Semiparametric estimation and model selection for conditional mixture copula models

DOI10.1111/SJOS.12514MaRDI QIDQ5872956zbMATH OpenOpenAlexFDO

Authors Guannan Liu, Wei Long, Bingduo Yang, Zongwu Cai

Publication date 5 January 2023

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12514

zbMATH Keywords

conditional copulamixture copulamodel selectionsemi-parametric estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(7)

• Semi-parametric copula sample selection models for count responses
• Selection of mixed copula for association modeling with tied observations
• Constraining kernel estimators in semiparametric copula mixture models
• Economic policy uncertainty: cross-country linkages and spillover effects on economic development in some belt and road countries
• Gaussian mixture models with concave penalized fusion
• Parametric estimation of conditional Archimedean copula generators for censored data
• Pruning and truncating the mixture R-vine model using the mixture weight

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