Some new results on the empirical copula estimator with applications (Q383948): Difference between revisions

@@ Property / author @@
-Jan W. H. Swanepoel
@@ Property / author: Jan W. H. Swanepoel / rank @@
-Normal rank
@@ Property / author @@
+Jan W. H. Swanepoel
@@ Property / author: Jan W. H. Swanepoel / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E15
@@ Property / Mathematics Subject Classification ID: 62E15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6236345
@@ Property / zbMATH DE Number: 6236345 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bernstein
@@ Property / zbMATH Keywords: Bernstein / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ranks
@@ Property / zbMATH Keywords: ranks / rank @@
+Normal rank
@@ 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.spl.2013.03.027
+Normal rank
@@ Property / OpenAlex ID @@
+W2001843889
@@ Property / OpenAlex ID: W2001843889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3855979
@@ Property / cites work: Q3855979 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3936024
@@ Property / cites work: Q3936024 / rank @@
+Normal rank
@@ Property / cites work @@
+The frailty model.
@@ Property / cites work: The frailty model. / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of empirical copula processes
@@ Property / cites work: Weak convergence of empirical copula processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating value at risk of portfolio by conditional copula-GARCH method
+Normal rank
@@ Property / cites work @@
+Large sample behavior of the Bernstein copula estimator
+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 @@
+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / 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 @@
+On the asymptotic joint normality of quantiles from a multivariate distribution
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:383948