Pages that link to "Item:Q80563"

The following pages link to Pair-copula constructions of multiple dependence (Q80563):

Displaying 50 items.

• Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
• MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
• Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
• A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
• Generalized information matrix tests for copulas (Q5860958) (← links)
• CD-vine model for capturing complex dependence (Q5861182) (← links)
• Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
• (Q5879921) (← links)
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality (Q5881078) (← links)
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
• (Q5886014) (← links)
• Uncertainty quantification in complex simulation models using ensemble copula coupling (Q5965044) (← links)
• Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas (Q6050382) (← links)
• On Families of Distributions with Shape Parameters (Q6064597) (← links)
• A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data (Q6079760) (← links)
• Vine Copulas for Imputation of Monotone Non‐response (Q6086598) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
• Bayesian ridge regression for survival data based on a vine copula-based prior (Q6120619) (← links)
• Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
• Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Vine copula structure representations using graphs and matrices (Q6495088) (← links)
• Generalized F-discrepancy-based point selection strategy for dependent random variables in uncertainty quantification of nonlinear structures (Q6497735) (← links)
• On auto- and cross-interdependence in interval field finite element analysis (Q6497760) (← links)
• Multivariate joint probability function of earthquake ground motion prediction equations based on vine copula approach (Q6534762) (← links)
• Spline approximations to conditional Archimedean copula (Q6537791) (← links)
• Financial dependence analysis: applications of vine copulas (Q6552773) (← links)
• Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
• Multivariate option pricing using copulae (Q6570854) (← links)
• COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
• (sfi)\(^2\) statistics for innovation -- the experience of the Oslo centre in industrial statistics (Q6574691) (← links)
• A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
• Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
• Statistical disclosure control for continuous variables using an extended skew-t copula (Q6580692) (← links)
• Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)
• Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
• Copulae: an overview and recent developments (Q6602358) (← links)
• A review of multivariate distributions for count data derived from the Poisson distribution (Q6607052) (← links)
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
• Forecasting natural gas prices with spatio-temporal copula-based time series models (Q6609962) (← links)
• Modeling Dependence in High Dimensions With Factor Copulas (Q6616603) (← links)
• Bayesian Inference for Regression Copulas (Q6617790) (← links)
• Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
• Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities (Q6624716) (← links)
• The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data (Q6625903) (← links)
• Mixed Marginal Copula Modeling (Q6626291) (← links)
• A general frailty model to accommodate individual heterogeneity in the acquisition of multiple infections: an application to bivariate current status data (Q6627373) (← links)
• A numerical strategy to evaluate performance of predictive scores via a copula-based approach (Q6627455) (← links)
• A Multivariate Stochastic Degradation Model for Dependent Performance Characteristics (Q6631135) (← links)