Pages that link to "Item:Q3432388"

The following pages link to Multivariate survival distributions (Q3432388):

Displaying 45 items.

• Pair-copula constructions of multiple dependence (Q80563) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
• Measuring reproducibility of high-throughput experiments (Q652341) (← links)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
• Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
• A semiparametric test of independence in copula models for censored data (Q964445) (← links)
• Modelling stochastic mortality for dependent lives (Q974810) (← links)
• A test of independence in some copula models (Q1019534) (← links)
• Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
• A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
• Archimedean copulae and positive dependence (Q1776879) (← links)
• Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
• Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
• Dependent hazards in multivariate survival problems (Q1969080) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
• The XGTDL family of survival distributions (Q2068970) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Nonparametric Archimedean generator estimation with implications for multiple testing (Q2218565) (← links)
• Multiple event times in the presence of informative censoring: modeling and analysis by copulas (Q2223347) (← links)
• Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
• Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
• Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
• A model selection test for bivariate failure-time data (Q2886950) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
• Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Q3440854) (← links)
• (Q3552467) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• (Q4218219) (← links)
• Estimation and goodness-of-fit procedures for Farlie–Gumbel–Morgenstern bivariate copula of order statistics (Q4913934) (← links)
• A bivariate extension of the beta generated distribution derived from copulas (Q5078397) (← links)
• Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
• THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (Q5493854) (← links)
• Understanding Relationships Using Copulas (Q5718270) (← links)
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
• A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials (Q5748757) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q6596174) (← links)
• Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)