Pages that link to "Item:Q4733247"
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The following pages link to Families of Multivariate Distributions (Q4733247):
Displaying 50 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- The tau-path test for monotone association in an unspecified subpopulation: application to chemogenomic data mining (Q537471) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Stochastic comparisons for time transformed exponential models (Q659231) (← links)
- Empirical likelihood for the bivariate survival function under univariate censoring (Q680391) (← links)
- Data driven smooth test for paired populations (Q710778) (← links)
- Families of complementary distributions (Q722660) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Missing genetic information in case-control family data with general semi-parametric shared frailty model (Q746099) (← links)
- A two-stage estimation in the Clayton-Oakes model with marginal linear transformation models for multivariate failure time data (Q746124) (← links)
- Some new constructions of bivariate Weibull models (Q749137) (← links)
- On the scoring approach to admissibility of uncertainty measures in expert systems (Q807063) (← links)
- Aggregation theorems and multidimensional stochastic choice models (Q810336) (← 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)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- Multivariate flexible Pareto model: dependency structure, properties and characterizations (Q840785) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Construction of asymmetric multivariate copulas (Q957308) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- A Bayesian semi-parametric bivariate failure time model (Q1020712) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- Optimal bespoke CDO design via NSGA-II (Q1040049) (← links)
- Some families of multivariate symmetric distributions related to exponential distribution (Q1097606) (← links)
- A multivariate mixture of Weibull distributions in reliability modeling. (Q1124985) (← links)
- Bivariate frailty model for the analysis of multivariate survival time (Q1126003) (← links)
