Pages that link to "Item:Q3774723"
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The following pages link to Frank's family of bivariate distributions (Q3774723):
Displaying 50 items.
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- On a conjecture about the Frank copula family (Q2445558) (← links)
- The use of stochastic analytic center for yield maximization of systems with general distributions of component values (Q2477340) (← links)
- Bivariate return periods via 2-copulas (Q2485472) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Generalized diagonal band copulas (Q2567087) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Estimation of Kendall's tau for bivariate doubly truncated data (Q2633974) (← links)
- Bivariate Survival Models for Coupled Lives (Q2703233) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions (Q3102872) (← links)
- Testing quasi-independence for doubly truncated data (Q3106421) (← links)
- Comparison of Hierarchical Bayesian Models for Overdispersed Count Data using DIC and Bayes' Factors (Q3183247) (← links)
- Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals (Q3201267) (← links)
- Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles (Q3361718) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Spearman's ρ is larger than kendall's τ for positively dependent random variables (Q3432341) (← links)
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Q3440854) (← links)
- On the monotone regression dependence for archimedian bivariate uniform (Q3473224) (← links)
- Aspects of Dependence in Cuadras–Auge Family (Q3585303) (← links)
- A bivariate model of claim frequencies and severities (Q3592629) (← links)
- Comparison of GEE1 and GEE2 estimation applied to clustered logistic regression (Q3636777) (← links)
- A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution (Q3696110) (← links)
- On blest's measure of rank correlation (Q4457768) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- The Two‐Sample Problem with Induced Dependent Censorship (Q4668314) (← links)
- Properties of a one-parameter family of bivariate distributions with specified marginals (Q4725523) (← links)
- A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula (Q4843687) (← links)
- On copula moment: empirical likelihood based estimation method (Q5095867) (← links)
- Regression in a copula model for bivariate count data (Q5123638) (← links)
- Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis (Q5130231) (← links)
- Estimation of association parameters in copula models for bivariate left-truncated and right-censored data (Q5138054) (← links)
- The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models (Q5251486) (← links)
- A GLM Approach to Estimating Copula Models (Q5265817) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Estimation of regression parameters in missing data problems (Q5443819) (← links)
- THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (Q5493854) (← links)
- Understanding Relationships Using Copulas (Q5718270) (← links)
- Semiparametric estimation in copula models (Q5718587) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
- A copula-graphic estimator for the conditional survival function under dependent censoring (Q5718591) (← links)
- Accelerated life regression modelling of dependent bivariate time-to-event data (Q5718593) (← links)
- Nonparametric Two‐Sample Tests of the Marginal Mark Distribution with Censored Marks (Q5738840) (← links)
- Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas (Q5742654) (← links)
- Estimation of the cumulative baseline hazard function for dependently right-censored failure time data (Q5861608) (← links)
- The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins (Q6064408) (← links)
