Statistical Inference Procedures for Bivariate Archimedean Copulas
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Publication:3142148
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Cited in
(only showing first 100 items - show all)- Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
- Modelling co-movements and tail dependency in the international stock market via copulae
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Copulas: Tales and facts (with discussion)
- Multivariate extreme value theory and its usefulness in understanding risk
- Comparison of estimators for pair-copula constructions
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Weak convergence of empirical copula processes
- Bayesian copula selection
- Do stock returns have an Archimedean copula?
- Power and sample size calculation for paired right-censored data based on survival copula models
- Bivariate Birnbaum-Saunders accelerated lifetime model: estimation and diagnostic analysis
- A copula-based approach for estimating the survival functions of two alternating recurrent events
- Construction of Archimedean copulas using total time on test transforms
- Fitting high-dimensional copulae to data
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Sample size determination for clustered right-censored data using copula models
- Estimation of regression parameters in missing data problems
- Lorenz-generated bivariate Archimedean copulas
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Nonparametric Archimedean generator estimation with implications for multiple testing
- Kendall distributions and level sets in bivariate exchangeable survival models
- Estimation of a copula when a covariate affects only marginal distributions
- Parameter estimation for pair-copula constructions
- Income and democracy: a bivariate copula approach
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- A moment-based test for extreme-value dependence
- Measures of risk
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- A new extension of the FGM copula for negative association
- On bivariate Kumaraswamy-distorted copulas
- Computation of general correlation coefficients for interval data
- Semiparametric multivariate density estimation for positive data using copulas
- Exponential Behavior in the Presence of Dependence in Risk Theory
- A Two-Part Joint Model for the Analysis of Survival and Longitudinal Binary Data with Excess Zeros
- Nonparametric estimation of the tree structure of a nested Archimedean copula
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Modelling bivariate lifetime data using copula
- scientific article; zbMATH DE number 7590016 (Why is no real title available?)
- Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
- Some copula inference procedures adapted to the presence of ties
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options
- Copula analysis of mixture models
- Estimation of hierarchical Archimedean copulas as a shortest path problem
- Modified Gaussian pseudo-copula: applications in insurance and finance
- On the weighted tests of independence based on Bernstein empirical copula
- On the nonidentifiability property of Archimedean copula models under dependent censoring
- A test for Archimedeanity in bivariate copula models
- A framework for measuring association of random vectors via collapsed random variables
- Goodness-of-fit testing for copulas: a distribution-free approach
- Conditional expectation formulae for copulas
- Estimation of nonstrict Archimedean copulas and its application to quantum networks
- Inference in multivariate Archimedean copula models
- Estimation and goodness-of-fit procedures for Farlie-Gumbel-Morgenstern bivariate copula of order statistics
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
- On the estimation and application of max-stable processes
- Local power analysis of goodness-of-fit tests for copulas
- Bivariate Archimedean copula models for censored data in non-life insurance
- An efficient nonparametric estimator for models with nonlinear dependence
- Multiattribute utility functions satisfying mutual preferential independence
- Tests of serial independence based on Kendall's process
- Multivariate longitudinal modeling of insurance company expenses
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- A generalization of the Archimedean class of bivariate copulas
- A diagnostic test for specification of copulas under censorship
- Multinomial choice models based on Archimedean copulas
- The determinants of CDS spreads: evidence from the model space
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Hierarchical Kendall copulas: properties and inference
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Modelling stochastic mortality for dependent lives
- Efficient estimation for additive hazards regression with bivariate current status data
- Fitting copulas in the case of missing data
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Inverse probability of censoring weighted estimates of Kendall's \(\tau \) for gap time analyses
- Generalized information matrix tests for copulas
- Sampling from Archimedean n-copulas
- Modeling dependence via copula of functionals of Fourier coefficients
- scientific article; zbMATH DE number 7578259 (Why is no real title available?)
- Semiparametric estimation of the parameters of multivariate copulas
- Hedging cryptos with Bitcoin futures
- A method to select bivariate copula functions
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
- Bayesian nonparametric estimation of a copula
- Maximum likelihood inference for the multivariate t mixture model
- On the estimation of Pareto fronts from the point of view of copula theory
- Modelling sample selection using Archimedean copulas
- Intertemporal persistence in healthcare spending and utilization: the role of insurance
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- Multivariate records and hitting scenarios
- Comparison of stochastic correlation models
- Inferring association from reliability functions: an approach based on copulas
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- The min-characteristic function: characterizing distributions by their min-linear projections
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