Pages that link to "Item:Q391831"
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The following pages link to Statistical testing of covariate effects in conditional copula models (Q391831):
Displayed 17 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
- Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Single-index copulas (Q1742729) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach (Q2628886) (← links)
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (Q2677124) (← links)
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey (Q5085719) (← links)
- Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)