The following pages link to (Q4856135):
Displaying 11 items.
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
- Vines -- a new graphical model for dependent random variables. (Q1848964) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- Bounds for functions of multivariate risks (Q2489767) (← links)
- Vector copulas (Q2697978) (← links)
- (Q3999625) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas (Q6537374) (← links)