Semiparametric estimation of the parameters of multivariate copulas
From MaRDI portal
Recommendations
- Semiparametric estimation in copula models
- Two approaches to the estimation of the parameters of copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Semiparametric Regression Estimation in Copula Models
Cites work
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Approximation theorems of mathematical statistics
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
- Construction of asymmetric multivariate copulas
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator
- Estimating the density of a copula function
- Estimation of copula-based semiparametric time series models
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Kullback-Leibler information consistent estimation for censored data
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
- Multivariate survival distributions
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Semiparametric Density Estimators Using Copulas
- Semiparametric estimation in copula models
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Strong convergence of estimators as _n-minimisers of optimisation problems
Cited in
(45)- A test of independence in some copula models
- Efficient estimation of copula-based semiparametric Markov models
- Identifiability and estimation of meta-elliptical copula generators
- Semiparametric estimation in the multivariate Liouville model.
- Rejoinder on: Inference in multivariate Archimedean copula models
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
- Parameter estimation for pair-copula constructions
- Semi-parametric estimation of multivariate extreme expectiles
- Hybrid copula estimators
- A semiparametric estimation of copula models based on the method of moments
- Constraining kernel estimators in semiparametric copula mixture models
- Information bounds for Gaussian copulas
- A note on minimum distance estimation of copula densities
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- A semiparametric family of symmetric bivariate copulas
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Robust estimation for copula parameter in SCOMDY models
- Jackknife empirical likelihood for parametric copulas
- Estimators based on Kendall's tau in multivariate copula models
- Two approaches to the estimation of the parameters of copulas
- Semiparametric Regression Estimation in Copula Models
- New estimates and tests of independence in some copula models
- Moment estimation of parameters of copulas
- Semiparametric Estimation in Copulas with the Same Marginals
- scientific article; zbMATH DE number 1276014 (Why is no real title available?)
- scientific article; zbMATH DE number 1293582 (Why is no real title available?)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Semiparametric Density Estimators Using Copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Study of semiparametric copula models via divergences with bivariate censored data
- Bivariate copulas parameters estimation using the trimmed L-moments method
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- Semiparametric estimation in copulas with the same marginals
- Parameter estimation of the marginal cumulative distribution functions and of the copula applied in hydrology
- Semiparametric estimation in copula models
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Fitting copulas in the case of missing data
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Fast procedure to compute empirical and Bernstein copulas
- Association measures and estimation of copula parameters
- Focal copulas: a common framework for various classes of semilinear copulas
- Semiparametric multivariate density estimation for positive data using copulas
This page was built for publication: Semiparametric estimation of the parameters of multivariate copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3552467)
