The following pages link to (Q5386477):
Displayed 16 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model (Q537390) (← links)
- Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- (Q3552467) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)