Pages that link to "Item:Q5718587"
From MaRDI portal
The following pages link to Semiparametric estimation in copula models (Q5718587):
Displayed 27 items.
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Erratum to “Semiparametric estimation in copula models” (Q3108014) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
- (Q3552467) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING (Q4902541) (← links)
- Some Comments on Copula-Based Regression (Q4975580) (← links)
- Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- A GLM Approach to Estimating Copula Models (Q5265817) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Copula-Based Regression Estimation and Inference (Q5327296) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← links)
- The Copula Information Criteria (Q5418635) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)