Copula modeling: An introduction for practitioners
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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(only showing first 100 items - show all)- Clustering dependent observations with copula functions
- Multinomial choice models based on Archimedean copulas
- Bivariate copula additive models for location, scale and shape
- Unfolded GARCH models
- Semi-parametric copula sample selection models for count responses
- Conditional information using copulas with an application to decision making
- A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
- Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities
- Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- World commodity prices and economic activity in advanced and emerging economies
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
- A transition model for analyzing multivariate longitudinal data using Gaussian copula approach
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
- Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015)
- An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
- ROS regression: integrating regularization with optimal scaling regression
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- A trivariate additive regression model with arbitrary link functions and varying correlation matrix
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- A copula-based bivariate integer-valued autoregressive process with application
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
- Exploring copulas for the imputation of complex dependent data
- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
- Computing with bivariate COM-Poisson model under different copulas
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- On the treatment effects of a binary choice outcome model
- A non-linear forecast combination procedure for binary outcomes
- Construction of leading economic index for recession prediction using vine copulas
- Convexity and optimization with copulæ structured probabilistic constraints
- Use of a Generalized Multivariate Gamma Distribution Based on Copula Functions in the Average Bioequivalence
- Editorial to the special issue on copulae of statistics \& risk modeling
- Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
- Optimal designs for copula models
- Introduction to Bayesian Estimation and Copula Models of Dependence
- Maximum simulated likelihood estimation: techniques and applications in economics
- Bivariate non-normality in the sample selection model
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach
- An invitation to coupling and copulas: with applications to multisensory modeling
- Copula regression spline models for binary outcomes
- Stochastic frontier models with dependent error components
- Bayesian estimation of a bivariate copula using the Jeffreys prior
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
- Bivariate copulas on the Hotelling's \(T^2\) control chart
- A new model for interdependent durations
- The Gaussian polytree EDA with copula functions and mutations
- Polyhazard models with dependent causes
- Small sample estimation properties of longitudinal count models
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
- Analyzing bivariate ordinal data with CUB margins
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
- A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
- Trivariate copulas on the MEWMA control chart
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
- Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables
- Uncovering Characteristic Response Paths of a Population
- Some new ratio-type copulas: theory and properties
- scientific article; zbMATH DE number 7246954 (Why is no real title available?)
- Econometric analysis of private and public wage determination for older workers using a copula and switching regression
- scientific article; zbMATH DE number 7246956 (Why is no real title available?)
- Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand
- Bivariate beta regression models: joint modeling of the mean, dispersion and association parameters
- Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
- Multivariate copulas on the MCUSUM control chart
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to value at risk (VaR)
- scientific article; zbMATH DE number 6444920 (Why is no real title available?)
- Fitting Distributions with the Polyhazard Model with Dependence
- Combining various types of belief structures
- Dependence Modelling with Copulas. By H.Joe. Boca Raton, Florida CRC Press. 2015. 480 pages. £ 57.99 (hardback). ISBN 978‐1‐4665‐8322‐1.
- Book Reviews
- A regression model for the copula-graphic estimator
- On forming joint variables in computing with words
- Copula Models for Aggregating Expert Opinions
- Elements of Copula Modeling with R
- Multivariate return decomposition: theory and implications
- The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach
- Estimation of treatment effects in nonlinear models with unobserved confounding
- Income and democracy: a bivariate copula approach
- Risk aggregation with FGM copulas
- Smoothed bootstrap methods for bivariate data
- Towards an automatic uncertainty compiler
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- Copula modeling from Abe Sklar to the present day
- A unifying switching regime regression framework with applications in health economics
- Analysis for partially accelerated dependent competing risks model with masked data based on copula function
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Nonparametric universal copula modeling
- Multivariate reference and tolerance regions based on conditional transformation models: application to glycemic markers
- A review of multivariate distributions for count data derived from the Poisson distribution
- A new family of copulas based on probability generating functions
- Copula-Based Random Effects Models for Clustered Data
- A two-level copula joint model for joint analysis of longitudinal and competing risks data
- Mixed Marginal Copula Modeling
- Volatility and dependence in cryptocurrency and financial markets: a copula approach
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