Pages that link to "Item:Q1273993"

The following pages link to An introduction to copulas. Properties and applications (Q1273993):

Displaying 50 items.

• Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
• Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
• On relative skewness for multivariate distributions (Q905108) (← links)
• Multivariate Markov families of copulas (Q906347) (← links)
• The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
• Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
• Copulae of probability measures on product spaces (Q912464) (← links)
• A scalar product for copulas (Q924107) (← links)
• A conditional Koziol-Green model under dependent censoring (Q927369) (← links)
• A new approach for firm value and default probability estimation beyond Merton models (Q928142) (← links)
• An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
• Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
• Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
• Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
• On copulas, quasicopulas and fuzzy logic (Q939182) (← links)
• Modelling total tail dependence along diagonals (Q939329) (← links)
• A speeded item response model with gradual process change (Q946676) (← links)
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
• Fitting bivariate cumulative returns with copulas (Q956837) (← links)
• Construction of asymmetric multivariate copulas (Q957308) (← links)
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
• Regression models for multivariate ordered responses via the Plackett distribution (Q957326) (← links)
• Multivariate distributions with correlation matrices for nonlinear repeated measurements (Q959199) (← links)
• Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
• A counterexample to a conjecture of Hutchinson and Lai (Q961007) (← links)
• Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
• The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
• On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
• Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
• Reduction of uncertainty using sensitivity analysis methods for infinite random sets of indexable type (Q962895) (← links)
• A semiparametric test of independence in copula models for censored data (Q964445) (← links)
• Tail dependence for two skew \(t\) distributions (Q968464) (← links)
• Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Lipschitzian De Morgan triplets of fuzzy connectives (Q991891) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
• On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• Tail dependence for multivariate copulas and its monotonicity (Q998294) (← links)
• A bifurcation theory for a class of discrete time Markovian stochastic systems (Q1000768) (← links)
• Convex geometry of max-stable distributions (Q1003326) (← links)
• Weak convergence for the conditional distribution function in a Koziol-Green model under dependent censoring (Q1007472) (← links)
• Bayesian copula selection (Q1010423) (← links)
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
• Power analysis of database search using multiple scoring matrices (Q1010517) (← links)
• Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
• Commutative basic algebras and non-associative fuzzy logics (Q1016506) (← links)
• How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
• Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)