Partial and average copulas and association measures
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Cites work
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
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- scientific article; zbMATH DE number 3738723 (Why is no real title available?)
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- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Asymptotic Statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Beyond simplified pair-copula constructions
- Bootstrapping the conditional copula
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- Estimation of a copula when a covariate affects only marginal distributions
- Extremal behavior of Archimedean copulas
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- Generating random correlation matrices based on partial correlations
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Non-parametric estimation of the residual distribution
- Nonparametric estimation of copula functions for dependence modelling
- On the simplified pair-copula construction -- simply useful or too simplistic?
- PARTIAL RANK CORRELATION
- PARTIAL TESTS FOR PARTIAL TAUS
- Partial correlation with copula modeling
- Semiparametric estimation in copula models
- Testing conditional independence via Rosenblatt transforms
- U-processes: Rates of convergence
- Vines -- a new graphical model for dependent random variables.
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(21)- scientific article; zbMATH DE number 1975288 (Why is no real title available?)
- About tests of the ``simplifying assumption for conditional copulas
- Conditional independence testing via weighted partial copulas
- Score tests for covariate effects in conditional copulas
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- A classification point-of-view about conditional Kendall's tau
- Study of partial and average conditional Kendall's tau
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- scientific article; zbMATH DE number 7640335 (Why is no real title available?)
- Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Testing the simplifying assumption in high-dimensional vine copulas
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence
- Median and quantile conditional copulas
- Partial correlation with copula modeling
- The partial copula: properties and associated dependence measures
- scientific article; zbMATH DE number 3866402 (Why is no real title available?)
- Nonparametric testing for no covariate effects in conditional copulas
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Measuring association and dependence between random vectors
- scientific article; zbMATH DE number 5872861 (Why is no real title available?)
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