Parametric estimation of conditional copulas
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Publication:5402887
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Cited in
(27)- Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
- Dependence properties of conditional distributions of some copula models
- Empirical likelihood based confidence intervals for copulas
- Copula density estimation by finite mixture of parametric copula densities
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Conditionalization of copula-based models
- Smooth copula-based estimation of the conditional density function with a single covariate
- Flexible modeling based on copulas in nonparametric median regression
- Nonparametric kernel estimation of conditional copula density
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Predictive assessment of copula models
- scientific article; zbMATH DE number 5500638 (Why is no real title available?)
- Score tests for covariate effects in conditional copulas
- Semiparametric estimation of conditional copulas
- scientific article; zbMATH DE number 5723869 (Why is no real title available?)
- Estimation using copula function in regression model
- Statistical testing of covariate effects in conditional copula models
- Bootstrapping the conditional copula
- scientific article; zbMATH DE number 5218715 (Why is no real title available?)
- Bayesian inference for conditional copulas using Gaussian process single index models
- A compendium of copulas
- A wavelet-based estimation of the calibration function in conditional copula model
- Bivariate copulas parameters estimation using the trimmed L-moments method
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Estimation and inference in factor copula models with exogenous covariates
- Copula modeling: An introduction for practitioners
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