Semiparametric bivariate Archimedean copulas
From MaRDI portal
Publication:901593
Recommendations
- A Bayesian semiparametric Archimedean copula
- Local dependence estimation using semiparametric archimedean copulas
- Empirical research on semiparametric Archimedean copulas
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
- Semiparametric estimation in copula models
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
- A practical guide to splines
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- A statistical perspective on ill-posed inverse problems (with discussion)
- An efficient nonparametric estimator for models with nonlinear dependence
- An introduction to copulas.
- Archimedean copula estimation using Bayesian splines smoothing techniques
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Efficient estimation of a semiparametric dynamic copula model
- Empirical properties of asset returns: stylized facts and statistical issues
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Extreme Financial Risks
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- GeD spline estimation of multivariate Archimedean copulas
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Local dependence estimation using semiparametric archimedean copulas
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Numerical Analysis for Statisticians
- Order Statistics of Samples from Multivariate Distributions
- Pair-copula constructions of multiple dependence
- Pattern recognition and machine learning.
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Smoothing by spline functions.
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Statistical comparisons of classifiers over multiple data sets
- Tail dependence from a distributional point of view
- The elements of statistical learning. Data mining, inference, and prediction
- The t Copula and Related Copulas
- Transformations in Density Estimation
Cited in
(10)- Empirical research on semiparametric Archimedean copulas
- A Bayesian semiparametric Archimedean copula
- scientific article; zbMATH DE number 1276014 (Why is no real title available?)
- A note on bivariate Archimax copulas
- Local dependence estimation using semiparametric archimedean copulas
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- On the class of bivariate Archimax copulas under constraints
- A semiparametric family of symmetric bivariate copulas
- Partial identification and inference in censored quantile regression
- A family of block-wise one-factor distributions for modeling high-dimensional binary data
This page was built for publication: Semiparametric bivariate Archimedean copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q901593)