Results 111 to 120 of about 41,008 (203)
Modelado de parejas aleatorias usando cópulas Modelling Random Couples Using Copulas
Revista Colombiana de Estadística, 2009 Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
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Dependence properties of bivariate copula families
Dependence ModelingMotivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
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Penalized estimation of hierarchical Archimedean copula
Journal of Multivariate AnalysiszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ostap Okhrin, Alexander Ristig
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MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS
Revista Colombiana de Estadística, 2009 Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by
Escarela Gabriel, Hernández Angélica
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An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]
Biometrics, 2023 Sun T, Cheng Y, Ding Y.
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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
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Sensitivity Analysis for Survival Prognostic Prediction with Gene Selection: A Copula Method for Dependent Censoring. [PDF]
Biomedicines, 2023 Yeh CT, Liao GY, Emura T.
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Copula modeling for the estimation of measures of marker classification and predictiveness performance with survival outcomes. [PDF]
Stat Methods Med Res, 2023 Escarela G +3 more
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Nested Archimedean Copulas Meet R: The nacopula Package
Journal of Statistical Software, 2011 The package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities
Marius Hofert, Martin Maechler
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