Semiparametric estimation of conditional copulas (Q443773): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2012.04.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2004185427
@@ Property / OpenAlex ID: W2004185427 / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
+Normal rank
@@ Property / cites work @@
+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
+Normal rank
@@ Property / cites work @@
+Local Polynomial Estimation in Multiparameter Likelihood Models
+Normal rank
@@ Property / cites work @@
+Q3906818
@@ Property / cites work: Q3906818 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Maximum Likelihood Estimation and Inference
@@ Property / cites work: Local Maximum Likelihood Estimation and Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
+Normal rank
@@ Property / cites work @@
+Frank's family of bivariate distributions
@@ Property / cites work: Frank's family of bivariate distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+Estimating the density of a copula function
@@ Property / cites work: Estimating the density of a copula function / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional copulas, association measures and their applications
+Normal rank
@@ Property / cites work @@
+Efficient estimation of a semiparametric dynamic copula model
+Normal rank
@@ Property / cites work @@
+The central limit theorem for dependent random variables
+Normal rank
@@ Property / cites work @@
+Comparison of semiparametric and parametric methods for estimating copulas
+Normal rank
@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Regression and Likelihood
@@ Property / cites work: Local Regression and Likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
+Normal rank
@@ Property / cites work @@
+On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional empirical processes
@@ Property / cites work: Conditional empirical processes / rank @@
+Normal rank
@@ Property / cites work @@
+Local Likelihood Estimation
@@ Property / cites work: Local Likelihood Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and bootstrap with censored data in fixed design nonparametric regression
+Normal rank
@@ Property / cites work @@
+Estimation of a Conditional Copula and Association Measures
+Normal rank