Pages that link to "Item:Q1273993"

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

Displaying 50 items.

• Robust distributed maximum likelihood estimation with dependent quantized data (Q463811) (← links)
• Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
• Strategic asset allocation with switching dependence (Q470426) (← links)
• Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
• Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
• Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques (Q491004) (← links)
• Love and death: a Freund model with frailty (Q492627) (← links)
• Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
• Bell-type inequalities for bivariate maps on orthomodular lattices (Q493670) (← links)
• Copulae on products of compact Riemannian manifolds (Q495341) (← links)
• Quasi conjunction, quasi disjunction, t-norms and t-conorms: probabilistic aspects (Q497553) (← links)
• Transition choice probabilities in logit (Q498779) (← links)
• Joint survival probability via truncated invariant copula (Q509311) (← links)
• The additive hazard mixing models (Q511086) (← links)
• Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models (Q518253) (← links)
• Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
• Combining various types of belief structures (Q528768) (← links)
• On linear and quadratic constructions of aggregation functions (Q529349) (← links)
• Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
• Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model (Q537390) (← links)
• A generalized linear mixed model for longitudinal binary data with a marginal logit link function (Q542505) (← links)
• Stochastic comparisons for rooted butterfly networks and tree networks, with random environments (Q545342) (← links)
• Concordance and consensus (Q545367) (← links)
• Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
• Full ordering in the Shorrocks mobility sense of the semiring of monotone doubly stochastic matrices (Q550660) (← links)
• On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics (Q550684) (← links)
• Archimax copulas and invariance under transformations (Q557111) (← links)
• On the dependence structure of order statistics (Q557998) (← links)
• Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
• A test of independence based on a generalized correlation function (Q612521) (← links)
• Marginality and triangle inequality (Q616827) (← links)
• Dependence patterns associated with the fundamental diagram: a copula function approach (Q621477) (← links)
• Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes (Q621625) (← links)
• An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
• On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
• Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513) (← links)
• Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
• The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
• Copula Gaussian graphical models and their application to modeling functional disability data (Q641151) (← links)
• The bivariate normal copula function is regularly varying (Q643238) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Worst case risk measurement: back to the future? (Q654815) (← links)
• Some convex functions based measures of independence and their application to strange attractor reconstruction (Q657560) (← links)
• Estimating copula densities, using model selection techniques (Q659123) (← links)
• Stochastic comparisons for time transformed exponential models (Q659231) (← links)
• The non-constant-sum Colonel Blotto game (Q690683) (← links)
• Copulas with maximum entropy (Q691414) (← links)