Tree-based conditional copula estimation
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites work
- A censored copula model for micro-level claim reserving
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- About tests of the ``simplifying assumption for conditional copulas
- Asymptotic Statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Conditional copulas, association measures and their applications
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance
- Estimation of Copulas via Maximum Mean Discrepancy
- Fifty years of classification and regression trees
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 3772748 (Why is no real title available?)
- Isometric logratio transformations for compositional data analysis
- Limit theorems for the ratio of the empirical distribution function to the true distribution function
- Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models
- Multivariate and functional covariates and conditional copulas
- Multivariate extreme value theory and its usefulness in understanding risk
- Risk Bounds for CART Regression Trees
- Semiparametric copula models applied to the decomposition of claim amounts
- Semiparametric estimation in copula models
- Semiparametric estimation of conditional copulas
- Single-index copulas
- Testing for equality between conditional copulas given discretized conditioning events
- Testing the simplifying assumption in high-dimensional vine copulas
- The Use of Archimedean Copulas to Model Portfolio Allocations
- Uniform in bandwidth consistency of kernel-type function estimators
- Weak convergence and empirical processes. With applications to statistics
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