Pages that link to "Item:Q2486000"

The following pages link to Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000):

Displaying 50 items.

• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm (Q3390357) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
• (Q3552467) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern (Q4555135) (← links)
• Inverse Gaussian process models for bivariate degradation analysis: A Bayesian perspective (Q4563397) (← links)
• Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
• Model-based clustering of Gaussian copulas for mixed data (Q4605242) (← links)
• A Bayesian joint model of recurrent events and a terminal event (Q4626721) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
• Analyzing bivariate ordinal data with CUB margins (Q4971424) (← links)
• Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
• Modelling count data via copulas (Q4987237) (← links)
• The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
• Parametric and semiparametric copula-based models for the regression analysis of competing risks (Q5079986) (← links)
• A Goodness-of-fit Test for Copulas (Q5080467) (← links)
• On copula moment: empirical likelihood based estimation method (Q5095867) (← links)
• An integer-valued autoregressive process for seasonality (Q5107714) (← links)
• Regression in a copula model for bivariate count data (Q5123638) (← links)
• (Q5125158) (← links)
• A method of moments to estimate bivariate survival functions: the copula approach (Q5148525) (← links)
• A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
• Doubly inflated Poisson model using Gaussian copula (Q5160218) (← links)
• A bivariate Pareto model (Q5169763) (← links)
• Birnbaum‐Saunders distribution: A review of models, analysis, and applications (Q5194966) (← links)
• An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467) (← links)
• Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
• A GLM Approach to Estimating Copula Models (Q5265817) (← links)
• A joint modeling approach for multivariate survival data with random length (Q5283330) (← links)
• Power-normal distribution (Q5299466) (← links)
• Modeling Multivariate Count Data Using Copulas (Q5305499) (← links)
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
• A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251) (← links)
• On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
• Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)
• A Primer on Copulas for Count Data (Q5505913) (← links)
• Composite likelihood estimation in multivariate data analysis (Q5718586) (← links)
• Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
• A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
• Generalized information matrix tests for copulas (Q5860958) (← links)
• (Q5879919) (← links)
• Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
• (Q5886014) (← links)