Pages that link to "Item:Q4648551"
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The following pages link to Pair Copula Constructions for Multivariate Discrete Data (Q4648551):
Displaying 18 items.
- A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Nearest-neighbor mixture models for non-Gaussian spatial processes (Q6203346) (← links)
- Mixture copulas with discrete margins and their application to imbalanced data (Q6204708) (← links)
- Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
- Nonparametric universal copula modeling (Q6576820) (← links)
- A copula-based portrayal of the collider bias (Q6580647) (← links)
- A stochastic block Ising model for multi-layer networks with inter-layer dependence (Q6589306) (← links)
- A review of multivariate distributions for count data derived from the Poisson distribution (Q6607052) (← links)
- Probabilistic models of profiles for voting by evaluation (Q6624515) (← links)
- Mixed Marginal Copula Modeling (Q6626291) (← links)
- Bayesian geostatistical modeling for discrete-valued processes (Q6626617) (← links)
- A Randomized Pairwise Likelihood Method for Complex Statistical Inferences (Q6631728) (← links)
- Agent-based modeling in medical research, virtual baseline generator and change in patients' profile issue (Q6636233) (← links)
- Consistent Community Detection in Inter-Layer Dependent Multi-Layer Networks (Q6651420) (← links)
