Statistical Inference Procedures for Bivariate Archimedean Copulas
From MaRDI portal
Publication:3142148
Recommendations
- Inference in multivariate Archimedean copula models
- Dependence and order in families of Archimedean copulas
- Estimating Archimedean copulas in high dimensions
- Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
- Goodness-of-fit tests for Archimedean copula models
Cited in
(only showing first 100 items - show all)- A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
- Estimating Archimedean copulas in high dimensions
- Comments on: Inference in multivariate Archimedean copula models
- Case–Control and Case‐Only Designs with Genotype and Family History Data: Estimating Relative Risk, Residual Familial Aggregation, and Cumulative Risk
- Functional characterizations of bivariate weak SAI with an application
- A generalization of the Archimedean class of bivariate copulas
- Semiparametric multivariate density estimation for positive data using copulas
- Lorenz-generated bivariate Archimedean copulas
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- A note on upper-patched generators for Archimedean copulas
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Integral generators of Archimedean \(n\)-copulas
- A model selection test for bivariate failure-time data
- Efficient estimation for additive hazards regression with bivariate current status data
- Archimedean copulas with applications to VaR estimation
- Estimation of regression parameters in missing data problems
- Kendall distribution functions and associative copulas
- A moment-based test for extreme-value dependence
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Semiparametric Global Cross‐ratio Models for Bivariate Censored Data
- On the nonidentifiability property of Archimedean copula models under dependent censoring
- Sampling from Archimedean n-copulas
- A copula test space model how to avoid the wrong copula choice
- Heavy-tailed longitudinal data modeling using copulas
- Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
- GeD spline estimation of multivariate Archimedean copulas
- Diagnostic tools for bivariate accelerated life regression models
- Goodness-of-fit tests for parametric families of Archimedean copulas
- Managing risk with a realized copula parameter
- Modeling statistical dependence of Markov chains via copula models
- Kendall distributions and level sets in bivariate exchangeable survival models
- Comparison of estimators for pair-copula constructions
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- A new method for the construction of bivariate Archimedean copulas based on the \(\lambda\) function
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Tests of serial independence based on Kendall's process
- Bayesian phase I/II adaptively randomized oncology trials with combined drugs
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index
- Multivariate extreme value theory and its usefulness in understanding risk
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- Multivariate records and hitting scenarios
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution
- A generalized beta copula with applications in modeling multivariate long-tailed data
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
- Bivariate Contours of Copula
- Bivariate distributions with given extreme value attractor
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Decomposition of a Schur-constant model and its applications
- Semiparametric estimation of the parameters of multivariate copulas
- Convergence of Archimedean copulas
- Distribution functions of copulas: A class of bivariate probability integral transforms
- A class of symmetric bivariate uniform distributions
- Optimal dynamic hedging via copula-threshold-GARCH models
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
- Multivariate longitudinal modeling of insurance company expenses
- Bayesian nonparametric estimation of a copula
- Efficient estimation for the proportional hazards model with bivariate current status data
- Hierarchical Kendall copulas: properties and inference
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Testing the Gaussian copula hypothesis for financial assets dependences
- A Two-Part Joint Model for the Analysis of Survival and Longitudinal Binary Data with Excess Zeros
- Discrete Schur-constant models
- Parameter estimation for pair-copula constructions
- Modelling stochastic mortality for dependent lives
- Computation of general correlation coefficients for interval data
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- A flexible and tractable class of one-factor copulas
- Robust portfolio optimization with copulas
- Maximum likelihood inference for the multivariate \(t\) mixture model
- On the multivariate probability integral transformation
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Kendall distribution functions.
- Goodness-of-fit testing for copulas: a distribution-free approach
- Applying copula models to individual claim loss reserving methods
- An efficient nonparametric estimator for models with nonlinear dependence
- A study on the reliability of consecutive \(k\)-out-of-\(n\): G systems based on copula
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
- Invariant dependence structures and Archimedean copulas
- Weak convergence of empirical copula processes
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Inverse probability of censoring weighted estimates of Kendall's \(\tau \) for gap time analyses
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Estimation of a copula when a covariate affects only marginal distributions
- Archimedean copulae and positive dependence
- New Families of Copulas Based on Periodic Functions
- The dominance relation in some families of continuous Archimedean t-norms and copulas
- A note on allocation of portfolio shares of random assets with Archimedean copula
- A test for Archimedeanity in bivariate copula models
- Nonparametric estimation of the tree structure of a nested Archimedean copula
- Archimedean copula estimation using Bayesian splines smoothing techniques
- On the structure and estimation of hierarchical Archimedean copulas
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}
This page was built for publication: Statistical Inference Procedures for Bivariate Archimedean Copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3142148)
