Pages that link to "Item:Q689348"
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The following pages link to Parametric families of multivariate distributions with given margins (Q689348):
Displaying 50 items.
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Semiparametric estimation of a nested random effects model for the analysis of multi-level clustered failure time data (Q961871) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Inference properties of a one-parameter curved exponential family of distributions with given marginals (Q1112508) (← links)
- Bivariate frailty model for the analysis of multivariate survival time (Q1126003) (← links)
- Some recent developments for regression analysis of multivariate failure time data (Q1126015) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- The Frank inequality (Q1794836) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications (Q2014436) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions (Q2135933) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula (Q2398405) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
