Some new results on the empirical copula estimator with applications (Q383948): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3855979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3936024 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The frailty model. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating value at risk of portfolio by conditional copula-GARCH method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large sample behavior of the Bernstein copula estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation in copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic joint normality of quantiles from a multivariate distribution / rank
 
Normal rank

Latest revision as of 04:00, 7 July 2024

scientific article
Language Label Description Also known as
English
Some new results on the empirical copula estimator with applications
scientific article

    Statements

    Identifiers