Pages that link to "Item:Q5442065"

The following pages link to Nonparametric estimation of copula functions for dependence modelling (Q5442065):

Displaying 50 items.

• Rearranged dependence measures (Q74042) (← links)
• Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• Dependence patterns associated with the fundamental diagram: a copula function approach (Q621477) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
• Partial and average copulas and association measures (Q895010) (← links)
• Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
• Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Jackknife empirical likelihood method for copulas (Q1944367) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• Dependence structure estimation using copula recursive trees (Q2048120) (← links)
• Inferring association from reliability functions: an approach based on copulas (Q2244840) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
• Approximations of copulas via transformed moments (Q2684963) (← links)
• The non parametric regression estimate with dependent measurement errors (Q2815981) (← links)
• Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
• Flexible Copula Density Estimation with Penalized Hierarchical B-splines (Q2868861) (← links)
• Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974) (← links)
• Positive quadrant dependence tests for copulas (Q3086514) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
• Copula Density Estimation by Total Variation Penalized Likelihood (Q3652732) (← links)
• A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
• A nonparametric Bayesian approach to copula estimation (Q4960593) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
• Non-parametric estimation of copula based mutual information (Q5078457) (← links)
• Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring (Q5120663) (← links)
• Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
• A semiparametric copula-based estimation of the regression function for right-censored data (Q5213357) (← links)
• Bayesian nonparametric estimation of a copula (Q5220707) (← links)
• Copula-Based Regression Estimation and Inference (Q5327296) (← links)
• PC Translation Models for Random Vectors and Multivariate Extremes (Q5376557) (← links)
• Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions (Q5864657) (← links)
• A transition copula model for analyzing multivariate longitudinal data with missing responses (Q5867718) (← links)
• Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
• Nonparametric universal copula modeling (Q6576820) (← links)
• Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas (Q6589572) (← links)
• Nonparametric Copula Estimation for Mixed Insurance Claim Data (Q6620882) (← links)
• Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula (Q6620892) (← links)
• Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)