Pages that link to "Item:Q901578"
From MaRDI portal
The following pages link to Conditional copulas, association measures and their applications (Q901578):
Displayed 31 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← 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)
- Copula directed acyclic graphs (Q517376) (← 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)
- Partial and average copulas and association measures (Q895010) (← links)
- Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
- Rank correlation under categorical confounding (Q1690084) (← 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)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- Single-index copulas (Q1742729) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
- On Kendall's regression (Q2181725) (← links)
- Estimation of a bivariate conditional copula when a variable is subject to random right censoring (Q2283572) (← links)
- Inference on local causality and tests of non-causality in time series (Q2326994) (← links)
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data (Q2338093) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach (Q2628886) (← links)
- Estimation of a Conditional Copula and Association Measures (Q2911697) (← links)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965672) (← links)