Pages that link to "Item:Q5718587"
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The following pages link to Semiparametric estimation in copula models (Q5718587):
Displayed 50 items.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- Rank correlation under categorical confounding (Q1690084) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Single-index copulas (Q1742729) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
- Robust approach for blind separation of noisy mixtures of independent and dependent sources (Q2155814) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- On the estimation of correlation in a binary sequence model (Q2301108) (← links)
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
- Hybrid copula estimators (Q2344382) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- A censored copula model for micro-level claim reserving (Q2421392) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- Blind separation of instantaneous mixtures of independent/dependent sources (Q2699693) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)