The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 50 items.
- A copula-based approach to account for dependence in stress-strength models (Q2392696) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components (Q2417106) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Measuring the bullwhip effect with market competition among retailers: a simulation study (Q2668771) (← links)
- On Samuel's \(p\)-value model and the Simes test under dependence (Q2670794) (← links)
- Extreme generators of shock induced copulas (Q2671860) (← links)
- Predicting times to event based on vine copula models (Q2674484) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- A convenient infinite dimensional framework for generative adversarial learning (Q2683193) (← links)
- Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
- A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
- A spectral surrogate model for stochastic simulators computed from trajectory samples (Q2686878) (← links)
- On universal \(K_C\)-integrals (Q2695972) (← links)
- On the singular components of a copula (Q2794733) (← links)
- What makes dependence modeling challenging? Pitfalls and ways to circumvent them (Q2871285) (← links)
- A copulas-based approach to modeling dependence in decision trees (Q2892227) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Estimating the Probability that a Function Observed with Noise Is Convex (Q3386772) (← links)
- The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
- Bayesian Inference for the One-Factor Copula Model (Q3391192) (← links)
- MAKING COPULAS UNDER UNCERTAINTY (Q3417981) (← links)
- Modeling Dependencies with Copulae (Q3542243) (← links)
- (Q4363950) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Vine copula constructions of higher-dimensional dependent reliability systems (Q4588900) (← links)
- ON THE FUZZY SET THEORY AND AGGREGATION FUNCTIONS: HISTORY AND SOME RECENT ADVANCES (Q4626604) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- Marshall–Olkin Laplace transform copulas of multivariate gamma distributions (Q4638733) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- Approximate Bayesian Computation for Copula Estimation (Q4965727) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- Modelling count data via copulas (Q4987237) (← links)
- Dependency in multisensory integration: a copula-based analysis (Q4993409) (← links)
- Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
- A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
- (Q5011444) (← links)
