The following pages link to The empirical beta copula (Q511991):
Displaying 20 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Validation of association (Q2306090) (← links)
- Extensions of subcopulas (Q2400638) (← links)
- Nonparametric estimation of risk ratios for bivariate data (Q5051333) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Distributions associated to the counting techniques of the <i>d</i>-sample copula of order <i>m</i> and weak convergence of the sample process (Q5083876) (← links)
- Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
