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There are 36452 results for: content related to: Multivariate models

  1. COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 495–514, Eike Christian Brechmann and Claudia Czado

    Version of Record online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  2. Estimation of nonstrict Archimedean copulas and its application to quantum networks

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 464–482, Sandra König, Hannes Kazianka, Jürgen Pilz and Johannes Temme

    Version of Record online : 8 MAY 2014, DOI: 10.1002/asmb.2039

  3. Modelling Dependence

    Actuarial Theory for Dependent Risks: Measures, Orders and Models

    M. Denuit, J. Dhaene, M. Goovaerts, R. Kaas, Pages: 191–243, 2006

    Published Online : 3 JUL 2006, DOI: 10.1002/0470016450.ch4

  4. Positive quadrant dependence testing and constrained copula estimation

    Canadian Journal of Statistics

    Volume 41, Issue 1, March 2013, Pages: 36–64, Irène Gijbels and Dominik Sznajder

    Version of Record online : 2 OCT 2012, DOI: 10.1002/cjs.11146

  5. Bayesian model selection for D-vine pair-copula constructions

    Canadian Journal of Statistics

    Volume 39, Issue 2, June 2011, Pages: 239–258, Aleksey Min and Claudia Czado

    Version of Record online : 23 MAY 2011, DOI: 10.1002/cjs.10098

  6. Truncated regular vines in high dimensions with application to financial data

    Canadian Journal of Statistics

    Volume 40, Issue 1, March 2012, Pages: 68–85, E. C. Brechmann, C. Czado and K. Aas

    Version of Record online : 14 FEB 2012, DOI: 10.1002/cjs.10141

  7. A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution

    Statistics in Medicine

    Volume 34, Issue 29, 20 December 2015, Pages: 3842–3865, Aristidis K. Nikoloulopoulos

    Version of Record online : 2 AUG 2015, DOI: 10.1002/sim.6595

  8. Copula Functions and Asset Price Dynamics

    Dynamic Copula Methods in Finance

    Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci, Silvia Romagnoli, Pages: 49–89, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781118467404.ch3

  9. Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps

    European Financial Management

    Volume 21, Issue 4, September 2015, Pages: 646–671, Ping Li and Ze-Zheng Li

    Version of Record online : 1 DEC 2013, DOI: 10.1111/eufm.12036

  10. Dynamic stochastic copula models: estimation, inference and applications

    Journal of Applied Econometrics

    Volume 27, Issue 2, March 2012, Pages: 269–295, Christian M. Hafner and Hans Manner

    Version of Record online : 30 JUN 2010, DOI: 10.1002/jae.1197

  11. Copula Functions: The State of the Art

    Dynamic Copula Methods in Finance

    Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci, Silvia Romagnoli, Pages: 11–47, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781118467404.ch2

  12. Estimation of extreme quantiles for functions of dependent random variables

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 77, Issue 5, November 2015, Pages: 1001–1024, Jinguo Gong, Yadong Li, Liang Peng and Qiwei Yao

    Version of Record online : 26 DEC 2014, DOI: 10.1111/rssb.12103

  13. Copula-Based Volatility Models

    Handbook of Volatility Models and Their Applications

    Andréas Heinen, Alfonso Valdesogo, Pages: 293–316, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.ch12

  14. Modelling dependence using skew t copulas: Bayesian inference and applications

    Journal of Applied Econometrics

    Volume 27, Issue 3, April/May 2012, Pages: 500–522, Michael S. Smith, Quan Gan and Robert J. Kohn

    Version of Record online : 12 OCT 2010, DOI: 10.1002/jae.1215

  15. Pair-copula constructions for non-Gaussian DAG models

    Canadian Journal of Statistics

    Volume 40, Issue 1, March 2012, Pages: 86–109, Alexander Bauer, Claudia Czado and Thomas Klein

    Version of Record online : 14 FEB 2012, DOI: 10.1002/cjs.10131

  16. Assessment of Seismic Loss Dependence Using Copula

    Risk Analysis

    Volume 30, Issue 7, July 2010, Pages: 1076–1091, Katsuichiro Goda and Jiandong Ren

    Version of Record online : 14 APR 2010, DOI: 10.1111/j.1539-6924.2010.01408.x

  17. The t Copula and Related Copulas

    International Statistical Review

    Volume 73, Issue 1, April 2005, Pages: 111–129, Stefano Demarta and Alexander J. McNeil

    Version of Record online : 15 JAN 2007, DOI: 10.1111/j.1751-5823.2005.tb00254.x

  18. Meta-analysis of diagnostic tests accounting for disease prevalence: a new model using trivariate copulas

    Statistics in Medicine

    Volume 34, Issue 11, 20 May 2015, Pages: 1912–1924, A. Hoyer and O. Kuss

    Version of Record online : 25 FEB 2015, DOI: 10.1002/sim.6463

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    Multivariate hydrological frequency analysis using copulas

    Water Resources Research

    Volume 40, Issue 1, January 2004, Anne-Catherine Favre, Salaheddine El Adlouni, Luc Perreault, Nathalie Thiémonge and Bernard Bobée

    Version of Record online : 8 JAN 2004, DOI: 10.1029/2003WR002456

  20. On the identifiability of copulas in bivariate competing risks models

    Canadian Journal of Statistics

    Volume 41, Issue 2, June 2013, Pages: 291–303, Maik Schwarz, Geurt Jongbloed and Ingrid Van Keilegom

    Version of Record online : 8 APR 2013, DOI: 10.1002/cjs.11179