Pages that link to "Item:Q901578"

The following pages link to Conditional copulas, association measures and their applications (Q901578):

Displaying 50 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)
• A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
• Approximate Bayesian conditional copulas (Q2076116) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
• On Kendall's regression (Q2181725) (← links)
• Study of partial and average conditional Kendall's tau (Q2236383) (← 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)
• Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (Q2677124) (← links)
• Estimation of a Conditional Copula and Association Measures (Q2911697) (← links)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
• Quantile Association Regression Models (Q4975345) (← links)
• Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications (Q5051325) (← links)
• Nonparametric estimation of risk ratios for bivariate data (Q5051333) (← 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)
• Discussion: Statistical models and methods for dependence in insurance data (Q5965672) (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
• On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
• Spline approximations to conditional Archimedean copula (Q6537791) (← links)
• A wavelet-based estimation of the calibration function in conditional copula model (Q6565106) (← links)
• Nonparametric kernel estimation of conditional copula density (Q6580284) (← links)
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)
• Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities (Q6624716) (← links)