Comparison of estimators for pair-copula constructions (Q443778): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Vines -- a new graphical model for dependent random variables.
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+Truncated regular vines in high dimensions with application to financial data
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+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
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+Understanding Relationships Using Copulas
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+Frank's family of bivariate distributions
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Goodness-of-fit tests for copulas: A review and a power study
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+Parameter estimation for pair-copula constructions
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+Comparison of estimators for pair-copula constructions
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Q4382161
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Tail dependence functions and vine copulas
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Uncertainty Analysis with High Dimensional Dependence Modelling
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+An introduction to copulas. Properties and applications
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+Q3969703
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Semiparametric estimation in copula models
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