Treffer 1 - 20 von 1.412

1

Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences
Carlos A. Coelho ; Mina Norouzirad ; Filipe J. Marques
Mathematical Methods in the Applied Sciences. 48:1163-1197

composition of hypothese... characteristic function distribution of likeliho... Asymptotic distribution... Exact distribution theor... covariance structure
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2

Analysis of a Dependent Perturbed Renewal Risk Model with Heavy-tailed Distributions: Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions
Bazyari, Abouzar
Lobachevskii Journal of Mathematics. 44:4610-4629

Applications of statisti... Statistics of extreme va... tail inference Actuarial mathematics Boole's inequality renewal risk model
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3

Copula modelling with penalized complexity priors: the bivariate case
Battagliese, D ; Grazian, C ; Liseo, B ; et al.
TEST. 32:542-565

a-divergence Hierarchical PC prior Intrinsic prior Jeffreys' prior Objective PC prior PC prior
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4

Problems connected with the constant regression of quadratic statistics on linear statistics
Gyires, B.
Publicationes Mathematicae Debrecen. 32:23-32

quadratic statistics constant regression on a... characterization 0101 mathematics linear statistics Characterization and str...
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5

On some bivariate discrete distributions with multivariate components
Panaretos, John
Publicationes Mathematicae Debrecen. 30:177-184

conditional distribution integer-valued random va... multiple binomial and hy... Probability distribution... 0101 mathematics Characterization and str...
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6

Likelihood Ratio Tests for Elaborate Covariance Structures and for MANOVA Models with Elaborate Covariance Structures—A Review: Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Carlos A. Coelho
Journal of the Indian Institute of Science. 102:1219-1257

Asymptotic distribution... inversion methods equality mean vectors 05 social sciences Analysis of variance and... Research exposition (mon...
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7

Analysis of ordinal and continuous longitudinal responses using pair copula construction
Sefidi, Saeide ; Ganjali, Mojtaba ; Baghfalaki, Taban
METRON. 80:255-280

Applications of statisti... Measures of association... mixed longitudinal outco... latent variable models 0502 economics and busin... 05 social sciences
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8

Time series with infinite-order partial copula dependence
McNeil, Alexander John ; Bladt, Martin
Dependence Modeling, Vol 10, Iss 1, Pp 87-107 (2022)

Science (General) Markov processes: estima... hidden Markov models gaussian processes arma processes Gaussian processes
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9

Extreme semilinear copulas
Durante F. ; Fernandez-Sanchez J. ; Ubeda-Flores M.
riUAL. Repositorio Institucional de la Universidad de Almería
Universidad de Almería

semilinear copula Probability (math.PR) extreme point 02 engineering and techn... Extreme point 01 natural sciences
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10

A copula-based approximation to Markov chains
Jiehua Xie ; Jingping Yang ; Zhengyong Zhou
Science China Mathematics. 65:623-654

\(\partial\)-convergence checkerboard copula-base... Markov chain copula \(\beta\)-mixing propert... 0101 mathematics
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11

On convergence of associative copulas and related results
Sebastian Fuchs ; Wolfgang Trutschnig ; Thimo M. Kasper
Dependence Modeling, Vol 9, Iss 1, Pp 307-326 (2021)

Science (General) Archimedean copulas 54e52 associative copulas 01 natural sciences Baire category
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12

Copula and composite quantile regression-based estimating equations for longitudinal data
Kangning Wang ; Wen Shan
Annals of the Institute of Statistical Mathematics. 73:441-455

longitudinal data efficiency composite quantile regre... copula Nonparametric regression... robustness
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13

Ruin Problems of Multidimensional Risk Models under Constant Interest Rates and Dependent Risks with Heavy Tails: Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails
Xinmei Shen ; Meng Yuan ; Dawei Lu
Mathematical Problems in Engineering. 2020:1-8

Risk models (general) Probability distribution... 0101 mathematics Characterization and str... copulas 01 natural sciences
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14

Copula modeling from Abe Sklar to the present day
Genest, Christian ; Okhrin, Ostap ; Bodnar, Taras
Journal of Multivariate Analysis. 201:105278

Measures of association... dependence modeling Estimation in multivaria... Statistics of extreme va... tail inference copula models
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15

Zero-linear copulas
Manuel Úbeda-Flores ; Juan Fernández-Sánchez
Information Sciences. 503:23-38

Archimedean copula zero-linear copula 0202 electrical engineer... conic copula copula Probability distribution...
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16

Robust feature screening for elliptical copula regression model
Jiadong Ji ; Yong He ; Liang Zhang ; et al.
Journal of Multivariate Analysis. 173:568-582

elliptical copula canonical correlation Nonparametric robustness Kendall's \(\tau\) Nonparametric regression... feature screening
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17

A Copula-Based GLMM Model for Multivariate Longitudinal Data with Mixed-Types of Responses: A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
Weiping Zhang ; MengMeng Zhang ; Yu Chen
Sankhya B. 82:353-379

nonparametric maximum li... Generalized linear model... longitudinal data joint estimate 0101 mathematics Nonparametric estimation
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18

A Generalized Error Distribution Copula-based method for portfolios risk assessment: A generalized error distribution copula-based method for portfolios risk assessment
Cerqueti R. ; Giacalone M. ; Panarello D.
Physica A: Statistical Mechanics and its Applications. 524:687-695

Econophysics Generalized Error Distri... 05 social sciences 01 natural sciences Conditional Value-at-Ris... Portfolio theory
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19

A transition model for analyzing multivariate longitudinal data using Gaussian copula approach
Mojtaba Ganjali ; Taban Baghfalaki
AStA Advances in Statistical Analysis. 104:169-223

Inference from spatial p... 05 social sciences longitudinal study transition model copula function 01 natural sciences
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