Pages that link to "Item:Q895010"
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The following pages link to Partial and average copulas and association measures (Q895010):
Displaying 11 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)