A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944): Difference between revisions

Latest revision as of 16:22, 28 August 2024

scientific article; zbMATH DE number 7823266

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English	A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	scientific article; zbMATH DE number 7823266

Statements

instance of

scholarly article

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title

A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (English)

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Journal of Multivariate Analysis

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publication date

25 March 2024

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full work available at URL

https://arxiv.org/abs/2106.10726

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zbMATH Keywords

data-adaptive smooth empirical copulas

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empirical beta copula

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sequential empirical copula processes

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MaRDI profile type

MaRDI publication profile

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cites work

A note on weak convergence of the sequential multivariate empirical process under strong mixing

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A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

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Detecting changes in cross-sectional dependence in multivariate time series

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Empirical and sequential empirical copula processes under serial dependence

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A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

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Q3855979

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Frank's family of bivariate distributions

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Asymptotic behavior of the empirical multilinear copula process under broad conditions

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A Primer on Copulas for Count Data

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Bivariate Logistic Distributions

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Elements of Copula Modeling with R

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Q4720621

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Large sample behavior of the Bernstein copula estimator

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Dependence Modeling with Copulas

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An introduction to copulas.

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Remarks on a Multivariate Transformation

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Asymptotic distributions of multivariate rank order statistics

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THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

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The empirical beta copula

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Stochastic orders

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Q3281461

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Identifiers

arXiv ID

2106.10726

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DOI

10.1016/j.jmva.2023.105269

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6200944

@@ Property / cites work @@
+A note on weak convergence of the sequential multivariate empirical process under strong mixing
+Normal rank
@@ Property / cites work @@
+A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
+Normal rank
@@ Property / cites work @@
+Detecting changes in cross-sectional dependence in multivariate time series
+Normal rank
@@ Property / cites work @@
+Empirical and sequential empirical copula processes under serial dependence
+Normal rank
@@ Property / cites work @@
+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
+Normal rank
@@ Property / cites work @@
+Q3855979
@@ Property / cites work: Q3855979 / rank @@
+Normal rank
@@ Property / cites work @@
+Frank's family of bivariate distributions
@@ Property / cites work: Frank's family of bivariate distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the empirical multilinear copula process under broad conditions
+Normal rank
@@ Property / cites work @@
+A Primer on Copulas for Count Data
@@ Property / cites work: A Primer on Copulas for Count Data / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate Logistic Distributions
@@ Property / cites work: Bivariate Logistic Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Elements of Copula Modeling with R
@@ Property / cites work: Elements of Copula Modeling with R / rank @@
+Normal rank
@@ Property / cites work @@
+Q4720621
@@ Property / cites work: Q4720621 / rank @@
+Normal rank
@@ Property / cites work @@
+Large sample behavior of the Bernstein copula estimator
+Normal rank
@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of multivariate rank order statistics
+Normal rank
@@ Property / cites work @@
+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
+Normal rank
@@ Property / cites work @@
+The empirical beta copula
@@ Property / cites work: The empirical beta copula / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank