Beyond simplified pair-copula constructions (Q443776): Difference between revisions

@@ Property / author @@
-Christian Genest
@@ Property / author: Christian Genest / rank @@
-Normal rank
@@ Property / author @@
-Johanna G. Nešlehová
@@ Property / author: Johanna G. Nešlehová / rank @@
-Normal rank
@@ Property / author @@
+Christian Genest
@@ Property / author: Christian Genest / rank @@
+Normal rank
@@ Property / author @@
+Johanna G. Nešlehová
@@ Property / author: Johanna G. Nešlehová / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / zbMATH DE Number @@
+6065049
@@ Property / zbMATH DE Number: 6065049 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional copulas
@@ Property / zbMATH Keywords: conditional copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kendall's tau
@@ Property / zbMATH Keywords: Kendall's tau / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local likelihood
@@ Property / zbMATH Keywords: local likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ranks
@@ Property / zbMATH Keywords: ranks / rank @@
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@@ Property / zbMATH Keywords @@
+vines
@@ Property / zbMATH Keywords: vines / rank @@
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+Q56865724
@@ Property / Wikidata QID: Q56865724 / rank @@
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+QRM
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+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.2012.02.001
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@@ Property / OpenAlex ID @@
+W2080936878
@@ Property / OpenAlex ID: W2080936878 / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation of conditional copulas
@@ Property / cites work: Semiparametric estimation of conditional copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
+Normal rank
@@ Property / cites work @@
+Q2763657
@@ Property / cites work: Q2763657 / rank @@
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
+Normal rank
@@ Property / cites work @@
+Q3924998
@@ Property / cites work: Q3924998 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Parameter estimation for pair-copula constructions
+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 @@
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@@ Property / cites work @@
+Q4345860
@@ Property / cites work: Q4345860 / rank @@
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ 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 @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:443776