Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208): Difference between revisions

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+Local Power Analyses of Goodness‐of‐fit Tests for Copulas
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+Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
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+Efficient Estimation of Semiparametric Multivariate Copula Models
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+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
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+Understanding Relationships Using Copulas
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+Frank's family of bivariate distributions
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+Penalized regression with model-based penalties
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+Q4382161
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
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+Transformation of non positive semidefinite correlation matrices
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+Asymptotic Normality of Nonparametric Tests for Independence
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Q3281461
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+Semiparametric estimation in copula models
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+.1016/J.INSMATHECO.2010.03.008
@@ Property / DOI: 10.1016/J.INSMATHECO.2010.03.008 / rank @@
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