The following pages link to copula (Q19960):
Displaying 50 items.
- 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)
- 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)
- Fast large-sample goodness-of-fit tests for copulas (Q2999752) (← links)
- Positive quadrant dependence tests for copulas (Q3086514) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Smoothing of Multivariate Data (Q3564986) (← 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)
- 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)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
- Using Copulas to Model Time Dependence in Stochastic Frontier Models (Q5080458) (← links)
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions (Q5082826) (← links)
- The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s <i>T<sup>2</sup></i> control charts (Q5082935) (← links)
- Power and sample size calculation for paired right-censored data based on survival copula models (Q5084939) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- Bivariate degradation modelling with marginal heterogeneous stochastic processes (Q5106923) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Distribution-free inference of zero-inflated binomial data for longitudinal studies (Q5130332) (← links)
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
- A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
- Gaussian copula of stable random vectors and application (Q5160582) (← links)
- An adaptation of pseudo-score confidence interval method for linear mixed models (Q5160583) (← links)
- Multivariate copulas on the MCUSUM control chart (Q5193433) (← links)
- Testing for concordance between several criteria (Q5219442) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets (Q5219487) (← links)
- Power of depth-based nonparametric tests for multivariate locations (Q5220841) (← links)
- A vine copula approach for regression analysis of bivariate current status data with informative censoring (Q5221304) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- (Q5262079) (← links)
- (Q5272732) (← links)
- A subcopula based dependence measure (Q5355104) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
