Derivatives and Fisher information of bivariate copulas
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Publication:744776
DOI10.1007/S00362-013-0498-XzbMATH Open1297.62046OpenAlexW2025420088MaRDI QIDQ744776FDOQ744776
Authors: Ulf Schepsmeier, Jakob Stöber 
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0498-x
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Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cited In (25)
- Estimation of Copulas via Maximum Mean Discrepancy
- Derivatives and Fisher information of bivariate copulas
- Variational inference for high dimensional structured factor copulas
- Total loss estimation using copula-based regression models
- Optimal designs for copula models
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
- Estimating standard errors in regular vine copula models
- Generalized information matrix tests for copulas
- Title not available (Why is that?)
- Dependent defaults and losses with factor copula models
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
- Copula-based inference for bivariate survival data with left truncation and dependent censoring
- A general frailty model to accommodate individual heterogeneity in the acquisition of multiple infections: an application to bivariate current status data
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
- Copula modeling of receiver operating characteristic and predictiveness curves
- A consistent track-to-track fusion method based on copula theory
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
- A Legendre multiwavelets approach to copula density estimation
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data
- Bayesian ridge regression for survival data based on a vine copula-based prior
- Parametric and semiparametric copula-based models for the regression analysis of competing risks
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
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