Spline approximations to conditional Archimedean copula
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Cites work
- An adaptive Metropolis algorithm
- An introduction to copulas. Properties and applications
- Archimedean copula estimation using Bayesian splines smoothing techniques
- Bayesian Measures of Model Complexity and Fit
- Conditional copulas, association measures and their applications
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Efficient estimation of a semiparametric dynamic copula model
- Efficiently sampling nested Archimedean copulas
- Estimation of a conditional copula and association measures
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Local dependence estimation using semiparametric archimedean copulas
- Multivariate and functional covariates and conditional copulas
- Nonparametric additive location-scale models for interval censored data
- Pair-copula constructions of multiple dependence
- Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
- Semiparametric estimation of conditional copulas
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