Pages that link to "Item:Q3142148"
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The following pages link to Statistical Inference Procedures for Bivariate Archimedean Copulas (Q3142148):
Displaying 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Computation of general correlation coefficients for interval data (Q274447) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO} (Q381353) (← links)
- Reliability-based design optimization with confidence level under input model uncertainty due to limited test data (Q381577) (← links)
- On the nonidentifiability property of Archimedean copula models under dependent censoring (Q419193) (← links)
- Efficient estimation for additive hazards regression with bivariate current status data (Q424308) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Bayesian phase I/II adaptively randomized oncology trials with combined drugs (Q641145) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Measures of risk (Q704052) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Multivariate records and hitting scenarios (Q726129) (← links)
- Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Diagnostic tools for bivariate accelerated life regression models (Q747379) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Kendall distribution functions and associative copulas (Q834519) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring (Q952837) (← links)
- Efficient estimation for the proportional hazards model with bivariate current status data (Q953242) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
