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Uncertainty Estimation and Figures of Merit for Multivariate Calibration (IUPAC Technical Report)

JOURNAL ARTICLE published January 2006 in Chemistry International -- Newsmagazine for IUPAC

https://doi.org/10.1515/ci.2006.28.3.23b Actions

Editorial

JOURNAL ARTICLE published 2006 in Information Security Technical Report

Authors: Chez Ciechanowicz

https://doi.org/10.1016/j.istr.2006.01.002 Actions

Copulas, stable tail dependence functions, and multivariate monotonicity

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Paul Ressel

https://doi.org/10.1515/demo-2019-0013 Actions

On Influence Diagnostics in Multivariate Regression Models under Elliptical Distributions

PROCEEDINGS ARTICLE published October 2006 in Contributions to Probability and Statistics: Applications and Challenges

Authors: Shuangzhe Liu

https://doi.org/10.1142/9789812772466_0010 Actions

Facies probability from mixture distributions with non‐stationary impedance errors

PROCEEDINGS ARTICLE published January 2006 in SEG Technical Program Expanded Abstracts 2006

Authors: Jeremy Gallop

https://doi.org/10.1190/1.2369874 Actions

Limit distributions of least squares estimators in linear regression models with vague concepts

JOURNAL ARTICLE published May 2006 in Journal of Multivariate Analysis

Authors: Volker Krätschmer

https://doi.org/10.1016/j.jmva.2005.12.005 Actions

Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

JOURNAL ARTICLE published 17 December 2014 in Communications in Statistics - Theory and Methods

Authors: Helena Ferreira

https://doi.org/10.1080/03610926.2012.744052 Actions

Parameter Dependence in Stochastic Modeling—Multivariate Distributions

JOURNAL ARTICLE published 2014 in Applied Mathematics

Authors: Jerzy K. Filus | Lidia Z. Filus

https://doi.org/10.4236/am.2014.56088 Actions

Introduction – Cryptography

JOURNAL ARTICLE published 2006 in Information Security Technical Report

Authors: Michael Ganley

https://doi.org/10.1016/j.istr.2006.03.005 Actions

Biometrics

JOURNAL ARTICLE published 2006 in Information Security Technical Report

Authors: Otto Bernecker

https://doi.org/10.1016/j.istr.2006.05.003 Actions

Reliability Studies of Bivariate Distributions with Pareto Conditionals

JOURNAL ARTICLE published February 2001 in Journal of Multivariate Analysis

Authors: Ramesh C. Gupta

https://doi.org/10.1006/jmva.2000.1902 Actions

Copyright

BOOK CHAPTER published 2006 in Studies in Computational Mathematics

https://doi.org/10.1016/s1570-579x(06)80611-7 Actions

Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions

JOURNAL ARTICLE published May 2019 in Insurance: Mathematics and Economics

Research funded by National Research Foundation of Korea (NRF-2015R1A1A1A05027336)

Authors: Joseph H.T. Kim | So-Yeun Kim

https://doi.org/10.1016/j.insmatheco.2019.02.010 Actions

Multivariate tail dependence and local stochastic dominance

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Karl Friedrich Siburg | Christopher Strothmann

https://doi.org/10.1016/j.jmva.2023.105267 Actions

Tail Distributions of Supremum and Quadratic Variation of Local Martingales

BOOK CHAPTER published 2006 in From Stochastic Calculus to Mathematical Finance

Authors: Robert Liptser | Alexander Novikov

https://doi.org/10.1007/978-3-540-30788-4_22 Actions

Frequency dependence of velocity in carbonate rocks

PROCEEDINGS ARTICLE published January 2006 in SEG Technical Program Expanded Abstracts 2006

Authors: Natalie Lucet | Bernard Zinszner

https://doi.org/10.1190/1.2369896 Actions

Generating Multivariate Mixture of Normal Distributions using a Modified Cholesky Decomposition

PROCEEDINGS ARTICLE published December 2006 in Proceedings of the 2006 Winter Simulation Conference

Authors: Jin Wang | Chunlei Liu

https://doi.org/10.1109/wsc.2006.323100 Actions

Choosing joint distributions so that the variance of the sum is small

JOURNAL ARTICLE published September 2006 in Journal of Multivariate Analysis

Authors: Martin Knott | Cyril Smith

https://doi.org/10.1016/j.jmva.2006.01.004 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

Regime-switching Pareto distributions for ACD models

JOURNAL ARTICLE published December 2006 in Computational Statistics & Data Analysis

Authors: Giovanni De Luca | Paola Zuccolotto

https://doi.org/10.1016/j.csda.2006.08.019 Actions
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