The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 50 items.
- (Q5879921) (← links)
- (Q5879924) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← 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)
- (Q6039730) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- (Q6045884) (← links)
- Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas (Q6050382) (← links)
- A <scp>copula‐based</scp> approach on optimal allocation of hot standbys in series systems (Q6051592) (← links)
- Copula modelling with penalized complexity priors: the bivariate case (Q6051851) (← links)
- A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space (Q6074741) (← links)
- Some multivariate imprecise shock model copulas (Q6081875) (← links)
- Vine Copulas for Imputation of Monotone Non‐response (Q6086598) (← links)
- On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables (Q6097552) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Theoretical considerations when simulating data from the <i>g</i>‐and‐<i>h</i> family of distributions (Q6127029) (← links)
- Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies (Q6157140) (← links)
- Hedging cryptos with Bitcoin futures (Q6158443) (← links)
- Bi-factor and second-order copula models for item response data (Q6160315) (← links)
- On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures (Q6162800) (← links)
- Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
- On exact distribution for multivariate weighted distributions and classification (Q6164872) (← links)
- Football tracking data: a copula-based hidden Markov model for classification of tactics in football (Q6170875) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- On Uniform and α-Monotone Discrete Distributions (Q6174120) (← links)
- Towards an automatic uncertainty compiler (Q6178702) (← links)
- Bayesian design for minimizing prediction uncertainty in bivariate spatial responses with applications to air quality monitoring (Q6183910) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)
- High-dimensional factor copula models with estimation of latent variables (Q6200937) (← links)
- Copula-based conditional tail indices (Q6200942) (← links)
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
- \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information (Q6200945) (← links)
- A flexible Clayton-like spatial copula with application to bounded support data (Q6200954) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Nearest-neighbor mixture models for non-Gaussian spatial processes (Q6203346) (← links)
- Vine copula structure representations using graphs and matrices (Q6495088) (← links)
- A unifying switching regime regression framework with applications in health economics (Q6544904) (← links)
- Testing bivariate independence based on <i>α</i> -divergence by improved probit transformation method for copula density estimation (Q6544965) (← links)
- Total effects with constrained features (Q6547752) (← links)
- Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data (Q6548792) (← links)
- Copula based Bayesian data analysis of loss reserving (Q6552977) (← links)
