Pages that link to "Item:Q830311"
From MaRDI portal
The following pages link to Copula modeling for discrete random vectors (Q830311):
Displaying 18 items.
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
- Geometry of discrete copulas (Q2001094) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Central limit theorem for subcopulas under the Manhattan distance (Q2075229) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- Modelling soccer matches using bivariate discrete distributions with general dependence structure (Q3542546) (← links)
- Stochastic Comparison of Random Vectors with a Common Copula (Q5704052) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Mixture copulas with discrete margins and their application to imbalanced data (Q6204708) (← links)
- Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model (Q6571742) (← links)
- Minimum information dependence modeling (Q6589565) (← links)
- Copula-like inference for discrete bivariate distributions with rectangular supports (Q6597257) (← links)
- A mixture distribution for modelling bivariate ordinal data (Q6640095) (← links)
