scientific article
From MaRDI portal
Publication:3269550
zbMath0093.15303MaRDI QIDQ3269550
Publication date: 1960
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Flexible binomial AR(1) processes using copulas, Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula, The determinants of CDS spreads: evidence from the model space, Rank-based inference for bivariate extreme-value copulas, Convergence to bivariate limiting extreme value distributions, De copulis non est disputandum. Copulae: an overview, Linking representations for multivariate extremes via a limit set, Tests of independence and randomness based on the empirical copula process, Stress-strength reliability with dependent variables based on copula function, A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications, On identification and non-normal simulation in ordinal covariance and item response models, Some new classes of stationary max-stable random fields, CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS, Monitoring photochemical pollutants based on symbolic interval-valued data analysis, Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring, Computation and estimation of reliability for some bivariate copulas with Pareto marginals, A goodness-of-fit test based on Bézier curve estimation of Kendall distribution, Copula-based inference for bivariate survival data with left truncation and dependent censoring, Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios, Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data, Modeling dependence dynamics through copulas with regime switching, Income and democracy: a bivariate copula approach, Comparison of non-nested models under a general measure of distance, Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach, Design of experiments for bivariate binary responses modelled by copula functions, Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models, Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index, A comparison of dependence function estimators in multivariate extremes, Unnamed Item, On the trivariate extreme value distributions, A characterization of Gumbel's family of extreme value distributions, Unnamed Item, Unnamed Item, New estimators of the Pickands dependence function and a test for extreme-value dependence, Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution, A mixed model framework for teratology studies, A speeded item response model with gradual process change, Multivariate extreme value copulas with factor and tree dependence structures, Fitting bivariate cumulative returns with copulas, On the construction of multivariate distributions with given nonoverlapping multivariate marginals, Additive generators of copulas, Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events, Asymptotic efficiency of the two-stage estimation method for copula-based models, Asymptotic properties of multivariate order statistics with random index, Semi-parametric modeling of excesses above high multivariate thresholds with censored data, Mixture regression models for the gap time distributions and illness-death processes, Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data, Extremal attractors of Liouville copulas, Equivalent representations of max-stable processes via ℓp-norms, The pairwise beta distribution: A flexible parametric multivariate model for extremes, Efficient computation of multivariate empirical distribution functions at the observed values, Goodness-of-fit tests for copulas: A review and a power study, Bayesian model averaging for multivariate extremes, A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables, Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula, Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function, Families of min-stable multivariate exponential and multivariate extreme value distributions, Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes, Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes, Multivariate failure time distributions derived from shared frailty and copulas, Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model, THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY, Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula, Fitting High-Dimensional Copulae to Data, Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework, World commodity prices and economic activity in advanced and emerging economies, Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients, An extension of Osuna's model for stress caused by waiting, On an interaction function for copulas
