Additive models for conditional copulas

DOI10.1002/STA4.64MaRDI QIDQ6537804FDOQ6537804

Authors: Avideh Sabeti, Radu V. Craiu 

Publication date: 14 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carloadditive modelsBayesian inferencecubic splinesconditional copulascross-validated marginal likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Measuring and testing dependence by correlation of distances
• Title not available (Why is that?)
• A Predictive Approach to Model Selection
• Title not available (Why is that?)
• 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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