Pages that link to "Item:Q1273993"
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The following pages link to An introduction to copulas. Properties and applications (Q1273993):
Displaying 50 items.
- Worst VaR scenarios (Q2567093) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Updating beliefs for binary variables (Q2573516) (← links)
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas (Q2574135) (← links)
- Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457) (← links)
- Some positive dependence stochastic orders (Q2581510) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- Expectation of rank statistics under setup of stochastic inequalities (Q2581883) (← links)
- Overlap functions (Q2653975) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Ordinal sums of triangular norms on bounded lattices (Q2660935) (← links)
- Estimation of functionals of multivariate distribution by censored observation via copula function (Q2683614) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- Cramér-von Mises regression (Q2714921) (← links)
- Correlation and dependence (Q2732679) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- Markov Processes in Survival Analysis (Q2800197) (← links)
- Spatial Bayesian Nonparametric Methods (Q2800204) (← links)
- Using predictive risk for process control (Q2802819) (← links)
- Efficient Calculation of Kendall’s τ for Interval Data (Q2805789) (← links)
- C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions (Q2815446) (← links)
- A structural jump threshold framework for credit risk (Q2819097) (← links)
- Automated Preference Elicitation for Decision Making (Q2822299) (← links)
- Bridging conditional and marginal inference for spatially referenced binary data (Q2846469) (← links)
- Generalized logistic models and its orthant tail dependence (Q2882853) (← links)
- Meta-analysis for surrogacy: accelerated failure time models and semicompeting risks modeling (Q2894010) (← links)
- On a problem by Schweizer and Sklar (Q2907897) (← links)
- Information Properties for Concomitants of Order Statistics in Farlie–Gumbel–Morgenstern (FGM) Family (Q2920014) (← links)
- Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation (Q2950559) (← links)
- Modeling Liquid Association (Q3008866) (← links)
- Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics (Q3020439) (← links)
- Fuzzy Sets and Fuzzy Logic-Based Methods in Multicriteria Decision Analysis (Q3058463) (← links)
- A multivariate IFR notion based on the multivariate dispersive ordering (Q3077475) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- On relative ageing of coherent systems with dependent identically distributed components (Q3298824) (← links)
- Frechet classes: The beginnings (Q3350366) (← links)
- Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm (Q3390357) (← links)
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models (Q3391200) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Q3440854) (← links)
- Spatial variable selection methods for investigating acute health effects of fine particulate matter components (Q3465743) (← links)
