Pages that link to "Item:Q5327297"
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The following pages link to Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297):
Displayed 19 items.
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Approximate Bayesian Computation for Copula Estimation (Q4965727) (← links)
- Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Semiparametric estimation of copula models with nonignorable missing data (Q5221301) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Hedging cryptos with Bitcoin futures (Q6158443) (← links)