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There are 13156 results for: content related to: Modelling sample selection using Archimedean copulas

  1. Measurement of aggregate risk with copulas

    The Econometrics Journal

    Volume 8, Issue 3, November 2005, Pages: 428–454, Markus Junker and Angelika May

    Article first published online : 25 NOV 2005, DOI: 10.1111/j.1368-423X.2005.00173.x

  2. Hierarchical Kendall copulas: Properties and inference

    Canadian Journal of Statistics

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

    Article first published online : 27 JAN 2014, DOI: 10.1002/cjs.11204

  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

    Article first published online : 8 MAY 2014, DOI: 10.1002/asmb.2039

  4. 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

    Article first published online : 8 FEB 2008, DOI: 10.1029/2007WR006261

  5. Copula Process, Archimedean

    Standard Article

    Encyclopedia of Statistical Sciences

    S. V. Malov

    Published Online : 15 AUG 2006, DOI: 10.1002/0471667196.ess3133

  6. Default Correlation in Intensity Models for Credit Risk Modeling

    Chapter

    Encyclopedia of Financial Models

    Abel Elizalde

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0024

  7. 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

    Article first published online : 8 APR 2013, DOI: 10.1002/cjs.11179

  8. Copulas and Copula Models

    Standard Article

    Wiley StatsRef: Statistics Reference Online

    Christian Genest and Johanna Nešlehová

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat07523

  9. Copula Process, Archimedean

    Standard Article

    Wiley StatsRef: Statistics Reference Online

    Sergey V. Malov

    Published Online : 16 SEP 2015, DOI: 10.1002/9781118445112.stat01204.pub2

  10. Copulas and Copula Models

    Standard Article

    Encyclopedia of Environmetrics

    Christian Genest and Johanna Nešlehová

    Published Online : 15 JAN 2013, DOI: 10.1002/9780470057339.vnn079

  11. Evaluation of bivariate Archimedean and elliptical copulas to model wind power dependency structures

    Wind Energy

    Volume 17, Issue 2, February 2014, Pages: 225–240, Henry Louie

    Article first published online : 22 NOV 2012, DOI: 10.1002/we.1571

  12. CONDITIONAL EXPECTATION FORMULAE FOR COPULAS

    Australian & New Zealand Journal of Statistics

    Volume 50, Issue 1, March 2008, Pages: 53–67, Glenis J. Crane and John van der Hoek

    Article first published online : 18 MAR 2008, DOI: 10.1111/j.1467-842X.2007.00499.x

  13. Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework

    Journal of Risk and Insurance

    Volume 80, Issue 4, December 2013, Pages: 891–919, Yanwei Zhang and Vanja Dukic

    Article first published online : 20 JUL 2012, DOI: 10.1111/j.1539-6975.2012.01480.x

  14. Copulas: Estimation

    Standard Article

    Encyclopedia of Quantitative Finance

    Thorsten Schmidt

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

  15. 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

    Article first published online : 28 SEP 2011, DOI: 10.1002/hyp.8287

  16. Stochastic frontier models with dependent error components

    The Econometrics Journal

    Volume 11, Issue 1, March 2008, Pages: 172–192, Murray D. Smith

    Article first published online : 4 JAN 2008, DOI: 10.1111/j.1368-423X.2007.00228.x

  17. Spline approximations to conditional Archimedean copula

    Stat

    Volume 3, Issue 1, 2014, Pages: 200–217, Philippe Lambert

    Article first published online : 18 JUN 2014, DOI: 10.1002/sta4.55

  18. 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

    Article first published online : 8 JAN 2004, DOI: 10.1029/2003WR002456

  19. Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts

    The Econometrics Journal

    Volume 7, Issue 2, December 2004, Pages: 566–584, A. Colin Cameron, Tong Li, Pravin K. Trivedi and David M. Zimmer

    Article first published online : 25 NOV 2004, DOI: 10.1111/j.1368-423X.2004.00144.x

  20. Modelling bivariate rainfall distribution and generating bivariate correlated rainfall data in neighbouring meteorological subdivisions using copula

    Hydrological Processes

    Volume 24, Issue 24, 29 November 2010, Pages: 3558–3567, Subimal Ghosh

    Article first published online : 4 NOV 2010, DOI: 10.1002/hyp.7785