Pages that link to "Item:Q3013974"

The following pages link to Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974):

Displaying 35 items.

• Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
• Time-dependent copulas (Q443766) (← links)
• Semiparametric estimation of conditional copulas (Q443773) (← links)
• Beyond simplified pair-copula constructions (Q443776) (← links)
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
• Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
• Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data (Q746633) (← links)
• Generalized additive models for conditional dependence structures (Q746876) (← links)
• Simplified R-vine based forward regression (Q829728) (← 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)
• 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)
• Single-index copulas (Q1742729) (← links)
• Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
• Score tests for covariate effects in conditional copulas (Q2011520) (← links)
• Approximate Bayesian conditional copulas (Q2076116) (← links)
• Correcting for sample selection bias in Bayesian distributional regression models (Q2076142) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
• Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
• Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
• Estimation of a bivariate conditional copula when a variable is subject to random right censoring (Q2283572) (← links)
• Implicit copulas from Bayesian regularized regression smoothers (Q2290705) (← links)
• Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach (Q2628886) (← links)
• Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Quantile Association Regression Models (Q4975345) (← links)
• Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
• Investigation of the dependence structure in seismic hazard analysis: an application for Turkey (Q5085719) (← links)
• Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
• Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)