Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326): Difference between revisions

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+copula
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+Two-stage estimation in copula models used in family studies
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+Statistical Tools for Finance and Insurance
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+Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
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+Goodness-of-fit tests for copulas
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Extending the rank likelihood for semiparametric copula estimation
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
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+Q3999009
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+On a notion of simplicial depth
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+On a notion of data depth based on random simplices
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+Extreme Financial Risks
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+On depth and deep points: A calculus.
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+Location–Scale Depth
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+Depth estimators and tests based on the likelihood principle with application to regression
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+Regression Depth
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+Weak convergence and empirical processes. With applications to statistics
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+Q3790486
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+General notions of statistical depth function.
@@ Property / cites work: General notions of statistical depth function. / rank @@
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+Structural properties and convergence results for contours of sample statistical depth functions.
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@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
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+alr3
@@ Property / describes a project that uses: alr3 / rank @@
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@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
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+R
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2011.04.005
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+W2002239422
@@ Property / OpenAlex ID: W2002239422 / rank @@
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