Pages that link to "Item:Q5718589"
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The following pages link to Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589):
Displayed 42 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis (Q2828717) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- (Q3552467) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Semiparametric models of longitudinal and time-to-event data with applications to HIV viral dynamics and CD4 counts (Q5130360) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- The Copula Information Criteria (Q5418635) (← links)
- A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
- Wavelet block thresholding for copula density estimation under biased sampling (Q6074364) (← links)
- Estimation of Copulas via Maximum Mean Discrepancy (Q6077589) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)