Harry Joe

Comput. Stat. Data Anal., September, 2023

2022

Predicting times to event based on vine copula models.

[BibT_eX]

[DOI]

Shenyi Pan

Comput. Stat. Data Anal., 2022

2020

Estimating Dependence Among Lumber Strength Properties With Copula Models.

[BibT_eX]

[DOI]

Yanling Cai

Shenyi Pan

Frontiers Appl. Math. Stat., 2020

2019

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients.

[BibT_eX]

[DOI]

Pavel Krupskii

J. Multivar. Anal., 2019

Tail densities of skew-elliptical distributions.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2019

Prediction based on conditional distributions of vine copulas.

[BibT_eX]

[DOI]

Bo Chang

Comput. Stat. Data Anal., 2019

Vine copula structure learning via Monte Carlo tree search.

[BibT_eX]

[DOI]

Bo Chang

Shenyi Pan

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019

2018

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2018

Efficient computation of multivariate empirical distribution functions at the observed values.

[BibT_eX]

[DOI]

David Lee

Comput. Stat., 2018

2017

Multivariate dependence modeling based on comonotonic factors.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2017

Model selection for discrete regular vine copulas.

[BibT_eX]

[DOI]

Anastasios Panagiotelis

Claudia Czado

Jakob Stöber

Comput. Stat. Data Anal., 2017

2016

Multivariate models for dependent clusters of variables with conditional independence given aggregation variables.

[BibT_eX]

[DOI]

Peijun Sang

Comput. Stat. Data Anal., 2016

2015

Structured factor copula models: Theory, inference and computation.

[BibT_eX]

[DOI]

Pavel Krupskii

J. Multivar. Anal., 2015

Preface to special issue on high-dimensional dependence and copulas.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2015

Truncation of vine copulas using fit indices.

[BibT_eX]

[DOI]

Eike C. Brechmann

J. Multivar. Anal., 2015

2014

Strength of tail dependence based on conditional tail expectation.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2014

Relations Between Hidden Regular Variation and the Tail Order of Copulas.

[BibT_eX]

[DOI]

J. Appl. Probab., 2014

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis.

[BibT_eX]

[DOI]

Eike C. Brechmann

Comput. Stat. Data Anal., 2014

2013

Simplified pair copula constructions - Limitations and extensions.

[BibT_eX]

[DOI]

Jakob Stöber

Claudia Czado

J. Multivar. Anal., 2013

Factor copula models for multivariate data.

[BibT_eX]

[DOI]

Pavel Krupskii

Aristidis K. Nikoloulopoulos

J. Multivar. Anal., 2013

2012

Vine copulas with asymmetric tail dependence and applications to financial return data.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2012

2011

Tail order and intermediate tail dependence of multivariate copulas.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2011

2010

Generating random AR(p) and MA(q) Toeplitz correlation matrices.

[BibT_eX]

[DOI]

Chi Tim Ng

J. Multivar. Anal., 2010

Tail dependence functions and vine copulas.

[BibT_eX]

[DOI]

Aristidis K. Nikoloulopoulos

J. Multivar. Anal., 2010

2009

Generating random correlation matrices based on vines and extended onion method.

[BibT_eX]

[DOI]

Daniel Lewandowski

Dorota Kurowicka

J. Multivar. Anal., 2009

On weighting of bivariate margins in pairwise likelihood.

[BibT_eX]

[DOI]

Youngjo Lee

J. Multivar. Anal., 2009

2008

Accuracy of Laplace approximation for discrete response mixed models.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2008

2006

Separation index and partial membership for clustering.

[BibT_eX]

[DOI]

Weiliang Qiu

Comput. Stat. Data Anal., 2006

Generation of Random Clusters with Specified Degree of Separation.

[BibT_eX]

[DOI]

Weiliang Qiu

J. Classif., 2006

2005

Computations for the familial analysis of binary traits.

[BibT_eX]

[DOI]

A. H. M. Mahbub Latif

Comput. Stat., 2005

2003

Numerical optimization and surface estimation with imprecise function evaluations.

[BibT_eX]

[DOI]

John C. Nash

Stat. Comput., 2003

2002

Stochastic orderings in random utility models.

[BibT_eX]

[DOI]

Math. Soc. Sci., 2002

1993

A remark on algorithm 643: FEXACT: an algorithm for performing Fisher's exact test in r x c contingency tables.

[BibT_eX]

[DOI]

Douglas B. Clarkson

Yuan-an Fan

ACM Trans. Math. Softw., 1993

1989

Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models.

[BibT_eX]

[DOI]

IEEE Trans. Software Eng., 1989

1984

Percentile Residual Life Functions.

[BibT_eX]

[DOI]