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Multivariate design via Copulas

POSTED CONTENT published

Authors: G. Salvadori | C. De Michele | F. Durante

https://doi.org/10.5194/hessd-8-5523-2011 Actions

Some conditional expectation identities for the multivariate normal

JOURNAL ARTICLE published October 2010 in Journal of Multivariate Analysis

Authors: Christopher S. Withers | Saralees Nadarajah

https://doi.org/10.1016/j.jmva.2010.04.012 Actions

Singular matrix variate beta distribution

JOURNAL ARTICLE published April 2008 in Journal of Multivariate Analysis

Authors: José A. Díaz-García | Ramón Gutiérrez Jáimez

https://doi.org/10.1016/j.jmva.2007.02.006 Actions

Allometric extension model for conditional distributions

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Authors: Hiroshi Kurata | Takahiro Hoshino | Yasunori Fujikoshi

https://doi.org/10.1016/j.jmva.2008.02.020 Actions

Exact distribution of the generalized Wilks’s statistic and applications

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Authors: T. Pham-Gia

https://doi.org/10.1016/j.jmva.2008.01.021 Actions

Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions

JOURNAL ARTICLE published May 2008 in Journal of Multivariate Analysis

Authors: Hsiuying Wang

https://doi.org/10.1016/j.jmva.2007.05.003 Actions

Tail dependence functions and vine copulas

JOURNAL ARTICLE published January 2010 in Journal of Multivariate Analysis

Authors: Harry Joe | Haijun Li | Aristidis K. Nikoloulopoulos

https://doi.org/10.1016/j.jmva.2009.08.002 Actions

Compound vectors of subordinators and their associated positive Lévy copulas

JOURNAL ARTICLE published May 2021 in Journal of Multivariate Analysis

Authors: Alan Riva-Palacio | Fabrizio Leisen

https://doi.org/10.1016/j.jmva.2021.104728 Actions

Empirical likelihood based confidence intervals for copulas

JOURNAL ARTICLE published January 2009 in Journal of Multivariate Analysis

Authors: Jian Chen | Liang Peng | Yichuan Zhao

https://doi.org/10.1016/j.jmva.2008.04.005 Actions

Techniques for controlling bivariate grouped observations

JOURNAL ARTICLE published August 2008 in Journal of Multivariate Analysis

Authors: M.V. Koutras | P.E. Maravelakis | S. Bersimis

https://doi.org/10.1016/j.jmva.2008.02.032 Actions

On Mardia's and Song's measures of kurtosis in elliptical distributions

JOURNAL ARTICLE published May 2008 in Journal of Multivariate Analysis

Authors: K. Zografos

https://doi.org/10.1016/j.jmva.2007.05.001 Actions

Modeling and measuring multivariate operational risk with Lévy copulas

JOURNAL ARTICLE published June 2008 in The Journal of Operational Risk

Authors: Klaus Böcker | Claudia Klüppelberg

https://doi.org/10.21314/jop.2008.043 Actions

Tail dependence for multivariate t -copulas and its monotonicity

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Yin Chan | Haijun Li

https://doi.org/10.1016/j.insmatheco.2007.08.008 Actions

Characterization of dependence of multidimensional Lévy processes using Lévy copulas

JOURNAL ARTICLE published August 2006 in Journal of Multivariate Analysis

Authors: Jan Kallsen | Peter Tankov

https://doi.org/10.1016/j.jmva.2005.11.001 Actions

General Multivariate Dependence Using Associated Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yuri Salazar

https://doi.org/10.2139/ssrn.1816135 Actions

Multivariate copulas with cubic sections in one variable

JOURNAL ARTICLE published January 2008 in Journal of Nonparametric Statistics

Authors: Manuel Úbeda-Flores

https://doi.org/10.1080/10485250801908355 Actions

A note on cuts for contingency tables

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Edward H. Ip | Yuchung J. Wang

https://doi.org/10.1016/j.jmva.2008.02.022 Actions

Regression with strongly correlated data

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Authors: Christopher S. Jones | John M. Finn | Nicolas Hengartner

https://doi.org/10.1016/j.jmva.2008.02.008 Actions

Simultaneous change point analysis and variable selection in a regression problem

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Authors: Y. Wu

https://doi.org/10.1016/j.jmva.2008.02.010 Actions

Extreme value properties of multivariate t copulas

JOURNAL ARTICLE published June 2009 in Extremes

Authors: Aristidis K. Nikoloulopoulos | Harry Joe | Haijun Li

https://doi.org/10.1007/s10687-008-0072-4 Actions
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