Additive models for conditional copulas
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Publication:6537804
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- A Predictive Approach to Model Selection
- Beyond simplified pair-copula constructions
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a conditional copula and association measures
- Gibbs Sampling
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Measuring and testing dependence by correlation of distances
- Nonparametric regression using Bayesian variable selection
- Predictive comparison of joint longitudinal-survival modeling: a case study illustrating competing approaches
- Semiparametric estimation of conditional copulas
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- Tests of independence and randomness based on the empirical copula process
Cited in
(4)- 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
- Principal stratification for quantile causal effects under partial compliance
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