Pages that link to "Item:Q2486000"
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The following pages link to Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000):
Displayed 50 items.
- Factor tree copula models for item response data (Q72193) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- False discovery rate control under Archimedean copula (Q470503) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Estimation of copula-based models for lifetime medical costs (Q498053) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- The copula echo state network (Q645889) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Factor copula models for right-censored clustered survival data (Q825281) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Generating random correlation matrices based on partial correlations (Q853948) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
- Absolute continuous multivariate generalized exponential distribution (Q904296) (← links)
- Construction of asymmetric multivariate copulas (Q957308) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
- Bayesian bivariate survival analysis using the power variance function copula (Q1642151) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- On multivariate log Birnbaum-Saunders distribution (Q1698214) (← links)
- Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas (Q1719217) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- A stress-strength model with dependent variables to measure household financial fragility (Q1934284) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- A bivariate count model with discrete Weibull margins (Q1997324) (← links)