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Efficient estimation of large portfolio loss probabilities in t-copula modelsCHAN, Joshua C. C; KROESE, Dirk P.European journal of operational research. 2010, Vol 205, Num 2, pp 361-367, issn 0377-2217, 7 p.Article

Correlation Structures of Correlated Binomial Models and Implied Default DistributionMORI, Shintaro; KITSUKAWA, Kenji; HISAKAD, Masato et al.Journal of the Physical Society of Japan. 2008, Vol 77, Num 11, issn 0031-9015, 114802.1-114802.7Article

CDO pricing using single factor MG-NIG copula model with stochastic correlation and random factor loadingRUICHENG YANG; XUEZHI QIN; TIAN CHEN et al.Journal of mathematical analysis and applications. 2009, Vol 350, Num 1, pp 73-80, issn 0022-247X, 8 p.Article

Regression in a bivariate copula modelOAKES, D; RITZ, J.Biometrika. 2000, Vol 87, Num 2, pp 345-352, issn 0006-3444Article

Validating a biometric authentication system : Sample size requirementsDASS, Sarat C; YONGFANG ZHU; JAIN, Anil K et al.IEEE transactions on pattern analysis and machine intelligence. 2006, Vol 28, Num 12, pp 1902-1913, issn 0162-8828, 12 p.Article

Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumesSMITH, Michael S; KAUERMANN, Goran.Transportation research. Part B : methodological. 2011, Vol 45, Num 10, pp 1846-1862, issn 0191-2615, 17 p.Article

Pairwise dependence diagnostics for clustered failure-time dataGLIDDEN, David V.Biometrika. 2007, Vol 94, Num 2, pp 371-385, issn 0006-3444, 15 p.Article

Semiparametric Estimation in Copulas with the Same MarginalsBERRED, Alexandre; MALOV, Sergey V.Communications in statistics. Theory and methods. 2009, Vol 38, Num 3-5, pp 372-392, issn 0361-0926, 21 p.Article

Regression analysis based on semicompeting risks dataHSIEH, Jin-Jian; WEIJING WANG; ADAM DING, A et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2008, Vol 70, pp 3-20, issn 1369-7412, 18 p., 1Article

Bayesian dose finding in oncology for drug combinations by copula regressionGUOSHENG YIN; YING YUAN.Applied statistics. 2009, Vol 58, Num 2, pp 211-224, issn 0035-9254, 14 p.Article

Mixture cure survival models with dependent censoringYI LI; TIWARI, Ram C; GUHA, Subharup et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2007, Vol 69, pp 285-306, issn 1369-7412, 22 p., 3Article

Maximization by parts in likelihood inference. CommentarySONG, Peter X.-K; FAN, Yanqin; KALBFLEISCH, John D et al.Journal of the American Statistical Association. 2005, Vol 100, Num 472, pp 1145-1167, issn 0162-1459, 23 p.Article

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