Pages that link to "Item:Q3135388"
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The following pages link to Estimating the density of a copula function (Q3135388):
Displayed 38 items.
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Nonparametric estimation of the cross ratio function (Q2183767) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Approximations of copulas via transformed moments (Q2684963) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Flexible Copula Density Estimation with Penalized Hierarchical B-splines (Q2868861) (← links)
- Positive quadrant dependence tests for copulas (Q3086514) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- (Q3552467) (← links)
- Copula Density Estimation by Total Variation Penalized Likelihood (Q3652732) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- Semiparametric Density Estimators Using Copulas (Q4678795) (← links)
- A nonparametric Bayesian approach to copula estimation (Q4960593) (← links)
- Non-parametric estimation of copula based mutual information (Q5078457) (← links)
- A semiparametric copula-based estimation of the regression function for right-censored data (Q5213357) (← links)
- (Q5226051) (← links)
- Copula-Based Regression Estimation and Inference (Q5327296) (← links)
- Nonparametric estimation of copula functions for dependence modelling (Q5442065) (← links)
- Symmetrized Multivariate<i>k</i>-NN Estimators (Q5863564) (← links)
- Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
- Wavelet block thresholding for copula density estimation under biased sampling (Q6074364) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)