Pages that link to "Item:Q5755034"
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The following pages link to Efficient Estimation of Semiparametric Multivariate Copula Models (Q5755034):
Displaying 50 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)
- A review of copula models for economic time series (Q443763) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← 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)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← 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)
- Copulas with maximum entropy (Q691414) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Semiparametric bounds on treatment effects (Q737243) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Regression analysis of informative current status data with the additive hazards model (Q747361) (← links)
- The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications (Q764509) (← links)
- An additive hazards cure model with informative interval censoring (Q825223) (← links)
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
- Construction of asymmetric multivariate copulas (Q957308) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Regression analysis of current status data in the presence of a cured subgroup and dependent censoring (Q1641906) (← links)
- Sieve maximum likelihood estimation for the proportional hazards model under informative censoring (Q1654279) (← links)
- Cox regression analysis of dependent interval-censored failure time data (Q1658986) (← links)
- A class of semiparametric transformation cure models for interval-censored failure time data (Q1727901) (← links)
- Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach (Q2078559) (← links)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- Semiparametric sieve maximum likelihood estimation under cure model with partly interval censored and left truncated data for application to spontaneous abortion (Q2274692) (← links)
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← links)
- Copula based factorization in Bayesian multivariate infinite mixture models (Q2443267) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Vector copulas (Q2697978) (← links)
- The non parametric regression estimate with dependent measurement errors (Q2815981) (← links)
- A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
