Toparkus, Anne-Marie; Weißbach, Rafael Testing truncation dependence: the Gumbel-Barnett copula. (English) Zbl 07923799 J. Stat. Plann. Inference 234, Article ID 106194, 16 p. (2025). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Jong-Min; Ha, Il Do; Kim, Sangjin Copula deep learning control chart for multivariate zero inflated count response variables. (English) Zbl 07925668 Statistics 58, No. 3, 749-769 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Koike, Takaaki; Lin, Liyuan; Wang, Ruodu Invariant correlation under marginal transforms. (English) Zbl 07923114 J. Multivariate Anal. 204, Article ID 105361, 20 p. (2024). MSC: 62H20 60E05 62E15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Escobar-Bach, Mikael; Helali, Salima Dependent censoring with simultaneous death times based on the generalized Marshall-Olkin model. (English) Zbl 07923106 J. Multivariate Anal. 204, Article ID 105347, 18 p. (2024). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zachariah, Swaroop Georgy; Arshad, Mohd.; Pathak, Ashok Kumar A new family of copulas based on probability generating functions. (English) Zbl 07918479 Math. Slovaca 74, No. 4, 1039-1060 (2024). MSC: 62H05 62H20 60E10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yiying Stochastic orders and distortion risk contribution ratio measures. (English) Zbl 07915301 Insur. Math. Econ. 118, 104-122 (2024). MSC: 91G45 91G70 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Extending multivariate sub-quasi-copulas. (English) Zbl 07915164 J. Math. Anal. Appl. 540, No. 1, Article ID 128582, 14 p. (2024). MSC: 62Hxx 60Exx 60Axx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Amini-Seresht, Ebrahim; Khaledi, Baha-Eldin; Izadkhah, Salman Stochastic comparison of parallel systems with heterogeneous dependent exponential components. (English) Zbl 07913955 Stat. Probab. Lett. 215, Article ID 110242, 9 p. (2024). MSC: 60E15 62H05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Das, Sangita; Kayal, Suchandan; Torrado, Nuria Ordering results between extreme order statistics in models with dependence defined by Archimedean [survival] copulas. (English) Zbl 07909918 Ric. Mat. 73, No. 4, 1997-2033 (2024). MSC: 62G30 90B25 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Manstavičius, Martynas A few generalizations of Kendall’s tau. I: Construction. (English) Zbl 07908538 Nonlinear Anal., Model. Control 29, No. 4, 783-801 (2024). MSC: 62H20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kojadinovic, Ivan; Martini, Tommaso Copula-like inference for discrete bivariate distributions with rectangular supports. (English) Zbl 07905756 Electron. J. Stat. 18, No. 1, 2571-2619 (2024). MSC: 62H17 62G05 62F03 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Göbler, Konstantin; Drton, Mathias; Mukherjee, Sach; Miloschewski, Anne High-dimensional undirected graphical models for arbitrary mixed data. (English) Zbl 07905751 Electron. J. Stat. 18, No. 1, 2339-2404 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Toumi, Samia; Boukeloua, Mohamed; Idiou, Nesrine; Benatia, Fatah Nonparametric estimation of the copula function with bivariate twice censored data. (English) Zbl 07905308 Bol. Soc. Parana. Mat. (3) 42, Paper No. 29, 22 p. (2024). MSC: 62G05 62N02 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Haschka, Rouven E. Endogeneity in stochastic frontier models with ‘wrong’ skewness: copula approach without external instruments. (English) Zbl 07905232 Stat. Methods Appl. 33, No. 3, 807-826 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
De Keyser, Steven; Gijbels, Irène Parametric dependence between random vectors via copula-based divergence measures. (English) Zbl 07904777 J. Multivariate Anal. 203, Article ID 105336, 24 p. (2024). MSC: 62Hxx 62Hxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Genest, Christian; Nešlehová, Johanna G. On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. (English) Zbl 07904772 J. Multivariate Anal. 203, Article ID 105331, 4 p. (2024). MSC: 62Hxx 60E07 60G07 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Nieto-Barajas, Luis E.; Hoyos-Argüelles, Ricardo Generalised Bayesian sample copula of order \(m\). (English) Zbl 07904613 Comput. Stat. 39, No. 4, 2065-2082 (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Levine, Michael; Mazo, Gildas A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure. (English) Zbl 07904604 Comput. Stat. 39, No. 4, 1825-1846 (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bücher, Axel; Staud, Torben Limit theorems for non-degenerate U-statistics of block maxima for time series. (English) Zbl 07904145 Electron. J. Stat. 18, No. 2, 2850-2885 (2024). MSC: 62G32 62E20 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Lai, Tsung-Chih; Su, Jiun-Hua Counterfactual copula. (English) Zbl 07903210 Econ. Lett. 241, Article ID 111829, 3 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaofeng; Lin, Lihua Identification of quantile treatment effects in difference-in-differences settings with staggered adoption. (English) Zbl 07903180 Econ. Lett. 241, Article ID 111792, 4 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
González Patiño, Elizabeth; Tunes, Gisela; Tanaka, Nelson Ithiro Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula. (English) Zbl 07902527 Braz. J. Probab. Stat. 38, No. 2, 302-320 (2024). MSC: 62-XX 92-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Pu, Tong; Zhang, Yifei; Zhang, Yiying On joint marginal expected shortfall and associated contribution risk measures. (English) Zbl 07900984 Quant. Finance 24, No. 7, 889-908 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G45 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ameijeiras-Alonso, Jose; Gijbels, Irène Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas. (English) Zbl 07898698 Bernoulli 30, No. 4, 2747-2769 (2024). MSC: 62Hxx 62Gxx 62Exx × Cite Format Result Cite Review PDF Full Text: DOI Link
Sei, Tomonari; Yano, Keisuke Minimum information dependence modeling. (English) Zbl 07898693 Bernoulli 30, No. 4, 2623-2643 (2024). MSC: 62Hxx 62Fxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Houšková, Kamila; Navara, Mirko Geometry of generators of triangular norms and copulas. (English) Zbl 07897663 Depend. Model. 12, Article ID 20240004, 16 p. (2024). MSC: 62H05 62H86 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ansari, Jonathan; Rockel, Marcus Dependence properties of bivariate copula families. (English) Zbl 07897661 Depend. Model. 12, Article ID 20240002, 36 p. (2024). MSC: 62H05 62H20 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Pan, Shenyi; Joe, Harry Assessing copula models for mixed continuous-ordinal variables. (English) Zbl 07897660 Depend. Model. 12, Article ID 20240001, 18 p. (2024). MSC: 62H05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Ramani, Suheir Kareem; Jafari, Habib; Kia, Ghobad Saadat Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution. (English) Zbl 07897527 Math. Methods Stat. 33, No. 2, 211-225 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Navarro, Jorge; Arriaza, Antonio; Suárez-Llorens, Alfonso Predicting failure times of coherent systems. (English) Zbl 07892789 Nav. Res. Logist. 71, No. 5, 627-644 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Sahoo, Tanmay; Hazra, Nil Kamal; Balakrishnan, Narayanaswamy On multivariate orderings of some general ordered random vectors. (English) Zbl 07890932 J. Comput. Appl. Math. 451, Article ID 116101, 23 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mu, Wanrong; Chiu, Sung Nok; Wang, Guojing Pricing CDS index tranches under thinning-dependence structure with regime switching. (English) Zbl 07890911 J. Comput. Appl. Math. 451, Article ID 116080, 21 p. (2024). MSC: 91G20 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Rao, T. V.; Naqvi, Sameen Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates. (English) Zbl 07889709 Appl. Stoch. Models Bus. Ind. 40, No. 2, 483-511 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liebscher, Eckhard Fitting copulas in the case of missing data. (English) Zbl 07889373 Stat. Pap. 65, No. 6, 3681-3711 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hu, Anning A copula-based portrayal of the collider bias. (English) Zbl 07888854 Stat. Methods Appl. 33, No. 2, 471-512 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Basrak, Bojan; Brborović, Darko Permutation test of tail dependence. (English) Zbl 1541.62117 Stat. Methods Appl. 33, No. 1, 89-129 (2024). MSC: 62G32 62G09 62G10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Djaloud, Toihir Soulaimana; Seck, Cheikh Tidiane Nonparametric kernel estimation of conditional copula density. (English) Zbl 1541.62123 Stat. Probab. Lett. 212, Article ID 110154, 7 p. (2024). MSC: 62H05 62G07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Lou, Yichen; Wang, Peijie; Sun, Jianguo A new approach for semi-parametric regression analysis of bivariate interval-censored outcomes from case-cohort studies. (English) Zbl 07887768 Commun. Stat., Theory Methods 53, No. 15, 5405-5420 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Grzegorczyk, Marco Being Bayesian about learning Bayesian networks from ordinal data. (English) Zbl 07885898 Int. J. Approx. Reasoning 170, Article ID 109205, 16 p. (2024). MSC: 68T37 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Tao; Liang, Weijie; Zhang, Gongzi; Yi, Danhui; Ding, Ying; Zhang, Lihai Penalised semi-parametric copula method for semi-competing risks data: application to hip fracture in elderly. (English) Zbl 07884604 J. R. Stat. Soc., Ser. C, Appl. Stat. 73, No. 1, 241-256 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Lo, Simon M. S.; Wilke, Ralf A.; Emura, Takeshi A semiparametric model for the cause-specific hazard under risk proportionality. (English) Zbl 07881763 Comput. Stat. Data Anal. 195, Article ID 107953, 15 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yan; Niu, Jiaqi; Xing, Mengxue; Chen, Jinzhi Reliability modeling of weighted-\(k\)-out-of-\(n\): G system under multiple failure modes with dependent components. (English) Zbl 07881545 Commun. Stat., Theory Methods 53, No. 13, 4880-4897 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kia (Barmalzan), Ghobad Saadat; Balakrishnan, Narayanaswamy; Ayat, Seyed Masih; Akrami, Abbas HR and RHR orderings of extremes of dependent variables under Archimedean copula. (English) Zbl 07881539 Commun. Stat., Theory Methods 53, No. 13, 4776-4789 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kharrati-Kopaei, Mahmood; Shenavari, Zahra Analyzing unreplicated two-level factorial designs by combining multiple tests. (English) Zbl 07881533 Commun. Stat., Theory Methods 53, No. 13, 4680-4695 (2024). MSC: 62K15 62F99 × Cite Format Result Cite Review PDF Full Text: DOI
Ahmad, Hussam; Amini, Mohammad; Gildeh, Bahram Sadeghpour; Nadi, Adel Ahmadi Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model. (English) Zbl 07880511 Commun. Stat., Theory Methods 53, No. 12, 4211-4234 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Nagler, Thomas; Vatter, Thibault Solving estimating equations with copulas. (English) Zbl 07877150 J. Am. Stat. Assoc. 119, No. 546, 1168-1180 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yafei; Jiang, Bei; Kong, Linglong; Zhang, Zhongzhan M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space. (English) Zbl 07874409 Bernoulli 30, No. 3, 1998-2025 (2024). MSC: 62-XX 93-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Sun, Shuo; Nešlehová, Johanna G.; Moodie, Erica E. M. Principal stratification for quantile causal effects under partial compliance. (English) Zbl 1540.62186 Stat. Med. 43, No. 1, 34-48 (2024). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Seck, Cheikh Tidiane; Mamane, Salha Strong uniform convergence rates of the linear wavelet estimator of a multivariate copula density. (English) Zbl 07868377 S. Afr. Stat. J. 58, No. 1, 35-56 (2024). MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castillo-Mateo, Jorge; Gelfand, Alan E.; Asín, Jesús; Cebrián, Ana C.; Abaurrea, Jesús Bayesian joint quantile autoregression. (English) Zbl 1541.62087 Test 33, No. 1, 335-357 (2024). MSC: 62G08 62F15 62H05 62M10 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Shiraya, Kenichiro; Yamakami, Tomohisa Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. (English) Zbl 07865844 Eur. J. Oper. Res. 314, No. 3, 1195-1214 (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Shaomin A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications. (English) Zbl 07865819 Eur. J. Oper. Res. 314, No. 3, 854-866 (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
He, Wenqing; Yi, Grace Y.; Yuan, Ao Analysis of multivariate survival data under semiparametric copula models. (English. French summary) Zbl 07864558 Can. J. Stat. 52, No. 2, 380-413 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Li, Yue; Ye, Jimin Analysis for partially accelerated dependent competing risks model with masked data based on copula function. (English) Zbl 07862763 Commun. Stat., Simulation Comput. 53, No. 2, 1020-1036 (2024). × Cite Format Result Cite Review PDF Full Text: DOI
Rezaee, Fateme; Bahrami Samani, Ehsan Gaussian copula joint models for mixed longitudinal zero-inflated count and continuous responses. (English) Zbl 07862753 Commun. Stat., Simulation Comput. 53, No. 2, 853-868 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bekrizadeh, Hakim Generalized FGM copulas: properties and applications. (English) Zbl 07862746 Commun. Stat., Simulation Comput. 53, No. 2, 744-755 (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Sawadogo, Lassané; Kafando, Delwendé Abdoul-Kabir; Bere, Frédéric; Ouedraogo, Mahamoudou Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times. (English) Zbl 07861715 Int. J. Numer. Methods Appl. 24, No. 1, 95-107 (2024). MSC: 91B05 62H05 60K10 45J05 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zezhun; Dassios, Angelos; Tzougas, George EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects. (English) Zbl 1537.91242 Eur. Actuar. J. 14, No. 1, 225-255 (2024). MSC: 91G05 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Berton, Edoardo; Mercuri, Lorenzo An efficient unified approach for spread option pricing in a copula market model. (English) Zbl 1537.91310 Ann. Oper. Res. 336, No. 1-2, 307-329 (2024). MSC: 91G20 62P05 62H05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Poudyal, Chudamani; Zhao, Qian; Brazauskas, Vytaras Method of winsorized moments for robust fitting of truncated and censored lognormal distributions. (English) Zbl 1537.91265 N. Am. Actuar. J. 28, No. 1, 236-260 (2024). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pumi, Guilherme; Prass, Taiane S.; Lopes, Sílvia R. C. A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274 Stat. Pap. 65, No. 2, 1041-1063 (2024). MSC: 62M10 62F12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Mai, Jan-Frederik Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences. (English) Zbl 07857757 Depend. Model. 12, Article ID 20230110, 12 p. (2024). MSC: 60G09 60G70 60E07 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Mefteh-Wali, Salma; Rais, Hassen; Schier, Guillaume Is CSR linked to Idiosyncratic risk? Evidence from the copula approach. (English) Zbl 07856468 Ann. Oper. Res. 334, No. 1-3, 799-814 (2024). MSC: 62Pxx 91Bxx 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Rao, T. V.; Naqvi, Sameen Preservation of mean inactivity time ordering for coherent systems. (English) Zbl 1540.60037 Adv. Appl. Probab. 56, No. 2, 666-692 (2024). MSC: 60E15 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Khati, Amisha; Chantola, Neelam; Singh, S. B. Availability modeling of systems incorporating uncertainty & multiple failure modes using critical repair time & copula. (English) Zbl 07854510 Commun. Stat., Simulation Comput. 53, No. 1, 595-609 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lun, Zhixin; Khattree, Ravindra A general approach for imputation of non-normal continuous data based on copula transformation. (English) Zbl 07854509 Commun. Stat., Simulation Comput. 53, No. 1, 567-594 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mohammadi, M.; Emadi, M.; Amini, M. Testing bivariate independence based on \(\alpha\)-divergence by improved probit transformation method for copula density estimation. (English) Zbl 07854505 Commun. Stat., Simulation Comput. 53, No. 1, 499-517 (2024). MSC: 62G10 62G07 62H15 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Marra, Giampiero; Radice, Rosalba; Zimmer, David A unifying switching regime regression framework with applications in health economics. (English) Zbl 07854457 Econom. Rev. 43, No. 1, 52-70 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kojadinovic, Ivan; Yi, Bingqing Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas. (English) Zbl 1539.62135 J. Stat. Plann. Inference 231, Article ID 106132, 24 p. (2024). MSC: 62H05 62G09 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Das, Sangita; Kayal, Suchandan Stochastic comparison of the second-order statistics arising from exponentiated location-scale model. (English) Zbl 07850691 Commun. Stat., Theory Methods 53, No. 7, 2430-2458 (2024). MSC: 60E15 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Górecki, Jan; Okhrin, Ostap Hierarchical Archimedean copulas. (English) Zbl 1541.62001 SpringerBriefs in Applied Statistics and Econometrics. Cham: Springer (ISBN 978-3-031-56336-2/pbk; 978-3-031-56337-9/ebook). xii, 120 p. (2024). MSC: 62-01 62H05 62P20 62-04 × Cite Format Result Cite Review PDF Full Text: DOI
Susam, Selim Orhun; Chesneau, Christophe On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas. (English) Zbl 07847106 J. Stat. Theory Pract. 18, No. 2, Paper No. 20, 15 p. (2024). MSC: 62Hxx 62Gxx 60Exx × Cite Format Result Cite Review PDF Full Text: DOI
Kulkarni, Leena; Kulathinal, Sangita; Dewan, Isha U-statistics based tests for marginal hazard rate orderings of two dependent variables. (English) Zbl 07847105 J. Stat. Theory Pract. 18, No. 2, Paper No. 19, 32 p. (2024). MSC: 62Gxx 62Nxx 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky On heavy-tailed risks under Gaussian copula: the effects of marginal transformation. (English) Zbl 07846378 J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024). MSC: 62Hxx 60G70 62H05 91G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Quessy, Jean-François Gradual change-point analysis based on Spearman matrices for multivariate time series. (English) Zbl 07842254 Ann. Inst. Stat. Math. 76, No. 3, 423-446 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Pfeifer, Dániel; Kovács, Edith Alice Vine copula structure representations using graphs and matrices. (English) Zbl 07840682 Inf. Sci. 662, Article ID 120151, 21 p. (2024). MSC: 68-XX 81-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fuh, Cheng-Der; Wang, Chuan-Ju Efficient exponential tilting with applications. (English) Zbl 1536.62008 Stat. Comput. 34, No. 2, Paper No. 65, 29 p. (2024). MSC: 62-08 65C05 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Antai; Guo, Ziyan; Zhang, Yilong; Wu, Jihua The analysis of semi-competing risks data using Archimedean copula models. (English) Zbl 07836548 Stat. Neerl. 78, No. 1, 191-207 (2024). MSC: 62Nxx 62Gxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Xiaorong; Lin, Feng; Yang, Jingping Bilateral credit valuation adjustment of CDS under systemic and correlated Idiosyncratic risks. (English) Zbl 1536.91330 Front. Math. (Beijing) 19, No. 2, 335-384 (2024). MSC: 91G20 91G40 91G45 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
He, Fuli; Yarahmadi, Ali; Soleymani, Fazlollah Investigation of multivariate pairs trading under copula approach with mixture distribution. (English) Zbl 07834545 Appl. Math. Comput. 472, Article ID 128635, 12 p. (2024). MSC: 91G60 62H05 91G80 × Cite Format Result Cite Review PDF Full Text: DOI
Couso, Inés; Sánchez, Luciano Stochastic dominance and statistical preference for random variables coupled by arbitrary copulas. (English) Zbl 07834350 Int. J. Approx. Reasoning 166, Article ID 109113, 9 p. (2024). MSC: 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Klement, Erich Peter; Kokol Bukovšek, Damjana; Mojškerc, Blaž; Omladič, Matjaž; Saminger-Platz, Susanne; Stopar, Nik Coherence and avoidance of sure loss for standardized functions and semicopulas. (English) Zbl 07834335 Int. J. Approx. Reasoning 165, Article ID 109089, 20 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Roozegar, Rasool; Toghdori, Abdolsaleh; Nadarajah, Saralees The distribution of the sum of two dependent randomly weighted random variables with applications. (English) Zbl 07833913 Commun. Stat., Theory Methods 53, No. 6, 1985-2002 (2024). MSC: 62E10 60E05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Ghanbari, Bahareh; Shirazi, Esmaeil Using copula information in wavelet estimation of bivariate density function based on censorship observations. (English) Zbl 07833903 Commun. Stat., Theory Methods 53, No. 5, 1810-1824 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Ting Fung; Cai, Yizhou; Shi, Peng; Zhu, Jun Hierarchical dependence modeling for the analysis of large insurance claims data. (English) Zbl 07832615 Ann. Appl. Stat. 18, No. 2, 1404-1420 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Amini-Seresht, Ebrahim; Nasiroleslami, Ebrahim; Balakrishnan, Narayanaswamy Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks. (English) Zbl 07832566 Metrika 87, No. 2, 133-153 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xiaoyu; Wu, Mixia; Wu, Colin O. Dynamic copula-based nonparametric estimation of rank-tracking probabilities with longitudinal data. (English) Zbl 07832550 Stat. Sin. 34, No. 2, 889-909 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Dependent conditional tail expectation for extreme levels. (English) Zbl 1541.62118 Stochastic Processes Appl. 171, Article ID 104330, 18 p. (2024). MSC: 62G32 62G20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Strothmann, Christopher; Dette, Holger; Siburg, Karl Friedrich Rearranged dependence measures. (English) Zbl 07824095 Bernoulli 30, No. 2, 1055-1078 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Bevilacqua, Moreno; Alvarado, Eloy; Caamaño-Carrillo, Christian A flexible Clayton-like spatial copula with application to bounded support data. (English) Zbl 07823274 J. Multivariate Anal. 201, Article ID 105277, 18 p. (2024). MSC: 62H11 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lo, Simon M. S.; Wilke, Ralf A. A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence. (English) Zbl 07823273 J. Multivariate Anal. 201, Article ID 105276, 13 p. (2024). MSC: 62H05 62N01 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kasper, Thimo M. On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence. (English) Zbl 07823272 J. Multivariate Anal. 201, Article ID 105275, 14 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Okhrin, Ostap; Ristig, Alexander Penalized estimation of hierarchical Archimedean copula. (English) Zbl 07823271 J. Multivariate Anal. 201, Article ID 105274, 16 p. (2024). MSC: 62Hxx 62G07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Nasri, Bouchra R.; Rémillard, Bruno N. Tests of independence and randomness for arbitrary data using copula-based covariances. (English) Zbl 07823270 J. Multivariate Anal. 201, Article ID 105273, 14 p. (2024). MSC: 62H15 62H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Quessy, Jean-François; Lemaire-Paquette, Samuel The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests. (English) Zbl 07823269 J. Multivariate Anal. 201, Article ID 105272, 18 p. (2024). MSC: 62H15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Yici; Sei, Tomonari A proper scoring rule for minimum information bivariate copulas. (English) Zbl 07823268 J. Multivariate Anal. 201, Article ID 105271, 11 p. (2024). MSC: 62Hxx 62F10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Purkayastha, Soumik; Song, Peter X.-K. fastMI: a fast and consistent copula-based nonparametric estimator of mutual information. (English) Zbl 07823267 J. Multivariate Anal. 201, Article ID 105270, 16 p. (2024). MSC: 62H12 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kojadinovic, Ivan; Yi, Bingqing A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. (English) Zbl 07823266 J. Multivariate Anal. 201, Article ID 105269, 24 p. (2024). MSC: 62Hxx 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 × Cite Format Result Cite Review PDF Full Text: DOI