Conditional empirical copula processes and generalized measures of association
From MaRDI portal
Cites work
- A note on bootstrap approximations for the empirical copula process
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- A review of copula models for economic time series
- A survey on time-varying copulas: specification, simulations, and application
- About tests of the ``simplifying assumption for conditional copulas
- An introduction to copulas. Properties and applications
- Analyzing dependent data with vine copulas. A practical guide with R
- Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
- Asymptotic Statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bootstrapping the conditional copula
- Clustering of financial time series in risky scenarios
- Concordance and copulas: a survey
- Conditional copula simulation for systemic risk stress testing
- Conditional copulas, association measures and their applications
- Copula–Based Models for Financial Time Series
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Empirical and sequential empirical copula processes under serial dependence
- Empirical processes indexed by estimated functions
- Empirical Processes with Applications to Statistics
- Estimating non-simplified vine copulas using penalized splines
- Estimation of a conditional copula and association measures
- Estimation of a copula when a covariate affects only marginal distributions
- Estimators based on Kendall's tau in multivariate copula models
- Generalized additive models for conditional dependence structures
- scientific article; zbMATH DE number 3932217 (Why is no real title available?)
- scientific article; zbMATH DE number 3757528 (Why is no real title available?)
- Identifiability and estimation of meta-elliptical copula generators
- Large-sample tests of extreme-value dependence for multivariate copulas
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Multivariate concordance
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Multivariate extensions of Spearman's rho and related statistics
- Multivariate measures of concordance
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
- Nonparametric testing for no covariate effects in conditional copulas
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
- ON THE METHOD OF PAIRED COMPARISONS
- On the simplified pair-copula construction -- simply useful or too simplistic?
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Semiparametric estimation of conditional copulas
- Simplified vine copula models: approximations based on the simplifying assumption
- Single-index copulas
- Spatial contagion between financial markets: a copula-based approach
- Statistical testing of covariate effects in conditional copula models
- Testing for equality between two copulas
- Testing the simplifying assumption in high-dimensional vine copulas
- Time-dependent copulas
- Vines -- a new graphical model for dependent random variables.
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
- Weak convergence of empirical copula processes indexed by functions
Cited in
(8)- Selection of mixed copula for association modeling with tied observations
- scientific article; zbMATH DE number 5872861 (Why is no real title available?)
- scientific article; zbMATH DE number 7640335 (Why is no real title available?)
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Parametric estimation of conditional Archimedean copula generators for censored data
- Interval-conditioned quantiles of bivariate copulas
- Partial and average copulas and association measures
- Empirical likelihood based confidence intervals for copulas
This page was built for publication: Conditional empirical copula processes and generalized measures of association
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106777)
