Pages that link to "Item:Q4733247"
From MaRDI portal
The following pages link to Families of Multivariate Distributions (Q4733247):
Displaying 44 items.
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
- Marshall–Olkin Laplace transform copulas of multivariate gamma distributions (Q4638733) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- A strategy for constructing multivariate distributions (Q4859855) (← links)
- A family of multivariate discrete distributions (Q5013094) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- Marshall–Olkin frailty survival models for bivariate right-censored failure time data (Q5036948) (← links)
- Sampling from Archimedean <i>n</i>-copulas (Q5077929) (← links)
- Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm (Q5078014) (← links)
- On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution (Q5093716) (← links)
- Penalized variable selection in copula survival models for clustered time-to-event data (Q5107731) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
- Testing for concordance between several criteria (Q5219442) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Bayesian Inference in Cumulative Distribution Fields (Q5266577) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas (Q5494728) (← links)
- Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects (Q5495082) (← links)
- Bounds for<i>L</i>-Statistics from Weakly Dependent Samples of Random Length (Q5697388) (← links)
- Accelerated life regression modelling of dependent bivariate time-to-event data (Q5718593) (← links)
- Modeling cause-of-death mortality using hierarchical Archimedean copula (Q5743530) (← links)
- Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals (Q5875270) (← links)
- Multivariate survival functions with a min-stable property (Q5926420) (← links)
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring (Q5949986) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- On Families of Distributions with Shape Parameters (Q6064597) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions (Q6107590) (← links)
- Integral transformation of a copula function (Q6164708) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
- Stochastic comparison on active redundancy allocation to <i>K</i>-out-of-<i>N</i> systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)
- Copula-based conditional tail indices (Q6200942) (← links)
- A flexible Clayton-like spatial copula with application to bounded support data (Q6200954) (← links)
- Construction of Archimedean copulas using total time on test transforms (Q6558641) (← links)
- Modeling credit portfolio derivatives, including both a default and a prepayment feature (Q6570852) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)
- Modeling Dependence in High Dimensions With Factor Copulas (Q6616603) (← links)
- Copula-Based Random Effects Models for Clustered Data (Q6617780) (← links)
- Pair programming with ChatGPT for sampling and estimation of copulas (Q6661264) (← links)
