About tests of the ``simplifying'' assumption for conditional copulas (Q1696995): Difference between revisions

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-.1515/demo-2017-0011
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+TwoCop
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+.07349
@@ Property / arXiv ID: 1612.07349 / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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+Semiparametric estimation of conditional copulas
@@ Property / cites work: Semiparametric estimation of conditional copulas / rank @@
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+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
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+Statistical testing of covariate effects in conditional copula models
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+A Conditional Kolmogorov Test
@@ Property / cites work: A Conditional Kolmogorov Test / rank @@
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+Q4839950
@@ Property / cites work: Q4839950 / rank @@
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+\(K\)-sample problem using strong approximations of empirical copula processes
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+Gaussian approximation of suprema of empirical processes
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+In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
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+Q3855979
@@ Property / cites work: Q3855979 / rank @@
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+Q3935293
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+Goodness-of-fit tests for copulas
@@ Property / cites work: Goodness-of-fit tests for copulas / rank @@
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+Time-dependent copulas
@@ Property / cites work: Time-dependent copulas / rank @@
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Goodness-of-fit tests for copulas: A review and a power study
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@@ Property / cites work @@
+Conditional copulas, association measures and their applications
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@@ Property / cites work @@
+Estimation of a Copula when a Covariate Affects only Marginal Distributions
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+Partial and average copulas and association measures
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+Nonparametric testing for no covariate effects in conditional copulas
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Testing the simplifying assumption in high-dimensional vine copulas
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+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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+Bootstrapping the conditional copula
@@ Property / cites work: Bootstrapping the conditional copula / rank @@
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+On the weak convergence of the empirical conditional copula under a simplifying assumption
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+Testing for equality between two copulas
@@ Property / cites work: Testing for equality between two copulas / rank @@
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+Q4223074
@@ Property / cites work: Q4223074 / rank @@
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+Simplified vine copula models: approximations based on the simplifying assumption
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+Estimating non-simplified vine copulas using penalized splines
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+Simplified pair copula constructions -- limitations and extensions
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+Regime switches in the dependence structure of multidimensional financial data
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+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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+Weak convergence and empirical processes. With applications to statistics
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+Generalized additive models for conditional dependence structures
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+Estimation of a Conditional Copula and Association Measures
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+A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
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@@ Property / DOI @@
+.1515/DEMO-2017-0011
@@ Property / DOI: 10.1515/DEMO-2017-0011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1696995