Parametric estimation of conditional copulas
From MaRDI portal
Recommendations
- Semiparametric estimation of conditional copulas
- Estimation of a conditional copula and association measures
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Conditional copulas, association measures and their applications
- Statistical testing of covariate effects in conditional copula models
Cited in
(28)- Flexible modeling based on copulas in nonparametric median regression
- Dependence properties of conditional distributions of some copula models
- Bayesian inference for conditional copulas using Gaussian process single index models
- Smooth copula-based estimation of the conditional density function with a single covariate
- Score tests for covariate effects in conditional copulas
- Approximate Bayesian conditional copulas
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Copula modeling: An introduction for practitioners
- Conditionalization of copula-based models
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Estimation using copula function in regression model
- scientific article; zbMATH DE number 5723869 (Why is no real title available?)
- scientific article; zbMATH DE number 5500638 (Why is no real title available?)
- Statistical testing of covariate effects in conditional copula models
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Semiparametric estimation of conditional copulas
- Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
- Copula density estimation by finite mixture of parametric copula densities
- Predictive assessment of copula models
- A compendium of copulas
- Bivariate copulas parameters estimation using the trimmed L-moments method
- scientific article; zbMATH DE number 5218715 (Why is no real title available?)
- Estimation and inference in factor copula models with exogenous covariates
- A wavelet-based estimation of the calibration function in conditional copula model
- Nonparametric kernel estimation of conditional copula density
- Bootstrapping the conditional copula
- Empirical likelihood based confidence intervals for copulas
This page was built for publication: Parametric estimation of conditional copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5402887)
