Pages that link to "Item:Q2794851"
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The following pages link to Modeling and estimating multivariate dependence structures with the Bernstein copula (Q2794851):
Displaying 16 items.
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Multivariate Bertino copulas (Q891402) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- EM algorithms for estimating the Bernstein copula (Q1660208) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Bernstein estimator for unbounded copula densities (Q2871287) (← links)
- COMPOSITE BERNSTEIN COPULAS (Q4563745) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Q4653561) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)