The following pages link to CopulaModel (Q55791):
Displaying 50 items.
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (Q2068951) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Baire category results for stochastic orders (Q2081243) (← links)
- Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models (Q2082345) (← links)
- Distortion representations of multivariate distributions (Q2082487) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Multiple inflated negative binomial regression for correlated multivariate count data (Q2097688) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data (Q2135899) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Stochastic species abundance models involving special copulas (Q2149977) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
- On identification and non-normal simulation in ordinal covariance and item response models (Q2177739) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Vine copula regression for observational studies (Q2218559) (← links)
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function (Q2218561) (← links)
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions (Q2218564) (← links)
- A Bayesian hierarchical copula model (Q2219218) (← links)
- On structural properties of an asymmetric copula family and its statistical implication (Q2219344) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (Q2226323) (← links)
- Singular components of shock model copulas (Q2229937) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
- A family of cumulative hazard functions and their frailty connections (Q2244495) (← links)
- Statistical detection and classification of background risks affecting inputs and outputs (Q2272453) (← links)
- Weak comonotonicity (Q2282525) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Bi-free extreme values (Q2286467) (← links)
- Constructing copulas from shock models with imprecise distributions (Q2302951) (← links)
- Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence (Q2303486) (← links)
- Relation between non-exchangeability and measures of concordance of copulas (Q2306211) (← links)
- Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
- Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
- Compatible matrices of Spearman's rank correlation (Q2322625) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- A typical copula is singular (Q2348433) (← links)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
