-wise transformation of probability distributions to achieve a Stein-type identity (Q2154665) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
- On identification and non-normal simulation in ordinal covariance and item response models (Q2177739) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- On Copula-Itô processes (Q2178947) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Vine copula regression for observational studies (Q2218559) (← links)
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function (Q2218561) (← links)
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions (Q2218564) (← links)
- A Bayesian hierarchical copula model (Q2219218) (← links)
- On structural properties of an asymmetric copula family and its statistical implication (Q2219344) (← links)
- Data-driven polynomial chaos expansion for machine learning regression (Q2220634) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (Q2226323) (← links)
- Singular components of shock model copulas (Q2229937) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
- Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
- A family of cumulative hazard functions and their frailty connections (Q2244495) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- Statistical detection and classification of background risks affecting inputs and outputs (Q2272453) (← links)
- Weak comonotonicity (Q2282525) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Bi-free extreme values (Q2286467) (← links)
- M-vine decomposition and VAR(1) models (Q2288813) (← links)
- Constructing copulas from shock models with imprecise distributions (Q2302951) (← links)
- Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence (Q2303486) (← links)
- Relation between non-exchangeability and measures of concordance of copulas (Q2306211) (← links)
- Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
- Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
- Compatible matrices of Spearman's rank correlation (Q2322625) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- A typical copula is singular (Q2348433) (← links)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A bivariate failure time model with random shocks and mixed effects (Q2374398) (← links)
