Pages that link to "Item:Q4851505"

The following pages link to A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (Q4851505):

Displaying 50 items.

• Pair-copula constructions of multiple dependence (Q80563) (← links)
• Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
• Time series models with infinite-order partial copula dependence (Q109457) (← links)
• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Copula-based dynamic models for multivariate time series (Q123371) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• On non-central squared copulas (Q130005) (← links)
• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Semiparametric identification and estimation in multi-object, English auctions (Q288347) (← links)
• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• On the family of multivariate chi-square copulas (Q321910) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Copula regression spline models for binary outcomes (Q340845) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
• Jump tail dependence in Lévy copula models (Q385630) (← links)
• Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
• Application of copulas to multivariate control charts (Q393636) (← links)
• Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
• Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• Semiparametric estimation of conditional copulas (Q443773) (← links)
• Beyond simplified pair-copula constructions (Q443776) (← links)
• Comparison of estimators for pair-copula constructions (Q443778) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Monitoring test for stability of copula parameter in time series (Q488592) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
• Measuring reproducibility of high-throughput experiments (Q652341) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
• Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
• Empirical likelihood for the bivariate survival function under univariate censoring (Q680391) (← links)
• Copulas with maximum entropy (Q691414) (← links)