Semiparametric bivariate Archimedean copulas

DOI10.1016/J.CSDA.2011.01.018zbMATH Open1328.62367OpenAlexW1970458449MaRDI QIDQ901593FDOQ901593

Alberto Suárez, José Miguel Hernández-Lobato

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.018

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zbMATH Keywords

tail dependenceArchimedean copulasregular variationnatural cubic splinessemiparametric dependence model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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Cited In (8)

• Title not available (Why is that?)
• On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
• Local dependence estimation using semiparametric archimedean copulas
• Partial identification and inference in censored quantile regression
• A note on bivariate Archimax copulas
• On the class of bivariate Archimax copulas under constraints
• A semiparametric family of symmetric bivariate copulas
• A family of block-wise one-factor distributions for modeling high-dimensional binary data

Uses Software

• R
• GEOmap
• pyuvdata
• PRMLT

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