Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Beyond simplified pair-copula constructions
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+Vines -- a new graphical model for dependent random variables.
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+Truncated regular vines in high dimensions with application to financial data
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+A note on bootstrap approximations for the empirical copula process
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+Selecting and estimating regular vine copulae and application to financial returns
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+Weak convergence of empirical copula processes
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Parameter estimation for pair-copula constructions
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+A sharper Bonferroni procedure for multiple tests of significance
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+Testing conditional independence using maximal nonlinear conditional correlation
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+Bayesian model selection for D-vine pair-copula constructions
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+Testing for equality between two copulas
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+Asymptotic distributions of multivariate rank order statistics
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Testing conditional independence via Rosenblatt transforms
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+The oscillation behavior of empirical processes: The multivariate case
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+A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
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+Semiparametric estimation in copula models
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+Empirical processes indexed by estimated functions
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+Publication:1623802