The following pages link to copula (Q26399):
Displaying 50 items.
- 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)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← 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)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- An optimized feature selection technique based on bivariate copulas ``GBCFS'' (Q2687941) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula (Q2864238) (← links)
- Sample \(d\)-copula of order \(m\) (Q2868777) (← links)
- Flexible copula density estimation with penalized hierarchical B-splines (Q2868861) (← links)
- Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times (Q2896326) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- Positive quadrant dependence tests for copulas (Q3086514) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions (Q3455816) (← links)
- Bivariate copulas on the Hotelling's <i>T</i><sup>2</sup> control chart (Q4563420) (← links)
- A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks (Q4579899) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- (Q4636983) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (Q5019040) (← links)
- Joint regression modeling for missing categorical covariates in generalized linear models (Q5036347) (← links)
- Interpoint distance tests for high-dimensional comparison studies (Q5037047) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- (Q5039916) (← links)
