Nonparametric estimation of copula functions for dependence modelling
From MaRDI portal
Recommendations
Cites work
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas. Properties and applications
- Bandwith selection for the smoothing of distribution functions
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Estimating the density of a copula function
- Estimation of copula-based semiparametric time series models
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 3793223 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Multivariate Boundary Kernels and a Continuous Least Squares Principle
- On association in a copula with time transformations
- Smooth estimators of distribution and density functions
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Weak convergence of empirical copula processes
Cited in
(67)- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- On the strong approximation of bootstrapped empirical copula processes with applications
- Jackknife empirical likelihood method for copulas
- A note on testing independence by a copula-based order selection approach
- Dependence structure estimation using copula recursive trees
- Inferring association from reliability functions: an approach based on copulas
- Statistical properties of parametric estimators for Markov chain vectors based on copula models
- Nonparametric estimation of the conditional tail copula
- Nonparametric estimation and inference for conditional density based Granger causality measures
- Approximations of copulas via transformed moments
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- Copula modeling: An introduction for practitioners
- The non parametric regression estimate with dependent measurement errors
- Strong approximation of empirical copula processes by Gaussian processes
- Flexible copula density estimation with penalized hierarchical B-splines
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Positive quadrant dependence tests for copulas
- Fitting high-dimensional copulae to data
- Estimation using copula function in regression model
- Non-parametric copula estimation under bivariate censoring
- Copula density estimation by total variation penalized likelihood
- Dependence modeling in non-life insurance using the Bernstein copula
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bayesian nonparametric inference for a multivariate copula function
- A copula-based non-parametric measure of regression dependence
- A nonparametric Bayesian approach to copula estimation
- On copula-based collective risk models: from elliptical copulas to vine copulas
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Non-parametric estimation of copula based mutual information
- Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring
- scientific article; zbMATH DE number 7255570 (Why is no real title available?)
- Nonparametric estimation of copula regression models with discrete outcomes
- A semiparametric copula-based estimation of the regression function for right-censored data
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Bayesian nonparametric estimation of a copula
- On the structure and estimation of hierarchical Archimedean copulas
- Copula-Based Regression Estimation and Inference
- PC translation models for random vectors and multivariate extremes
- Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
- A transition copula model for analyzing multivariate longitudinal data with missing responses
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Wavelet block thresholding for copula density estimation under biased sampling
- Semi- and nonparametric ARCH processes
- A note on bootstrap approximations for the empirical copula process
- scientific article; zbMATH DE number 7713275 (Why is no real title available?)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
- Dependence patterns associated with the fundamental diagram: a copula function approach
- Nonparametric universal copula modeling
- Nonparametric kernel estimation of conditional copula density
- Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas
- Applying copula models to individual claim loss reserving methods
- Nonparametric Copula Estimation for Mixed Insurance Claim Data
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- Transformation-Kernel Estimation of Copula Densities
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
- Conditions for preserving transform order relations of identically distributed component lifetimes by system lifetimes
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- Copula-based expectile regression: estimation and inference
- Copula-based estimation of health inequality measures
- 2-copulas and linear splines: necessary conditions and multivariate case
- Rearranged dependence measures
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Partial and average copulas and association measures
- Empirical likelihood based confidence intervals for copulas
- Semiparametric multivariate density estimation for positive data using copulas
This page was built for publication: Nonparametric estimation of copula functions for dependence modelling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5442065)
