Pages that link to "Item:Q1019914"
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The following pages link to Comparison of semiparametric and parametric methods for estimating copulas (Q1019914):
Displayed 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Large sample properties for a class of copulas in bivariate survival analysis (Q378913) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Modelling udder infection data using copula models for quadruples (Q840748) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- EM algorithms for estimating the Bernstein copula (Q1660208) (← links)
- Copula-based segmentation of cylindrical time series (Q1726742) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Copula selection for graphical models in continuous estimation of distribution algorithms (Q2259747) (← links)
- Copula-based score test for bivariate time-to-event data, with application to a genetic study of AMD progression (Q2274695) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)