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Publication:3552467
zbMATH Open1186.62076MaRDI QIDQ3552467FDOQ3552467
Publication date: 22 April 2010
Full work available at URL: https://eudml.org/doc/37680
Title of this publication is not available (Why is that?)
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (18)
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Fitting copulas in the case of missing data
- Semi-parametric estimation of multivariate extreme expectiles
- Title not available (Why is that?)
- Focal copulas: a common framework for various classes of semilinear copulas
- New estimates and tests of independence in some copula models
- Estimators based on Kendall's tau in multivariate copula models
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
- Constraining kernel estimators in semiparametric copula mixture models
- A semiparametric family of symmetric bivariate copulas
- Semiparametric Estimation in Copulas with the Same Marginals
- Study of semiparametric copula models via divergences with bivariate censored data
- Efficient estimation of copula-based semiparametric Markov models
- Bivariate copulas parameters estimation using the trimmed L-moments method
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
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