Solving Estimating Equations With Copulas

DOI10.1080/01621459.2023.2177545MaRDI QIDQ6567910zbMATH OpenFDO

Authors Thomas Nagler, Thibault Vatter

Publication date 5 July 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2023.2177545

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A copula-based risk aggregation model
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Asymmetric Least Squares Estimation and Testing
• Bootstrap methods: another look at the jackknife
• CODA: high dimensional copula discriminant analysis
• Concentration inequalities and asymptotic results for ratio type empirical processes
• Copula-based nonlinear quantile autoregression
• Copula-Based Regression Estimation and Inference
• Copula-based regression models with data missing at random
• Copula-based regression models: a survey
• D-vine copula based quantile regression
• Doubly robust and locally efficient estimation with missing outcomes
• Efficient Bayesian inference for Gaussian copula regression models
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
• High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1862451 (Why is no real title available?)
• Instrumental Variable Estimation of Nonparametric Models
• Inverse probability weighted estimation for general missing data problems
• Nonparametric estimation of simplified vine copula models: comparison of methods
• On copula-based conditional quantile estimators
• On the structure and estimation of hierarchical Archimedean copulas
• Quantitative risk management. Concepts, techniques and tools
• Semiparametric copula quantile regression for complete or censored data
• Semiparametric estimation in copula models
• Some comments on copula-based regression
• U-processes: Rates of convergence
• Weak convergence and empirical processes. With applications to statistics

This page was built for publication: Solving Estimating Equations With Copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567910)