Pages that link to "Item:Q2994844"
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The following pages link to The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844):
Displaying 11 items.
- Time-dependent copulas (Q443766) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions'' (Q2270873) (← links)
- Robust calibration of hierarchical population models for heterogeneous cell populations (Q2294462) (← links)
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Statistical Inference for a Relative Risk Measure (Q6634862) (← links)
