Pages that link to "Item:Q1019914"
From MaRDI portal
The following pages link to Comparison of semiparametric and parametric methods for estimating copulas (Q1019914):
Displaying 20 items.
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)
- Semiparametric Estimation in Copulas with the Same Marginals (Q3622054) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- On some new dependence models derived from multivariate collective models in insurance applications (Q4577202) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- (Q5121460) (← links)
- Estimation of association parameters in copula models for bivariate left-truncated and right-censored data (Q5138054) (← links)
- A semiparametric copula-based estimation of the regression function for right-censored data (Q5213357) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- Bayesian nonparametric estimation of a copula (Q5220707) (← links)
- Semiparametric estimation of copula models with nonignorable missing data (Q5221301) (← links)
- A GLM Approach to Estimating Copula Models (Q5265817) (← links)
- Power-normal distribution (Q5299466) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- A Primer on Copulas for Count Data (Q5505913) (← links)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
- Copula models and diagnostics for multivariate interval-censored data (Q6547606) (← links)
- Multivariate option pricing using copulae (Q6570854) (← links)
