Parametric estimation of conditional copulas
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Publication:5402887
zbMATH Open1299.62045MaRDI QIDQ5402887FDOQ5402887
Authors: Mariana Craiu 
Publication date: 17 March 2014
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Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cited In (27)
- Semiparametric estimation of conditional copulas
- Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
- A wavelet-based estimation of the calibration function in conditional copula model
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Score tests for covariate effects in conditional copulas
- Empirical likelihood based confidence intervals for copulas
- Title not available (Why is that?)
- Bayesian inference for conditional copulas using Gaussian process single index models
- Copula density estimation by finite mixture of parametric copula densities
- Nonparametric kernel estimation of conditional copula density
- Estimation using copula function in regression model
- Bootstrapping the conditional copula
- A compendium of copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- Copula modeling: An introduction for practitioners
- Conditionalization of copula-based models
- Smooth copula-based estimation of the conditional density function with a single covariate
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Predictive assessment of copula models
- Statistical testing of covariate effects in conditional copula models
- Dependence properties of conditional distributions of some copula models
- Flexible modeling based on copulas in nonparametric median regression
- Estimation and inference in factor copula models with exogenous covariates
- 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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