Additive models for conditional copulas
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Publication:6537804
DOI10.1002/STA4.64MaRDI QIDQ6537804FDOQ6537804
Author name not available (Why is that?), Radu V. Craiu, Avideh Sabeti
Publication date: 14 May 2024
Published in: Stat (Search for Journal in Brave)
Markov chain Monte Carloadditive modelsBayesian inferencecubic splinesconditional copulascross-validated marginal likelihood
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Measuring and testing dependence by correlation of distances
- A Predictive Approach to Model Selection
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- Nonparametric regression using Bayesian variable selection
- Tests of independence and randomness based on the empirical copula process
- Beyond simplified pair-copula constructions
- Estimation of a conditional copula and association measures
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Semiparametric estimation of conditional copulas
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Gibbs Sampling
- Predictive comparison of joint longitudinal-survival modeling: a case study illustrating competing approaches
Cited In (4)
- Principal stratification for quantile causal effects under partial compliance
- Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities
- Mixed binary-continuous copula regression models with application to adverse birth outcomes
- Assessing the relationship between markers of glycemic control through flexible copula regression models
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