Pages that link to "Item:Q5077243"
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The following pages link to Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243):
Displaying 9 items.
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Checkerboard copula defined by sums of random variables (Q2175176) (← links)
- CHECKERBOARD COPULAS OF MAXIMUM ENTROPY WITH PRESCRIBED MIXED MOMENTS (Q4972092) (← links)
- Distributions associated to the counting techniques of the <i>d</i>-sample copula of order <i>m</i> and weak convergence of the sample process (Q5083876) (← links)
- Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
- Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)
- A characterization of multivariate independence using copulas (Q6170130) (← links)
- Probabilistic models of profiles for voting by evaluation (Q6624515) (← links)
- Decomposition and graphical correspondence analysis of checkerboard copulas (Q6641511) (← links)
