Extreme behaviour for bivariate elliptical distributions.
Belkacem Abdous, Anne Laure Fougères, Kilani Ghoudi
págs. 317-334
Composite likelihood estimation in multivariate data analisys.
Yinshan Zhao, Harry Joe
págs. 335-356
Semiparametric estimation in multivariate data analysis.
Hideatsu Tsukahara
Local dependence estimation using semiparametric Archimedean copulas.
François Vandenhende, Philippe Lambert
págs. 377-388
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection.
Xiaohong Chen, Yanqin Fan
págs. 389-414
A Kolmogorov-Smirnov type test for positive quadrant dependence.
Olivier Scaillet
págs. 415-427
A copula-graphic estimator for the conditional survival function under dependent censoring.
Roel Braekers, Noel Veraverbeke
págs. 429-447
Accelerated life regression modelling of dependent bivariate time-to-event data.
Yun-Hee Choi, David E. Matthews
págs. 449-464
On the preservation of copula structure under truncation.
David Oakes
págs. 465-468
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