Interval-conditioned quantiles of bivariate copulas
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Cites work
- An introduction to copulas.
- Assessing copula models for mixed continuous-ordinal variables
- Coarsening at random in general sample spaces and random censoring in continuous time
- Comparison of semiparametric and parametric methods for estimating copulas
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- Conditional empirical copula processes and generalized measures of association
- Conditional quantiles and tail dependence
- D-vine copula based quantile regression
- Dependence modeling with copulas
- Discretization: privacy-preserving data publishing for causal discovery
- Estimating the dimension of a model
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Missing at random, likelihood ignorability and model completeness.
- Nonparametric C- and D-vine-based quantile regression
- Pair-copula constructions of multiple dependence
- Partial and average copulas and association measures
- Prediction based on conditional distributions of vine copulas
- Sampling from conditional distributions of simplified vines
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