The following pages link to An introduction to copulas. (Q820222):
Displaying 50 items.
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Rearranged dependence measures (Q74042) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data (Q124843) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- On non-central squared copulas (Q130005) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula (Q141957) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- An algorithm for estimating survival under a copula-based dependent truncation model (Q151560) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Clustering dependent observations with copula functions (Q152288) (← links)
- Idempotent copulæ: ordinal sums and Archimedean copulæ (Q252937) (← links)
- On quantifying dependence: a framework for developing interpretable measures (Q254346) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- A nonparametric symmetry test for absolutely continuous bivariate copulas (Q257593) (← links)
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach (Q258946) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Rates of convergence for extremes of geometric random variables and marked point processes (Q262541) (← links)
- A copula-based algorithm for discovering patterns of dependent observations (Q263332) (← links)
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model (Q264269) (← links)
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Exchangeable exogenous shock models (Q265306) (← links)
- A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
- On tail dependence for Grubbs' copula-function (Q269085) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Multi-attribute target-based utilities and extensions of fuzzy measures (Q277545) (← links)
- Flipping of multivariate aggregation functions (Q279432) (← links)
- Ortholinear and paralinear semi-copulas (Q279434) (← links)
- New families of symmetric/asymmetric copulas (Q279436) (← links)
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems (Q292372) (← links)
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
- A mixture model of size-biased distributions (Q300516) (← links)
- Stochastic comparisons of order statistics from scaled and interdependent random variables (Q300522) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
