Pages that link to "Item:Q3742508"
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The following pages link to Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508):
Displaying 50 items.
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- A composite likelihood approach for spatially correlated survival data (Q429640) (← links)
- Constructing Archimedean copulas from diagonal sections (Q434727) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals (Q464380) (← links)
- Love and death: a Freund model with frailty (Q492627) (← links)
- Singularity aspects of Archimedean copulas (Q495155) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Characterization of a Marshall-Olkin type class of distributions (Q578800) (← links)
- A revision of Kimberling's results -- with an application to max-infinite divisibility of some Archimedean copulas (Q624999) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- An extreme limit theorem for dependency bounds of normalized sums of random variables (Q753255) (← links)
- On the scoring approach to admissibility of uncertainty measures in expert systems (Q807063) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Kendall distribution functions and associative copulas (Q834519) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- Modelling udder infection data using copula models for quadruples (Q840748) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Inference on Archimedean copulas using mixtures of Pólya trees (Q899531) (← links)
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
- Copulae of probability measures on product spaces (Q912464) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Improving the estimation of Kendall's tau when censoring affects only one of the variables (Q1020671) (← links)
- Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- Distributions with known initial hazard rate functions (Q1300919) (← links)
- LBI tests of independence in bivariate exponential distributions (Q1336549) (← links)
- Dependence and order in families of Archimedean copulas (Q1369669) (← links)
- Some simple methods for generating correlated categorical variates (Q1389392) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
