The following pages link to (Q3552467):
Displaying 18 items.
- Bivariate copulas parameters estimation using the trimmed L-moments method (Q527126) (← links)
- Focal copulas: a common framework for various classes of semilinear copulas (Q727574) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Constraining kernel estimators in semiparametric copula mixture models (Q2419156) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- A semiparametric family of symmetric bivariate copulas (Q2745771) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Semiparametric Estimation in Copulas with the Same Marginals (Q3622054) (← links)
- (Q4238880) (← links)
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (Q4851505) (← links)
- Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (Q5392690) (← links)
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892) (← links)
- Fitting copulas in the case of missing data (Q6581349) (← links)
