Pages that link to "Item:Q5718587"
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The following pages link to Semiparametric estimation in copula models (Q5718587):
Displayed 49 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Erratum to “Semiparametric estimation in copula models” (Q3108014) (← links)
- (Q3552467) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING (Q4902541) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)