Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
From MaRDI portal
(Redirected from Publication:5386477)
Recommendations
- Semiparametric estimation in copula models
- Efficient estimation of semiparametric copula models for bivariate survival data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- New estimates and tests of independence in some copula models
- Semiparametric estimation of the parameters of multivariate copulas
Cited in
(25)- A test of independence in some copula models
- Comparison of semiparametric and parametric methods for estimating copulas
- Efficient estimation of copula-based semiparametric Markov models
- Goodness-of-fit tests for copulas: A review and a power study
- EM algorithms for estimating the Bernstein copula
- Tweedie double GLM loss triangles with dependence within and across business lines
- Calibration estimation of semiparametric copula models with data missing at random
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Information bounds for Gaussian copulas
- Bivariate option pricing using dynamic copula models
- Selection of vine copulas
- Semiparametric estimation of the parameters of multivariate copulas
- Efficient estimation of semiparametric copula models for bivariate survival data
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model
- Superefficient estimation of the marginals by exploiting knowledge on the copula
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- scientific article; zbMATH DE number 7660126 (Why is no real title available?)
- An application of copulas to OPEC’s changing influence on fossil fuel prices
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Empirical likelihood based confidence regions for functional of copulas
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- Some developments in semiparametric statistics
- Generalized additive models for conditional dependence structures
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
This page was built for publication: Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5386477)
