The following pages link to Dependence Modeling with Copulas (Q3190362):
Displaying 50 items.
- CopulaModel (Q55791) (← links)
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Modelling Point Referenced Spatial Count Data: A Poisson Process Approach (Q69412) (← links)
- Factor tree copula models for item response data (Q72193) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On the family of multivariate chi-square copulas (Q321910) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Covar of families of copulas (Q342737) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Some properties of bivariate Schur-constant distributions (Q512801) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- How random is a random vector? (Q528246) (← links)
- Modeling dependence based on mixture copulas and its application in risk management (Q603180) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Factor copula models for right-censored clustered survival data (Q825281) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Multivariate medial correlation with applications (Q830307) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Modelling dependence (Q939341) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- A weak version of bivariate lack of memory property (Q1620938) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Bayesian bivariate survival analysis using the power variance function copula (Q1642151) (← links)
- Functional equations involving Sibuya's dependence function (Q1647751) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- Diagonal plane sections of trivariate copulas (Q1671258) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- A semiparametric and location-shift copula-based mixture model (Q1695097) (← links)
