Nonparametric Identification of Copula Structures
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A class of bivariate distributions including the bivariate logistic
- A continuous general multivariate distribution and its properties
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
- A test for Archimedeanity in bivariate copula models
- An introduction to copulas.
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bivariate extreme value theory: Models and estimation
- Construction of asymmetric multivariate copulas
- Copulas: Tales and facts (with discussion)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Goodness-of-fit tests for copulas: A review and a power study
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- On the covariance of the asymptotic empirical copula process
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Operational Risk
- Rank-based inference for bivariate extreme-value copulas
- Semiparametric estimation in copula models
- Some bivariate uniform distributions
- Some concepts of bivariate symmetry
- Testing for equality between two copulas
- Tests of symmetry for bivariate copulas
- The meta-elliptical distributions with given marginals
- The performance of some correlation coefficients for a general bivariate distribution
- The t Copula and Related Copulas
Cited in
(15)- A comparison of dependence function estimators in multivariate extremes
- Discussion
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Nonparametric estimation of copula regression models with discrete outcomes
- Factor copula models for replicated spatial data
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Randomization tests of copula symmetry
- The integrated copula spectrum
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- Detection of heterogeneous structures on the Gaussian copula model using projective power entropy
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- A general framework for testing homogeneity hypotheses about copulas
- Visualization and Assessment of Copula Symmetry
- Pattern-based tests for two-dimensional copulas
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
This page was built for publication: Nonparametric Identification of Copula Structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5327295)