The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 50 items.
- Conditional Dependence Among Oil, Gold and U.S. Dollar Exchange Rates: A Copula-GARCH Approach (Q5015928) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements (Q5035861) (← links)
- Modeling multivariate cybersecurity risks (Q5036346) (← links)
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response (Q5036838) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS (Q5070874) (← links)
- A bivariate extension of the beta generated distribution derived from copulas (Q5078397) (← links)
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447) (← links)
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas (Q5079226) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Modeling dependency between industry production and energy market via stochastic copula approach (Q5082950) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables (Q5086140) (← links)
- Regression for doubly inflated multivariate Poisson distributions (Q5107471) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- An integer-valued autoregressive process for seasonality (Q5107714) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
- (Q5125158) (← links)
- Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
- An agent-based model for the assessment of LTV caps (Q5139267) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- (Q5149227) (← links)
- Doubly inflated Poisson model using Gaussian copula (Q5160218) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Zero-inflated count time series models using Gaussian copula (Q5197971) (← links)
- (Q5208678) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- (Q5226706) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- Dependence Modelling with Copulas. By H.Joe. Boca Raton, Florida CRC Press. 2015. 480 pages. £ 57.99 (hardback). ISBN 978‐1‐4665‐8322‐1. (Q5361195) (← links)
- Book Reviews (Q5367489) (← links)
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
- Cybersecurity Insurance: Modeling and Pricing (Q5382567) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
- CD-vine model for capturing complex dependence (Q5861182) (← links)
- Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
