The following pages link to The t Copula and Related Copulas (Q3421330):
Displaying 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- On non-central squared copulas (Q130005) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model (Q264269) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- On tail dependence for Grubbs' copula-function (Q269085) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models (Q518253) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence (Q928862) (← links)
