Parameter estimation for pair-copula constructions (Q1952431): Difference between revisions

@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+Estimation of copula-based semiparametric time series models
+Normal rank
@@ Property / cites work @@
+Model Selection and Model Averaging
@@ Property / cites work: Model Selection and Model Averaging / rank @@
+Normal rank
@@ Property / cites work @@
+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
+Normal rank
@@ Property / cites work @@
+Selecting and estimating regular vine copulae and application to financial returns
+Normal rank
@@ Property / cites work @@
+Frank's family of bivariate distributions
@@ Property / cites work: Frank's family of bivariate distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+Approximating conditional distribution functions using dimension reduction
+Normal rank
@@ Property / cites work @@
+Comparison of estimators for pair-copula constructions
+Normal rank
@@ Property / cites work @@
+On the simplified pair-copula construction -- simply useful or too simplistic?
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of the two-stage estimation method for copula-based models
+Normal rank
@@ Property / cites work @@
+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of semiparametric and parametric methods for estimating copulas
+Normal rank
@@ Property / cites work @@
+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
+Normal rank
@@ Property / cites work @@
+Uncertainty Analysis with High Dimensional Dependence Modelling
+Normal rank
@@ Property / cites work @@
+Q4230740
@@ Property / cites work: Q4230740 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+SCOMDY models based on pair-copula constructions with application to exchange rates
+Normal rank
@@ Property / cites work @@
+Q3969703
@@ Property / cites work: Q3969703 / rank @@
+Normal rank
@@ Property / cites work @@
+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalization of the Gamma Distribution
@@ Property / cites work: A Generalization of the Gamma Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+On almost sure convergence of conditional empirical distribution functions
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2030012614
@@ Property / OpenAlex ID: W2030012614 / rank @@
+Normal rank