The following pages link to Copula Structure Analysis (Q2920266):
Displaying 12 items.
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples (Q1667375) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Testing symmetry around a subspace (Q2062398) (← links)
- A semiparametric approach to mixed outcome latent variable models: estimating the association between cognition and regional brain volumes (Q2441868) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457) (← links)
