Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q61719239, #quickstatements; #temporary_batch_1707149277123
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: locpol / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1951456198 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beyond simplified pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of conditional variance functions in stochastic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional copulas, association measures and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simplified pair-copula construction -- simply useful or too simplistic? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Archimedean copula estimation using Bayesian splines smoothing techniques / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the error distribution in nonparametric multiple regression with applications to model testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping the conditional copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of empirical copula processes under non-restrictive smoothness assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simplified pair copula constructions -- limitations and extensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation in copula models / rank
 
Normal rank

Latest revision as of 06:57, 11 July 2024

scientific article
Language Label Description Also known as
English
Estimation of a Copula when a Covariate Affects only Marginal Distributions
scientific article

    Statements

    Estimation of a Copula when a Covariate Affects only Marginal Distributions (English)
    0 references
    0 references
    0 references
    0 references
    8 January 2016
    0 references
    asymptotic representation
    0 references
    consistency
    0 references
    empirical copula process
    0 references
    random design
    0 references
    simplifying assumption
    0 references
    smoothing
    0 references
    weak convergence
    0 references
    nonparametric
    0 references
    parametric
    0 references
    location-scale models
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references