Romeo, Jose S.; Meyer, Renate; Gallardo, Diego I. Bayesian bivariate survival analysis using the power variance function copula. (English) Zbl 06891889 Lifetime Data Anal. 24, No. 2, 355-383 (2018). MSC: 62N 62P10 PDF BibTeX XML Cite \textit{J. S. Romeo} et al., Lifetime Data Anal. 24, No. 2, 355--383 (2018; Zbl 06891889) Full Text: DOI
Peng, Weiwen; Hong, Lanqing; Ye, Zhisheng Degradation-based reliability modeling of complex systems in dynamic environments. (English) Zbl 1402.62108 Chen, Ding-Geng (Din) (ed.) et al., Statistical modeling for degradation data. Singapore: Springer (ISBN 978-981-10-5193-7/hbk; 978-981-10-5194-4/ebook). ICSA Book Series in Statistics, 81-103 (2017). MSC: 62H12 62H20 PDF BibTeX XML Cite \textit{W. Peng} et al., in: Statistical modeling for degradation data. Singapore: Springer. 81--103 (2017; Zbl 1402.62108) Full Text: DOI
Liu, Yuefei; Fan, Xueping Time-independent reliability analysis of bridge system based on mixed copula models. (English) Zbl 1400.62227 Math. Probl. Eng. 2016, Article ID 2720614, 13 p. (2016). MSC: 62N05 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{X. Fan}, Math. Probl. Eng. 2016, Article ID 2720614, 13 p. (2016; Zbl 1400.62227) Full Text: DOI
Wu, Juan; Wang, Xue; Walker, Stephen G. Bayesian nonparametric estimation of a copula. (English) Zbl 07183057 J. Stat. Comput. Simulation 85, No. 1, 103-116 (2015). MSC: 62 PDF BibTeX XML Cite \textit{J. Wu} et al., J. Stat. Comput. Simulation 85, No. 1, 103--116 (2015; Zbl 07183057) Full Text: DOI
Kauermann, Göran; Meyer, Renate Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. (English) Zbl 1306.65079 Comput. Stat. 29, No. 1-2, 283-306 (2014). MSC: 65C60 62J12 62G08 PDF BibTeX XML Cite \textit{G. Kauermann} and \textit{R. Meyer}, Comput. Stat. 29, No. 1--2, 283--306 (2014; Zbl 1306.65079) Full Text: DOI
Lu, Xun Fa; Lai, Kin Keung; Liang, Liang Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. (English) Zbl 1299.91175 Ann. Oper. Res. 219, 333-357 (2014). MSC: 91G70 91G10 62P05 62H05 PDF BibTeX XML Cite \textit{X. F. Lu} et al., Ann. Oper. Res. 219, 333--357 (2014; Zbl 1299.91175) Full Text: DOI
Schepsmeier, Ulf; Stöber, Jakob Derivatives and Fisher information of bivariate copulas. (English) Zbl 1297.62046 Stat. Pap. 55, No. 2, 525-542 (2014). MSC: 62F10 62F12 62F99 62H05 PDF BibTeX XML Cite \textit{U. Schepsmeier} and \textit{J. Stöber}, Stat. Pap. 55, No. 2, 525--542 (2014; Zbl 1297.62046) Full Text: DOI
Derrode, Stéphane; Pieczynski, Wojciech Unsupervised data classification using pairwise Markov chains with automatic copulas selection. (English) Zbl 06958932 Comput. Stat. Data Anal. 63, 81-98 (2013). MSC: 62 PDF BibTeX XML Cite \textit{S. Derrode} and \textit{W. Pieczynski}, Comput. Stat. Data Anal. 63, 81--98 (2013; Zbl 06958932) Full Text: DOI
Lee, Ikjin; Choi, K. K.; Noh, Yoojeong; Lamb, David Comparison study between probabilistic and possibilistic methods for problems under a lack of correlated input statistical information. (English) Zbl 1274.62942 Struct. Multidiscip. Optim. 47, No. 2, 175-189 (2013). MSC: 62P30 62F10 62C05 62F86 PDF BibTeX XML Cite \textit{I. Lee} et al., Struct. Multidiscip. Optim. 47, No. 2, 175--189 (2013; Zbl 1274.62942) Full Text: DOI
So, Mike K. P.; Ando, Tomohiro Generalized predictive information criteria for the analysis of feature events. (English) Zbl 1336.62041 Electron. J. Stat. 7, 742-762 (2013). MSC: 62C99 62B10 62G08 62P10 62P12 PDF BibTeX XML Cite \textit{M. K. P. So} and \textit{T. Ando}, Electron. J. Stat. 7, 742--762 (2013; Zbl 1336.62041) Full Text: DOI Euclid
Grundke, Peter; Polle, Simone Crisis and risk dependencies. (English) Zbl 1292.91192 Eur. J. Oper. Res. 223, No. 2, 518-528 (2012). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{P. Grundke} and \textit{S. Polle}, Eur. J. Oper. Res. 223, No. 2, 518--528 (2012; Zbl 1292.91192) Full Text: DOI
Carta, Alessandro; Steel, Mark F. J. Modelling multi-output stochastic frontiers using copulas. (English) Zbl 1254.91532 Comput. Stat. Data Anal. 56, No. 11, 3757-3773 (2012). MSC: 91B70 62P05 91G60 62F15 91B82 60J22 91G70 62G05 62H05 62P20 PDF BibTeX XML Cite \textit{A. Carta} and \textit{M. F. J. Steel}, Comput. Stat. Data Anal. 56, No. 11, 3757--3773 (2012; Zbl 1254.91532) Full Text: DOI
Pasanisi, Alberto; Fu, Shuai; Bousquet, Nicolas Estimating discrete Markov models from various incomplete data schemes. (English) Zbl 1255.62230 Comput. Stat. Data Anal. 56, No. 9, 2609-2625 (2012). MSC: 62M05 62F15 62N05 62P30 65C60 PDF BibTeX XML Cite \textit{A. Pasanisi} et al., Comput. Stat. Data Anal. 56, No. 9, 2609--2625 (2012; Zbl 1255.62230) Full Text: DOI
Craiu, V. Radu; Sabeti, Avideh In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. (English) Zbl 1244.62031 J. Multivariate Anal. 110, 106-120 (2012). MSC: 62F15 62H05 62H20 65C40 65C60 PDF BibTeX XML Cite \textit{V. R. Craiu} and \textit{A. Sabeti}, J. Multivariate Anal. 110, 106--120 (2012; Zbl 1244.62031) Full Text: DOI
Weiß, Gregor Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. (English) Zbl 1304.65089 Comput. Stat. 26, No. 1, 31-54 (2011). MSC: 65C60 PDF BibTeX XML Cite \textit{G. Weiß}, Comput. Stat. 26, No. 1, 31--54 (2011; Zbl 1304.65089) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin; Gorsich, David; Lamb, David Reliability-based design optimization with confidence level under input model uncertainty due to limited test data. (English) Zbl 1274.90121 Struct. Multidiscip. Optim. 43, No. 4, 443-458 (2011). MSC: 90B25 62K05 74P10 PDF BibTeX XML Cite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 43, No. 4, 443--458 (2011; Zbl 1274.90121) Full Text: DOI
Min, Aleksey; Czado, Claudia Bayesian model selection for D-vine pair-copula constructions. (English. French summary) Zbl 1219.62048 Can. J. Stat. 39, No. 2, 239-258 (2011). MSC: 62F15 62H20 62H05 65C40 PDF BibTeX XML Cite \textit{A. Min} and \textit{C. Czado}, Can. J. Stat. 39, No. 2, 239--258 (2011; Zbl 1219.62048) Full Text: DOI
Fantazzini, Dean Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects. (English) Zbl 1284.62138 Comput. Stat. Data Anal. 54, No. 11, 2562-2579 (2010). MSC: 62F05 62G05 62-07 PDF BibTeX XML Cite \textit{D. Fantazzini}, Comput. Stat. Data Anal. 54, No. 11, 2562--2579 (2010; Zbl 1284.62138) Full Text: DOI
Ausin, M. Concepcion; Lopes, Hedibert F. Time-varying joint distribution through copulas. (English) Zbl 1284.91466 Comput. Stat. Data Anal. 54, No. 11, 2383-2399 (2010). MSC: 91B84 62M10 91G70 PDF BibTeX XML Cite \textit{M. C. Ausin} and \textit{H. F. Lopes}, Comput. Stat. Data Anal. 54, No. 11, 2383--2399 (2010; Zbl 1284.91466) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin Comparison study between MCMC-based and weight-based Bayesian methods for identification of joint distribution. (English) Zbl 1274.62354 Struct. Multidiscip. Optim. 42, No. 6, 823-833 (2010). MSC: 62H05 62F15 60J22 PDF BibTeX XML Cite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 42, No. 6, 823--833 (2010; Zbl 1274.62354) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin Identification of marginal and joint cdfs using Bayesian method for RBDO. (English) Zbl 1274.62353 Struct. Multidiscip. Optim. 40, No. 1-6, 35-51 (2010). MSC: 62H05 62F15 PDF BibTeX XML Cite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 40, No. 1--6, 35--51 (2010; Zbl 1274.62353) Full Text: DOI
Qu, Xiaomei; Zhou, Jie; Shen, Xiaojing Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution. (English) Zbl 1231.91489 Insur. Math. Econ. 46, No. 2, 406-414 (2010). MSC: 91G70 91B82 62H05 62F12 62H12 PDF BibTeX XML Cite \textit{X. Qu} et al., Insur. Math. Econ. 46, No. 2, 406--414 (2010; Zbl 1231.91489) Full Text: DOI
Greene, M. Steven; Liu, Yu; Chen, Wei; Liu, Wing Kam Computational uncertainty analysis in multiresolution materials via stochastic constitutive theory. (English) Zbl 1225.74008 Comput. Methods Appl. Mech. Eng. 200, No. 1-4, 309-325 (2011). MSC: 74A20 74S60 PDF BibTeX XML Cite \textit{M. S. Greene} et al., Comput. Methods Appl. Mech. Eng. 200, No. 1--4, 309--325 (2010; Zbl 1225.74008) Full Text: DOI
Nikoloulopoulos, Aristidis K.; Karlis, Dimitris Copula model evaluation based on parametric bootstrap. (English) Zbl 1452.62352 Comput. Stat. Data Anal. 52, No. 7, 3342-3353 (2008). MSC: 62H05 62F40 62G10 62-08 PDF BibTeX XML Cite \textit{A. K. Nikoloulopoulos} and \textit{D. Karlis}, Comput. Stat. Data Anal. 52, No. 7, 3342--3353 (2008; Zbl 1452.62352) Full Text: DOI
Wang, Lianming; Sun, Jianguo; Tong, Xingwei Efficient estimation for the proportional hazards model with bivariate current status data. (English) Zbl 1147.62082 Lifetime Data Anal. 14, No. 2, 134-153 (2008). MSC: 62N02 62P10 65C60 PDF BibTeX XML Cite \textit{L. Wang} et al., Lifetime Data Anal. 14, No. 2, 134--153 (2008; Zbl 1147.62082) Full Text: DOI
Roch, Oriol; Alegre, Antonio Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. (English) Zbl 1157.62526 Comput. Stat. Data Anal. 51, No. 2, 1312-1329 (2006). MSC: 62P05 62M10 91B28 PDF BibTeX XML Cite \textit{O. Roch} and \textit{A. Alegre}, Comput. Stat. Data Anal. 51, No. 2, 1312--1329 (2006; Zbl 1157.62526) Full Text: DOI