Pages that link to "Item:Q127473"

The following pages link to Goodness-of-fit tests for copulas: A review and a power study (Q127473):

Displaying 50 items.

• Conditional Dependence Among Oil, Gold and U.S. Dollar Exchange Rates: A Copula-GARCH Approach (Q5015928) (← links)
• Using copulas for rating weather index insurance contracts (Q5036335) (← links)
• SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
• PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
• Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
• Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• Using Copulas to Model Time Dependence in Stochastic Frontier Models (Q5080458) (← links)
• A Goodness-of-fit Test for Copulas (Q5080467) (← links)
• Simultaneous arrival of customers to two different queues and modeling dependence via copula approach (Q5085091) (← links)
• (Q5093358) (← links)
• On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
• Do stock returns have an Archimedean copula? (Q5129070) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• Semiparametric models of longitudinal and time-to-event data with applications to HIV viral dynamics and CD4 counts (Q5130360) (← links)
• Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index (Q5147160) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• Time-varying copula models for financial time series (Q5197403) (← links)
• Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
• A vine copula approach for regression analysis of bivariate current status data with informative censoring (Q5221304) (← links)
• Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis (Q5232803) (← links)
• Copula dynamics in CDOs (Q5245912) (← links)
• Bayesian semiparametric copula estimation with application to psychiatric genetics (Q5257934) (← links)
• Nonparametric Identification of Copula Structures (Q5327295) (← links)
• A Test for Truncation Invariant Dependence (Q5348622) (← links)
• Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
• On Firing Rate Estimation for Dependent Interspike Intervals (Q5380220) (← links)
• Goodness‐of‐fit Test for Directional Data (Q5413956) (← links)
• Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
• Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
• Copula-Based Models for the Power of Independence Tests (Q5712004) (← links)
• FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
• A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
• Generalized information matrix tests for copulas (Q5860958) (← links)
• A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
• Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
• A transition copula model for analyzing multivariate longitudinal data with missing responses (Q5867718) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970328) (← links)
• (Q6039730) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
• On the weighted tests of independence based on Bernstein empirical copula (Q6171311) (← links)
• The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Mathematical assessment of hydrological drought in the mun watershed: incorporating standardized runoff index and archimedes copula functions (Q6544215) (← links)
• Testing bivariate independence based on <i>α</i> -divergence by improved probit transformation method for copula density estimation (Q6544965) (← links)
• The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
• Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)