The following pages link to copula (Q26399):
Displaying 36 items.
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
- Using Copulas to Model Time Dependence in Stochastic Frontier Models (Q5080458) (← links)
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions (Q5082826) (← links)
- The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s <i>T<sup>2</sup></i> control charts (Q5082935) (← links)
- Power and sample size calculation for paired right-censored data based on survival copula models (Q5084939) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- Bivariate degradation modelling with marginal heterogeneous stochastic processes (Q5106923) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- New non-parametric tests for independence (Q5107776) (← links)
- Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures (Q5110808) (← links)
- Distribution-free inference of zero-inflated binomial data for longitudinal studies (Q5130332) (← links)
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
- A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
- Gaussian copula of stable random vectors and application (Q5160582) (← links)
- An adaptation of pseudo-score confidence interval method for linear mixed models (Q5160583) (← links)
- Multivariate copulas on the MCUSUM control chart (Q5193433) (← links)
- Testing for concordance between several criteria (Q5219442) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets (Q5219487) (← links)
- Power of depth-based nonparametric tests for multivariate locations (Q5220841) (← links)
- A vine copula approach for regression analysis of bivariate current status data with informative censoring (Q5221304) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- A subcopula based dependence measure (Q5355104) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Assessing the Reliability Function of Nanocomponents (Q5391080) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Vine copula graphical models in the construction of biological networks (Q5859819) (← links)
- A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas (Q5867415) (← links)
- (Q5879921) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)
