Copulae: an overview and recent developments (Q6602358)

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Copulae: an overview and recent developments

scientific article; zbMATH DE number 7910971

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English	Copulae: an overview and recent developments	scientific article; zbMATH DE number 7910971

Statements

instance of

scholarly article

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title

Copulae: an overview and recent developments (English)

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Wiley Interdisciplinary Reviews. WIREs Computational Statistics

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publication date

11 September 2024

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zbMATH Keywords

copula

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dependence modeling

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multivariate distribution

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MaRDI profile type

MaRDI publication profile

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cites work

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Hierarchical Kendall copulas: properties and inference

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Dependence structures for multivariate high-frequency data in finance

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A Legendre multiwavelets approach to copula density estimation

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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

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A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

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Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models

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Optimal design to discriminate between rival copula models for a bivariate binary response

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The t Copula and Related Copulas

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Copulas based on Marshall-Olkin machinery

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Marshall-Olkin type copulas generated by a global shock

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Generalized Pareto copulas: a key to multivariate extremes

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Managing risk with a realized copula parameter

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Weak convergence of empirical copula processes

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Copula parameter estimation using Blomqvist's beta

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A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

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On the asymptotic covariance of the multivariate empirical copula process

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Asymptotic behavior of the empirical multilinear copula process under broad conditions

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Testing for independence in arbitrary distributions

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Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation

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Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

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Goodness-of-fit tests for copulas: A review and a power study

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A characterization of Gumbel's family of extreme value distributions

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Statistical Inference Procedures for Bivariate Archimedean Copulas

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Copula selection models for non-Gaussian outcomes that are missing not at random

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Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

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On structure, family and parameter estimation of hierarchical Archimedean copulas

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Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation

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Applied multivariate statistical analysis

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Selection of sparse vine copulas in high dimensions with the Lasso

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An introduction to copulas.

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Nonparametric Archimedean generator estimation with implications for multiple testing

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Factor copula models for item response data

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Simulated Method of Moments Estimation for Copula-Based Multivariate Models

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Remarks on a Multivariate Transformation

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THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

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Physically coherent probabilistic weather forecasts using multivariate discrete copula-based ensemble postprocessing methods

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The empirical beta copula

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Nonparametric estimation of the tree structure of a nested Archimedean copula

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Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function

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A comparison of dependence function estimators in multivariate extremes

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Model Selection and Semiparametric Inference for Bivariate Failure-Time Data

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When a copula is Archimax

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Mixtures of Gaussian copula factor analyzers for clustering high dimensional data

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Goodness-of-fit test for specification of semiparametric copula dependence models

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Common sampling orders of regular vines with application to model selection

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copyright license

Creative Commons Attribution 4.0 International

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Identifiers

zbMATH Open document ID

1544.62058

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Copulae: an overview and recent developments