Pages that link to "Item:Q3424143"
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The following pages link to Copulas: A Review and Recent Developments (Q3424143):
Displaying 27 items.
- Correlation between graphs with an application to brain network analysis (Q126082) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Time-dependent copulas (Q443766) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Some properties of bivariate Schur-constant distributions (Q512801) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Copula-based regression models: a survey (Q840744) (← links)
- Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015 (Q1697992) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- The BALM copula (Q2444210) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Flexible copula density estimation with penalized hierarchical B-splines (Q2868861) (← links)
- Editorial to the special issue on copulae of statistics \& risk modeling (Q2871284) (← links)
- A local agreement pattern measure based on hazard functions for survival outcomes (Q3119807) (← links)
- (Q4454672) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- Some new ratio-type copulas: theory and properties (Q5095724) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Bayesian nonparametric estimation of a copula (Q5220707) (← links)
- (Q5254978) (← links)
- Dependence Modelling with Copulas. By H.Joe. Boca Raton, Florida CRC Press. 2015. 480 pages. £ 57.99 (hardback). ISBN 978‐1‐4665‐8322‐1. (Q5361195) (← links)
- Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables (Q5379122) (← links)
