Publication:5386477

zbMath1142.62330MaRDI QIDQ5386477

Christian Genest, Bas J. M. Werker

Publication date: 14 May 2008

Mathematics Subject Classification ID

62H99: Multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection, Goodness-of-fit tests for copulas: A review and a power study, Efficient estimation of semiparametric copula models for bivariate survival data, Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model, Superefficient estimation of the marginals by exploiting knowledge on the copula, Comparison of three semiparametric methods for estimating dependence parameters in copula models, A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems, Some developments in semiparametric statistics, Generalized additive models for conditional dependence structures, Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models, A test of independence in some copula models, Comparison of semiparametric and parametric methods for estimating copulas, Efficient estimation of copula-based semiparametric Markov models, EM algorithms for estimating the Bernstein copula, Calibration estimation of semiparametric copula models with data missing at random, A new approach to measure systemic risk: a bivariate copula model for dependent censored data, Modified Gaussian pseudo-copula: applications in insurance and finance, Information bounds for Gaussian copulas, Bivariate option pricing using dynamic copula models, Selection of Vine Copulas, Unnamed Item