Efficient Estimation of Semiparametric Multivariate Copula Models
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(only showing first 100 items - show all)- Construction of asymmetric multivariate copulas
- Efficient estimation of copula-based semiparametric Markov models
- Estimation of complier causal treatment effects under the additive hazards model with interval-censored data
- An additive hazards cure model with informative interval censoring
- Estimation of the additive hazards model based on interval-censored failure time data with random change point
- Statistical models and methods for dependence in insurance data
- Analysis of multivariate survival data under semiparametric copula models
- Fitting high-dimensional copulae to data
- Semiparametric regression analysis of panel binary data with a dependent failure time
- A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model
- Regression analysis of case-cohort studies in the presence of dependent interval censoring
- A pairwise pseudo-likelihood approach for regression analysis of doubly truncated data
- Semiparametric bounds on treatment effects
- Efficient estimation for accelerated failure time model with interval-censored data in the presence of a cured subgroup
- Empirical likelihood based confidence intervals for copulas
- Semiparametric multivariate density estimation for positive data using copulas
- Regression analysis of informatively interval-censored failure time data with semiparametric linear transformation model
- Regression analysis of current status data in the presence of a cured subgroup and dependent censoring
- Copula density estimation by finite mixture of parametric copula densities
- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- Sparse semiparametric discriminant analysis
- Superefficient estimation of the marginals by exploiting knowledge on the copula
- A class of semiparametric transformation cure models for interval-censored failure time data
- Regression analysis of informative current status data with the semiparametric linear transformation model
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- A practical guide to compact infinite dimensional parameter spaces
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- The determinants of CDS spreads: evidence from the model space
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- The non parametric regression estimate with dependent measurement errors
- Estimation and inference for dependence in multivariate data
- Semiparametric estimation of the parameters of multivariate copulas
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models
- Semiparametric regression analysis of panel binary data with an informative observation process
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- Regression analysis of informative current status data with the additive hazards model
- Estimating the error distribution in multivariate heteroscedastic time-series models
- Order statistics approaches to unobserved heterogeneity in auctions
- Semiparametric sieve maximum likelihood estimation under cure model with partly interval censored and left truncated data for application to spontaneous abortion
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
- A spline-based nonparametric analysis for interval-censored bivariate survival data
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Estimation of complier causal treatment effects with informatively interval-censored failure time data
- Semi- and nonparametric ARCH processes
- Copula based factorization in Bayesian multivariate infinite mixture models
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Sieve maximum likelihood estimation for the proportional hazards model under informative censoring
- Copula based multivariate semi-Markov models with applications in high-frequency finance
- Estimation of complier causal treatment effects under the case–cohort studies with interval-censored failure time data
- Copula-based Cox models for dependent current status data with a cure fraction
- A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
- Generalized additive models for conditional dependence structures
- Applying copula models to individual claim loss reserving methods
- Cox regression analysis of dependent interval-censored failure time data
- GeD spline estimation of multivariate Archimedean copulas
- Copulas with maximum entropy
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
- Semiparametric estimation of copula models with nonignorable missing data
- Transformation-Kernel Estimation of Copula Densities
- Semiparametric estimation in copula models for bivariate sequential survival times
- Goodness-of-fit tests for copulas: A review and a power study
- Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models
- A model selection test for bivariate failure-time data
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Estimation of treatment effects in nonlinear models with unobserved confounding
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
- Beta regression model for bounded functional response
- Regression analysis of dependent current status data with left-truncation under linear transformation model
- Hedges or safe havens -- revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation
- The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
- Bayesian semiparametric copula estimation with application to psychiatric genetics
- Evaluating Association Between Two Event Times with Observations Subject to Informative Censoring
- Exponential series estimator of multivariate densities
- Out-of-sample comparison of copula specifications in multivariate density forecasts
- Density forecast of financial returns using decomposition and maximum entropy
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Estimation and Variable Selection for Interval-Censored Failure Time Data with Random Change Point and Application to Breast Cancer Study
- Variable selection for interval-censored failure time data under the partly linear additive generalized odds rate model
- A double exponential gamma-frailty model for clustered survival data
- Addressing endogeneity issues in a spatial autoregressive model using copulas
- Improved estimation of semiparametric dynamic copula models with filtered nonstationarity
- Efficient estimation of a semiparametric dynamic copula model
- A review of copula models for economic time series
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Efficient semiparametric copula estimation of regression models with endogeneity
- Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach
- A vine copula approach for regression analysis of bivariate current status data with informative censoring
- Semiparametric Estimation in Copulas with the Same Marginals
- Copula-based analysis of dependent current status data with semiparametric linear transformation model
- Sparse functional varying-coefficient mixture regression
- Empirical likelihood based confidence regions for functional of copulas
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Flexible modeling based on copulas in nonparametric median regression
- Efficient estimation of semiparametric copula models for bivariate survival data
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index
- Information bounds for Gaussian copulas
- Vector copulas
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