Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1051/ps/2015014
+Normal rank
@@ Property / OpenAlex ID @@
+W2291659314
@@ Property / OpenAlex ID: W2291659314 / rank @@
+Normal rank
@@ Property / cites work @@
+New estimators of the Pickands dependence function and a test for extreme-value dependence
+Normal rank
@@ Property / cites work @@
+When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
+Normal rank
@@ Property / cites work @@
+A nonparametric estimation procedure for bivariate extreme value copulas
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+A continuous general multivariate distribution and its properties
+Normal rank
@@ Property / cites work @@
+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
+Normal rank
@@ Property / cites work @@
+An M-estimator for tail dependence in arbitrary dimensions
+Normal rank
@@ Property / cites work @@
+Q2923332
@@ Property / cites work: Q2923332 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3252981
@@ Property / cites work: Q3252981 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+Tests of independence and randomness based on the empirical copula process
+Normal rank
@@ Property / cites work @@
+Rank-based inference for bivariate extreme-value copulas
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
+Normal rank
@@ Property / cites work @@
+ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of multivariate extreme-value copulas
+Normal rank
@@ Property / cites work @@
+Distribution and dependence-function estimation for bivariate extreme-value distributions.
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+A Class of Statistics with Asymptotically Normal Distribution
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Copula Structure Analysis
@@ Property / cites work: Copula Structure Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
+Normal rank
@@ Property / cites work @@
+Factor copula models for multivariate data
@@ Property / cites work: Factor copula models for multivariate data / rank @@
+Normal rank
@@ Property / cites work @@
+A flexible and tractable class of one-factor copulas
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Kendall distribution functions.
@@ Property / cites work: Kendall distribution functions. / rank @@
+Normal rank
@@ Property / cites work @@
+Simulated Method of Moments Estimation for Copula-Based Multivariate Models
+Normal rank
@@ Property / cites work @@
+Q3667778
@@ Property / cites work: Q3667778 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4658076
@@ Property / cites work: Q4658076 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
+Normal rank