Pages that link to "Item:Q4851505"

The following pages link to A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (Q4851505):

Displaying 50 items.

• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Generalized additive models for conditional dependence structures (Q746876) (← links)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
• Bivariate survival modeling: a Bayesian approach based on copulas (Q849906) (← links)
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
• Inference on Archimedean copulas using mixtures of Pólya trees (Q899531) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
• Partial correlation with copula modeling (Q901505) (← links)
• Semiparametric bivariate Archimedean copulas (Q901593) (← links)
• Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
• A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
• Parametric tail copula estimation and model testing (Q928859) (← 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)
• A semiparametric test of independence in copula models for censored data (Q964445) (← links)
• Modelling stochastic mortality for dependent lives (Q974810) (← links)
• Testing for equality between two copulas (Q1000568) (← links)
• Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
• Multivariate logistic regression for familial aggregation in age at disease onset (Q1019474) (← 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)
• GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
• Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
• Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
• Some recent developments for regression analysis of multivariate failure time data (Q1126015) (← links)
• Estimation in a semiparametric model by the method of minimum distance (Q1193969) (← links)
• Semiparametric estimation in the multivariate Liouville model. (Q1264500) (← links)
• An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
• Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
• On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
• Change point detection in SCOMDY models (Q1621241) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
• Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
• Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
• EM algorithms for estimating the Bernstein copula (Q1660208) (← links)