Semiparametric estimation of conditional copulas (Q443773): Difference between revisions

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-Irène Gijbels
@@ Property / author: Irène Gijbels / rank @@
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+Irène Gijbels
@@ Property / author: Irène Gijbels / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / zbMATH DE Number @@
+6065048
@@ Property / zbMATH DE Number: 6065048 / rank @@
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@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
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@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local polynomial fitting
@@ Property / zbMATH Keywords: local polynomial fitting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric estimation
@@ Property / zbMATH Keywords: semiparametric estimation / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2012.04.001
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@@ Property / OpenAlex ID @@
+W2004185427
@@ Property / OpenAlex ID: W2004185427 / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
+Normal rank
@@ Property / cites work @@
+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
+Normal rank
@@ Property / cites work @@
+Local Polynomial Estimation in Multiparameter Likelihood Models
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@@ Property / cites work @@
+Q3906818
@@ Property / cites work: Q3906818 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Maximum Likelihood Estimation and Inference
@@ Property / cites work: Local Maximum Likelihood Estimation and Inference / rank @@
+Normal rank
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+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
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@@ 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
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+Estimating the density of a copula function
@@ Property / cites work: Estimating the density of a copula function / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional copulas, association measures and their applications
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+Efficient estimation of a semiparametric dynamic copula model
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+The central limit theorem for dependent random variables
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+Comparison of semiparametric and parametric methods for estimating copulas
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@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Regression and Likelihood
@@ Property / cites work: Local Regression and Likelihood / rank @@
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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+On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
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+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional empirical processes
@@ Property / cites work: Conditional empirical processes / rank @@
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@@ Property / cites work @@
+Local Likelihood Estimation
@@ Property / cites work: Local Likelihood Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and bootstrap with censored data in fixed design nonparametric regression
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@@ Property / cites work @@
+Estimation of a Conditional Copula and Association Measures
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@@ links / mardi / name / links / mardi / name @@
+Publication:443773