Treffer 21 - 40 von 1.412

21

Construction of Copulas with Hairpin Support: Construction of copulas with hairpin support
Chamizo Lorente, Fernando ; Fernández-Sánchez, Juan ; Úbeda-Flores, Manuel ; et al.
Biblos-e Archivo. Repositorio Institucional de la UAM
Universidad Autónoma de Madrid

Matemáticas 4. Education Primary 60E05 1-Lipschitz 02 engineering and techn... 16. Peace & justice
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22

Multivariate distributions of correlated binary variables generated by pair-copulas
Huihui Lin ; N. Rao Chaganty
Journal of Statistical Distributions and Applications. 8

Measures of association... Multivariate binary dist... Multivariate profit mode... Estimation in multivaria... Data analysis Correlation analysis
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23

The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach: The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach
Calabrese, Raffaella ; Degl’Innocenti, Marta ; Osmetti, Silvia Angela
Calabrese, R, Degl'Innocenti, M & Osmetti, S 2017, ' The effectiveness of TARP-CPP on the US banking industry : A new copula-based approach ', European Journal of Operational Research, vol. 256, no. 3, pp. 1029-1037 . https://doi.org/10.1016/j.ejor.2016.07.046

HB Economic Theory Binary data D-vine copula model Banking TARP-CPP Failure
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24

Model selection for discrete regular vine copulas
Harry Joe ; Claudia Czado ; Anastasios Panagiotelis ; et al.
Computational Statistics & Data Analysis. 106:138-152

model selection tail asymmetry tail dependence 0502 economics and busin... 05 social sciences 0101 mathematics
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25

Simplified simplicial depth for regression and autoregressive growth processes
Christoph P. Kustosz ; Christine H. Müller ; Martin Wendler
Journal of Statistical Planning and Inference. 173:125-146

tangent depth consistency robustness 16. Peace & justice 01 natural sciences Linear inference, regres...
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26

Pair-copula Models for Analyzing Family Data: Pair-copula models for analyzing family data
N. R. Chaganty ; Yihao Deng
Journal of Statistical Theory and Practice. 15

C-vine Applications of statisti... multivariate dependence vine copula 0502 economics and busin... 05 social sciences
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27

A Bayesian hierarchical copula model
Zhuang, Haoxin ; Diao, Liqun ; Yi, Grace Y.
Electron. J. Statist. 14, no. 2 (2020), 4457-4488

Measures of association... MCMC dependence modeling data analysis Learning and adaptive sy... Monte Carlo methods
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28

Singularity aspects of Archimedean copulas
Juan Fernández Sánchez ; Wolfgang Trutschnig
Journal of Mathematical Analysis and Applications. 432:103-113

convex function doubly stochastic measur... copula Probability distribution... singular function Markov kernel
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29

Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses: Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
Jakob Stöber ; Hyokyoung Grace Hong ; Claudia Czado ; et al.
Computational Statistics & Data Analysis. 88:28-39

03 medical and health sc... 0302 clinical medicine R-vine GLM LSOA II 0101 mathematics
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30

Bayesian semiparametric analysis of recurrent failure time data using copulas
Jose S. Romeo ; Renate Meyer
Biometrical Journal. 57:982-1001

Reliability and life tes... Archimedean copula Models, Statistical Bayesian analysis Infant Bayes Theorem
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31

A unified framework on defining depth for point process using function smoothing
Zishen Xu ; Chenran Wang ; Wei Wu
Computational Statistics & Data Analysis. 175:107545

FOS: Computer and inform... spike trains Nonparametric robustness Estimation in multivaria... 01 natural sciences statistical depth
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32

Implicit Copulas from Bayesian Regularized Regression Smoothers: Implicit copulas from Bayesian regularized regression smoothers
Klein, Nadja ; Smith, Michael Stanley
Bayesian Anal. 14, no. 4 (2019), 1143-1171

distributional regressio... FOS: Computer and inform... Generalized linear model... ddc:000 penalized splines information & general wo...
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33

The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
Filipe J. Marques ; Carlos A. Coelho ; Barry C. Arnold
TEST. 24:386-416

covariance matrix Asymptotic distribution... equality of mean vectors expected value matrix independence Exact distribution theor...
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34

Near-Exact Distributions for the Likelihood Ratio Test Statistic for Testing Multisample Independence—The Real and Complex Cases: Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
Carlos A. Coelho ; Filipe J. Marques
Journal of Statistical Theory and Practice. 9:37-58

Asymptotic distribution... multivariate complex nor... generalized near-integer... Applications of statisti... control charts equality of covariance m...
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35

Matrix‐variate beta distribution: Matrix-variate beta distribution
Arjun K. Gupta ; Daya K. Nagar
Matrix Variate Distributions ISBN: 9780203749289
International Journal of Mathematics and Mathematical Sciences, Vol 24, Iss 7, Pp 449-459 (2000)

Statistics and Probabili... Composite material Matrix variate Laplace transform Random variable Matrix (chemical analysi...
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36

Absolutely continuous copulas with given sub-diagonal section
Manuel Díaz Carrillo ; Juan Fernández Sánchez ; Enrique de Amo
Fuzzy Sets and Systems. 228:105-113

diagonal section rectangular patchwork ordinal sum 0202 electrical engineer... 02 engineering and techn... 0101 mathematics
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37

Flexible pair-copula estimation in D-vines using bivariate penalized splines
Christian Schellhase ; Göran Kauermann
Statistics and Computing. 24:1081-1100

2. Zero hunger Bernstein polynomial B-splines copula density estimatio... 0101 mathematics Nonparametric estimation
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38

Mixture of D-vine copulas for modeling dependence
Daeyoung Kim ; Yoonsung Jung ; Shu-Min Liao ; et al.
Computational Statistics & Data Analysis. 64:1-19

multivariate data 0502 economics and busin... 05 social sciences pair-copula dependence 0101 mathematics
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39

On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap ; Okhrin, Yarema ; Schmid, Wolfgang
Journal of Econometrics. 173:189-204

ddc:510 asymptotic theory multivariate distributio... Estimation in multivaria... hierarchical Archimedean... density estimation
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40

Selecting and estimating regular vine copulae and application to financial returns
Dorota Kurowicka ; J. DiíMann ; Claudia Czado ; et al.
Computational Statistics & Data Analysis. 59:52-69

Applications of statisti... FOS: Computer and inform... model selection Estimation in multivaria... Statistics of extreme va... tail inference
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