Pages that link to "Item:Q2911697"
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The following pages link to Estimation of a Conditional Copula and Association Measures (Q2911697):
Displayed 49 items.
- A simple measure of conditional dependence (Q128731) (← links)
- Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326) (← links)
- Rank correlation under categorical confounding (Q1690084) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- Single-index copulas (Q1742729) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Correcting for sample selection bias in Bayesian distributional regression models (Q2076142) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- On Kendall's regression (Q2181725) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Estimation of a bivariate conditional copula when a variable is subject to random right censoring (Q2283572) (← links)
- Inference on local causality and tests of non-causality in time series (Q2326994) (← links)
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data (Q2338093) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (Q2677124) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- Nonparametric estimation of risk ratios for bivariate data (Q5051333) (← links)
- Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring (Q5120663) (← links)
- Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965672) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970327) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- On Azadkia-Chatterjee's conditional dependence coefficient (Q6201829) (← links)