Estimation of a conditional copula and association measures
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Cites work
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Cited in
(75)- Nonparametric estimation of the conditional tail copula
- Nonparametric estimation of multivariate multiparameter conditional copulas
- Study of partial and average conditional Kendall's tau
- On nonparametric tests of multivariate meta-ellipticity
- A classification point-of-view about conditional Kendall's tau
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Nonparametric testing for no covariate effects in conditional copulas
- Comments on: Inference in multivariate Archimedean copula models
- About tests of the ``simplifying assumption for conditional copulas
- Inference on local causality and tests of non-causality in time series
- Correcting for sample selection bias in Bayesian distributional regression models
- Simplified R-vine based forward regression
- Conditional association
- Partial and average copulas and association measures
- Estimating non-simplified vine copulas using penalized splines
- A simple measure of conditional dependence
- Approximate Bayesian conditional copulas
- Nonparametric estimation of risk ratios for bivariate data
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data
- Flexible modeling based on copulas in nonparametric median regression
- Time-varying extreme value dependence with application to leading European stock markets
- Estimation of a copula when a covariate affects only marginal distributions
- Bias correction in conditional multivariate extremes
- On Kendall's regression
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
- Single-index copulas
- Generalized Additive Models for Pair-Copula Constructions
- Selection of mixed copula for association modeling with tied observations
- General tests of conditional independence based on empirical processes indexed by functions
- Score tests for covariate effects in conditional copulas
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Semiparametric estimation of conditional copulas
- Nonparametric estimation of copula functions for dependence modelling
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
- Parametric estimation of conditional copulas
- On copula-based conditional quantile estimators
- scientific article; zbMATH DE number 5723869 (Why is no real title available?)
- scientific article; zbMATH DE number 7640335 (Why is no real title available?)
- Model robust inference with two-stage maximum likelihood estimation for copulas
- Estimating the Association Parameter for Copula Models Under Dependent Censoring
- Statistical testing of covariate effects in conditional copula models
- Quantile Association Regression Models
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Multiplier bootstrap methods for conditional distributions
- Conditional empirical copula processes and generalized measures of association
- Parametric copula adjusted for non- and semiparametric regression
- Visualizing association structure in bivariate copulas using new dependence function
- Conditional independence testing via weighted partial copulas
- Bayesian inference for conditional copulas using Gaussian process single index models
- A copula approach for dependence modeling in multivariate nonparametric time series
- Vine copula approximation: a generic method for coping with conditional dependence
- Multivariate and functional covariates and conditional copulas
- Rank correlation under categorical confounding
- Conditional copulas, association measures and their applications
- Estimation of a bivariate conditional copula when a variable is subject to random right censoring
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- A flexible and robust method for assessing conditional association and conditional concordance
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- A survey of some recent developments in measures of association
- Measures of conditional dependence for nonlinearity, asymmetry and beyond
- Semiparametric copula models applied to the decomposition of claim amounts
- Nonparametric kernel estimation of conditional copula density
- Dynamic asset correlations based on vines
- On Azadkia-Chatterjee's conditional dependence coefficient
- When copulas and smoothing met: an interview with Irène Gijbels
- Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring
- Discussion: Statistical models and methods for dependence in insurance data
- Additive models for conditional copulas
- Spline approximations to conditional Archimedean copula
- Median and quantile conditional copulas
- A wavelet-based estimation of the calibration function in conditional copula model
- Nearest neighbor empirical processes
- Testing tail monotonicity by constrained copula estimation
- Modeling conditional reference regions: application to glycemic markers
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