Archimedean copula estimation using Bayesian splines smoothing techniques
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Cites work
- A practical guide to splines
- A statistical perspective on ill-posed inverse problems (with discussion)
- An introduction to copulas. Properties and applications
- Bayes and empirical Bayes methods for data analysis.
- Bayesian Smoothing and Regression Splines for Measurement Error Problems
- Constraints on concordance measures in bivariate discrete data
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized structured additive regression based on Bayesian P-splines
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 2110665 (Why is no real title available?)
- scientific article; zbMATH DE number 840151 (Why is no real title available?)
- Improved rank-based dependence measures for categorical data.
- Local dependence estimation using semiparametric archimedean copulas
- On Bayesian Modeling of Fat Tails and Skewness
- Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
Cited in
(34)- GeD spline estimation of multivariate Archimedean copulas
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
- Bayesian density estimation from grouped continuous data
- Bivariate copula additive models for location, scale and shape
- Flexible estimation in cure survival models using Bayesian P-splines
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Inference in multivariate Archimedean copula models
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
- A Bayesian semiparametric Archimedean copula
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Bayesian spectral density estimation using P-splines with quantile-based knot placement
- Flexible copula density estimation with penalized hierarchical B-splines
- Estimation of a copula when a covariate affects only marginal distributions
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- A note on upper-patched generators for Archimedean copulas
- Multivariate multiple test procedures based on nonparametric copula estimation
- Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
- Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
- Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions
- Semi-parametric frailty model for clustered interval-censored data
- Nonparametric double additive cure survival models: An application to the estimation of the non-linear effect of age at first parenthood on fertility progression
- Nonparametric testing for no covariate effects in conditional copulas
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Comments on: Inference in multivariate Archimedean copula models
- Spline approximations to conditional Archimedean copula
- Mixed binary-continuous copula regression models with application to adverse birth outcomes
- Bayesian hierarchical penalized spline models for immediate and time-varying intervention effects in stepped wedge cluster randomized trials
- Inference on Archimedean copulas using mixtures of Pólya trees
- Semiparametric bivariate Archimedean copulas
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