Fitting copulas in the case of missing data
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A cramer - von mises type goodness of fit test with asymmetric weight function
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Asymptotic Statistics
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Calibration estimation of semiparametric copula models with data missing at random
- Construction of asymmetric multivariate copulas
- Exploring copulas for the imputation of complex dependent data
- Fully conditional specification in multivariate imputation
- Goodness-of-approximation of copulas by a parametric family
- Goodness-of-fit tests for copulas: A review and a power study
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- Non-parametric weighted tests for independence based on empirical copula process
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Semiparametric estimation in copula models
- Semiparametric estimation of the parameters of multivariate copulas
- Statistical analysis with missing data
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Strong convergence of estimators as _n-minimisers of optimisation problems
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