Semiparametric estimation in copula models
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Cites work
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A rank estimator in the two-sample transformation model with randomly censored data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- A two-stage estimator of the dependence parameter for the Clayton-Oakes model
- An introduction to copulas. Properties and applications
- Analysis of multivariate survival data
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Bootstrap methods in statistics
- Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
- Frank's family of bivariate distributions
- scientific article; zbMATH DE number 1183931 (Why is no real title available?)
- scientific article; zbMATH DE number 3793223 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- On assessing the association for bivariate current status data
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Rank estimates in a class of semiparametric two-sample models
- Semiparametric estimation of association in a bivariate survival function
- The ``automatic robustness of minimum distance functionals
- The oscillation behavior of empirical processes: The multivariate case
- Understanding Relationships Using Copulas
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(only showing first 100 items - show all)- Testing for equality between two copulas
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- Flexible modeling based on copulas in nonparametric median regression
- A test of independence in some copula models
- Comparison of semiparametric and parametric methods for estimating copulas
- Estimation and tests of independence in copula models via divergences
- Efficient estimation of copula-based semiparametric Markov models
- Identifiability and estimation of meta-elliptical copula generators
- Stationary vine copula models for multivariate time series
- Estimation in a semiparametric model by the method of minimum distance
- Goodness-of-fit tests for copulas: A review and a power study
- Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
- Semi-parametric copula sample selection models for count responses
- Rank correlation under categorical confounding
- About tests of the ``simplifying assumption for conditional copulas
- Single-index copulas
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Tests of stochastic monotonicity with improved power
- Tests of symmetry for bivariate copulas
- On the strong approximation of bootstrapped empirical copula processes with applications
- High-dimensional semiparametric Gaussian copula graphical models
- Parameter estimation for pair-copula constructions
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Score tests for covariate effects in conditional copulas
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
- Some new copula based distribution-free tests of independence among several random variables
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- Parametric copula adjusted for non- and semiparametric regression
- Robust approach for blind separation of noisy mixtures of independent and dependent sources
- Choice of smoothing parameter in multivariate copula-based tail coefficients
- Copula-based regression models with data missing at random
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- On the specification of multivariate association measures and their behaviour with increasing dimension
- Sparse semiparametric discriminant analysis
- Subsampling (weighted smooth) empirical copula processes
- On the estimation of correlation in a binary sequence model
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Hybrid copula estimators
- A semiparametric estimation of copula models based on the method of moments
- A copula approach for dependence modeling in multivariate nonparametric time series
- Constraining kernel estimators in semiparametric copula mixture models
- A censored copula model for micro-level claim reserving
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
- Efficient estimation of a semiparametric dynamic copula model
- Information bounds for Gaussian copulas
- A note on minimum distance estimation of copula densities
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
- A semiparametric copula method for Cox models with covariate measurement error
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- Blind separation of instantaneous mixtures of independent/dependent sources
- A semiparametric family of symmetric bivariate copulas
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Semiparametric models and likelihood -- the power of ranks
- Robust estimation for copula parameter in SCOMDY models
- Strong approximation of empirical copula processes by Gaussian processes
- A copula-model based semiparametric interaction test under the case-control design
- Two approaches to the estimation of the parameters of copulas
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Spearman's footrule and Gini's gamma: a review with complements
- Large-sample tests of extreme-value dependence for multivariate copulas
- Erratum to “Semiparametric estimation in copula models”
- Semiparametric Regression Estimation in Copula Models
- Non-parametric copula estimation under bivariate censoring
- Estimation of a copula when a covariate affects only marginal distributions
- Semiparametric estimation of the parameters of multivariate copulas
- Local power analysis of goodness-of-fit tests for copulas
- New estimates and tests of independence in some copula models
- Local estimation of dynamic copula models
- Semiparametric Estimation in Copulas with the Same Marginals
- On a new goodness-of-fit process for families of copulas
- Some new results on the empirical copula estimator with applications
- Empirical and sequential empirical copula processes under serial dependence
- Measuring association and dependence between random vectors
- Test of symmetry based on copula function
- scientific article; zbMATH DE number 1276014 (Why is no real title available?)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- A review of copula models for economic time series
- Semiparametric estimation of conditional copulas
- Beyond simplified pair-copula constructions
- Comparison of estimators for pair-copula constructions
- A test for Archimedeanity in bivariate copula models
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- Nonparametric estimation of multivariate extreme-value copulas
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- Semiparametric Density Estimators Using Copulas
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation
- A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
- Some comments on copula-based regression
- Using copulas to model dependence between crude oil prices of west Texas intermediate and Brent-Europe
- Study of semiparametric copula models via divergences with bivariate censored data
- A goodness-of-fit test for copulas
- On copula moment: empirical likelihood based estimation method
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