Pages that link to "Item:Q3142148"
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The following pages link to Statistical Inference Procedures for Bivariate Archimedean Copulas (Q3142148):
Displaying 50 items.
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← links)
- Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
- Decomposition of a Schur-constant model and its applications (Q1023101) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343) (← links)
- Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
- The dominance relation in some families of continuous Archimedean t-norms and copulas (Q1038002) (← links)
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies (Q1413390) (← links)
- Kendall distribution functions. (Q1423086) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Modelling bivariate lifetime data using copula (Q1616402) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q1761524) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- A class of symmetric bivariate uniform distributions (Q1805532) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula (Q2015055) (← links)
- The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- On convergence of associative copulas and related results (Q2063750) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
