Pages that link to "Item:Q697465"

The following pages link to The meta-elliptical distributions with given marginals (Q697465):

Displaying 50 items.

• Pair-copula constructions of multiple dependence (Q80563) (← links)
• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
• Model-based clustering using copulas with applications (Q340862) (← links)
• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
• A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
• A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Estimating correlation from dichotomized normal variables (Q840732) (← links)
• Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
• Families of distributions arising from distributions of order statistics (Q882919) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence (Q928862) (← links)
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
• Local dependence functions for some families of bivariate distributions and total positivity (Q972175) (← links)
• Meta densities and the shape of their sample clouds (Q972901) (← links)
• A method of moments estimator of tail dependence (Q1002534) (← links)
• A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
• Some necessary uniform tests for spherical symmetry (Q1029657) (← links)
• Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
• Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model (Q1658506) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
• Tail dependence for regularly varying time series (Q1954603) (← links)
• Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
• Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
• Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
• pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
• Testing symmetry around a subspace (Q2062398) (← links)
• A literature review of (Sparse) exponential family PCA (Q2136031) (← links)
• On attainability of Kendall's tau matrices and concordance signatures (Q2146469) (← links)
• Reliability of maximum spanning tree identification in correlation-based market networks (Q2158099) (← links)
• Stochastic monotonicity of dependent variables given their sum (Q2161026) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)