scientific article; zbMATH DE number 7660125
From MaRDI portal
Publication:5879919
DOI10.11329/jjssj.51.41MaRDI QIDQ5879919
Publication date: 7 March 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
- Estimation of copula-based semiparametric time series models
- Simplified pair copula constructions -- limitations and extensions
- Some aspects of modeling dependence in copula-based Markov chains
- Parametric families of multivariate distributions with given margins
- An introduction to copulas.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions
- Copulas and Markov processes
- A structure for general and specific market risk
- Survival analysis with correlated endpoints. Joint frailty-copula models
- Analysis of survival data with dependent censoring. Copula-based approaches
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Likelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributions
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
- Zero-inflated-censored Weibull and gamma regression models to estimate wild boar population dispersal distance
- Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
- Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring
- Copula-based Markov models for time series. Parametric inference and process control
- On the copula correlation ratio and its generalization
- Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty-copula model
- Approximate filtering of conditional intensity process for Poisson count data: application to urban crime
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Testing for zero inflation and overdispersion in INAR(1) models
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Nonparametric estimation of a distribution function from doubly truncated data under dependence. Double truncation under dependence
- Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis
- Shewhart Control Charts in New Perspective
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Properties of a one-parameter family of bivariate distributions with specified marginals
- Model diagnostic procedures for copula-based Markov chain models for statistical process control
- A Bayesian inference for time series via copula-based Markov chain models
- Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
- Estimation under copula-based Markov normal mixture models for serially correlated data
- Copula‐based semiparametric analysis for time series data with detection limits
- Estimating the Gumbel-Barnett copula parameter of dependence
- Principles of Copula Theory
- Binomial AR(1) processes: moments, cumulants, and estimation
- R routines for performing estimation and statistical process control under copula-based time series models
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
- Dynamic lifetime prediction using a Weibull-based bivariate failure time model: a meta-analysis of individual-patient data
This page was built for publication: