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There are 14499 results for: content related to: Copulæ: Some mathematical aspects

  1. 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

  2. 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

  3. 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

  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. You have full text access to this OnlineOpen article
    Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

    Risk Analysis

    Volume 36, Issue 4, April 2016, Pages: 792–815, Tim Bedford, Alireza Daneshkhah and Kevin J. Wilson

    Version of Record online : 2 SEP 2015, DOI: 10.1111/risa.12471

  6. Hierarchical Kendall copulas: Properties and inference

    Canadian Journal of Statistics

    Volume 42, Issue 1, March 2014, Pages: 78–108, Eike Christian Brechmann

    Version of Record online : 27 JAN 2014, DOI: 10.1002/cjs.11204

  7. Bivariate simulation using copula and its application to probabilistic pile settlement analysis

    International Journal for Numerical and Analytical Methods in Geomechanics

    Volume 37, Issue 6, 25 April 2013, Pages: 597–617, Dian-Qing Li, Xiao-Song Tang, Kok-Kwang Phoon, Yi-Feng Chen and Chuang-Bing Zhou

    Version of Record online : 10 NOV 2011, DOI: 10.1002/nag.1112

  8. 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

  9. Modelling sample selection using Archimedean copulas

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 99–123, Murray D. Smith

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00101

  10. 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

  11. Evaluation of trends and multivariate frequency analysis of droughts in three meteorological subdivisions of western India

    International Journal of Climatology

    Volume 34, Issue 3, 15 March 2014, Pages: 911–928, Poulomi Ganguli and M. Janga Reddy

    Version of Record online : 18 JUN 2013, DOI: 10.1002/joc.3742

  12. 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

  13. You have free access to this content
    Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas

    Water Resources Research

    Volume 44, Issue 2, February 2008, Shih-Chieh Kao and Rao S. Govindaraju

    Version of Record online : 8 FEB 2008, DOI: 10.1029/2007WR006261

  14. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach

    Journal of Time Series Analysis

    Shiu Fung Wong, Howell Tong, Tak Kuen Siu and Zudi Lu

    Version of Record online : 15 AUG 2016, DOI: 10.1111/jtsa.12206

  15. Robust pair-copula based forecasts of realized volatility

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 183–199, Beatriz Vaz de Melo Mendes and Victor Bello Accioly

    Version of Record online : 7 JAN 2013, DOI: 10.1002/asmb.1960

  16. 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

  17. Copulas: Estimation

    Standard Article

    Encyclopedia of Quantitative Finance

    Thorsten Schmidt

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf15019

  18. Modeling high-dimensional time-varying dependence using dynamic D-vine models

    Applied Stochastic Models in Business and Industry

    Carlos Almeida, Claudia Czado and Hans Manner

    Version of Record online : 13 JUN 2016, DOI: 10.1002/asmb.2182

  19. Application of copulas for derivation of drought severity–duration–frequency curves

    Hydrological Processes

    Volume 26, Issue 11, 30 May 2012, Pages: 1672–1685, M. Janga Reddy and Poulomi Ganguli

    Version of Record online : 28 SEP 2011, DOI: 10.1002/hyp.8287

  20. You have free access to this content
    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