Pages that link to "Item:Q689348"

The following pages link to Parametric families of multivariate distributions with given margins (Q689348):

Displaying 48 items.

• Copula functions for residual dependency (Q2517882) (← links)
• Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• Monotonicity of positive dependence with time for stationary reversible Markov chains (Q2805324) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Semiparametric Regression Estimation in Copula Models (Q3424171) (← links)
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS (Q3503030) (← links)
• A Semiparametric Transition Model with Latent Traits for Longitudinal Multistate Data (Q3549390) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• Duration time-series models with proportional hazard (Q3608189) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• Semiparametric Estimation in Copulas with the Same Marginals (Q3622054) (← links)
• Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
• Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
• A Family of Bivariate Densities Constructed from Marginals (Q4844208) (← links)
• Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
• Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
• Spatial Interpolation of Extreme PM1 Values Using Copulas (Q5050420) (← links)
• Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
• Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
• Control charts of mean and variance using copula Markov SPC and conditional distribution by copula (Q5083963) (← links)
• (Q5101752) (← links)
• (Q5121463) (← links)
• Regression in a copula model for bivariate count data (Q5123638) (← links)
• Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
• Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies (Q5138647) (← links)
• A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
• Modeling Multivariate Count Data Using Copulas (Q5305499) (← links)
• Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)
• Analysis of Failure Time Data with Multilevel Clustering, with Application to the Child Vitamin A Intervention Trial in Nepal (Q5434892) (← links)
• Robust Fits for Copula Models (Q5436418) (← links)
• Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect (Q5438344) (← links)
• Understanding Relationships Using Copulas (Q5718270) (← links)
• Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
• (Q5879919) (← links)
• Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
• Multivariate survival functions with a min-stable property (Q5926420) (← links)
• Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
• On Families of Distributions with Shape Parameters (Q6064597) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• Reconstructing discrete measures from projections. Consequences on the empirical sliced Wasserstein distance (Q6633604) (← links)
• On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas (Q6656672) (← links)