scientific article
From MaRDI portal
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
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- An introduction to copulas.
- Estimation of copula-based semiparametric time series models
- Estimating the density of a copula function
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Multivariate survival distributions
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Semiparametric estimation in copula models
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Construction of asymmetric multivariate copulas
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
- Approximation theorems of mathematical statistics
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Kullback-Leibler information consistent estimation for censored data
- Semiparametric Density Estimators Using Copulas
- Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3552467)