Solving Estimating Equations With Copulas

Cites Work

D-vine copula based quantile regression
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
Weak convergence and empirical processes. With applications to statistics
Bootstrap methods: another look at the jackknife
Title not available (Why is that?)
Title not available (Why is that?)
Efficient Bayesian inference for Gaussian copula regression models
Asymmetric Least Squares Estimation and Testing
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
Copula-Based Regression Estimation and Inference
Semiparametric estimation in copula models
U-processes: Rates of convergence
Inverse probability weighted estimation for general missing data problems
Instrumental Variable Estimation of Nonparametric Models
On copula-based conditional quantile estimators
Copula-based nonlinear quantile autoregression
Some comments on copula-based regression
Quantitative risk management. Concepts, techniques and tools
On the structure and estimation of hierarchical Archimedean copulas
CODA: high dimensional copula discriminant analysis
Concentration inequalities and asymptotic results for ratio type empirical processes
High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
Title not available (Why is that?)
Copula-based regression models: a survey
Semiparametric copula quantile regression for complete or censored data
Nonparametric estimation of simplified vine copula models: comparison of methods
A copula-based risk aggregation model
Copula-based regression models with data missing at random
Doubly robust and locally efficient estimation with missing outcomes

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