Pages that link to "Item:Q4733247"
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The following pages link to Families of Multivariate Distributions (Q4733247):
Displaying 50 items.
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral (Q2293388) (← links)
- On a muted family of bivariate distributions (Q2307236) (← links)
- Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- A bivariate Gompertz-Makeham life distribution (Q2350061) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Association estimation for clustered failure time data with a cure fraction (Q2359473) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima (Q2406580) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- Identification of survival functions through hazard functions in the Clayton-family (Q2452878) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- A diagnostic for association in bivariate survival models (Q2575272) (← links)
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications (Q2665863) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Markov Processes in Survival Analysis (Q2800197) (← links)
- Generalized logistic models and its orthant tail dependence (Q2882853) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Analysis of Survival Data from Case-Control Family Studies (Q3078980) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- A preventive maintenance and replacement policy of a series system with failure interaction (Q3225079) (← links)
- Semiparametric Regression Estimation in Copula Models (Q3424171) (← links)
- Properties of Certain Class of Mixture Distributions (Q3435976) (← links)
- Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach (Q3549397) (← links)
- Empirical Likelihood for Non‐Smooth Criterion Functions (Q3552962) (← links)
- Semiparametric Estimation in Copulas with the Same Marginals (Q3622054) (← links)
- Law of large numbers and large deviations for dependent risks (Q3623412) (← links)
- (Q3778500) (← links)
- Influence of random effects on bivariate and trivariate survival models (Q3836393) (← links)
- (Q4226996) (← links)
- Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures (Q4275867) (← links)
- (Q4365845) (← links)
- A family of bivariate failure time distributions with proportional crude and conditional hazards (Q4386001) (← links)
- MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
- BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE (Q4563816) (← links)
- Sampling from Archimedean copulas (Q4610241) (← links)