The following pages link to CopulaModel (Q55791):
Displaying 41 items.
- ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS (Q5070874) (← links)
- A bivariate extension of the beta generated distribution derived from copulas (Q5078397) (← links)
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447) (← links)
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas (Q5079226) (← links)
- Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Modeling dependency between industry production and energy market via stochastic copula approach (Q5082950) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables (Q5086140) (← links)
- Regression for doubly inflated multivariate Poisson distributions (Q5107471) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
- Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
- Zero-inflated count time series models using Gaussian copula (Q5197971) (← links)
- (Q5208678) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Dependence Modeling with Copulas, by Harry Joe. Monographs on Statistics and Applied probability 134, Published by CRC Press, 2015. Total number of pages: 18 + 462. ISBN: 978‐1‐4665‐8322‐1 (Hardback) (Q5256822) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- Book Reviews (Q5367489) (← links)
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
- Cybersecurity Insurance: Modeling and Pricing (Q5382567) (← links)
- FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
- CD-vine model for capturing complex dependence (Q5861182) (← links)
- Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
- (Q5879921) (← links)
- (Q5879924) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- (Q5886014) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Publication:5039634 (← links)
- Publication:5086140 (← links)
- Publication:5256822 (← links)
- Publication:5880061 (← links)
