Pages that link to "Item:Q5327296"
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The following pages link to Copula-Based Regression Estimation and Inference (Q5327296):
Displaying 45 items.
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Convolution copula econometrics (Q504915) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Fitting bivariate loss distributions with copulas (Q1293821) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Gaussian copula marginal regression (Q1950871) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- On classification with nonignorable missing data (Q2034467) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- Sparse conditional copula models for structured output regression (Q2417829) (← links)
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables (Q2673841) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Optimal designs for copula models (Q2953573) (← links)
- Some Comments on Copula-Based Regression (Q4975580) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
- Efficient semiparametric copula estimation of regression models with endogeneity (Q5095200) (← links)
- A semiparametric copula-based estimation of the regression function for right-censored data (Q5213357) (← links)
- R routines for performing estimation and statistical process control under copula-based time series models (Q5358361) (← links)
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- Copula-based measurement error models (Q5858303) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Dynamic copula-based methods for estimating rank-tracking probabilities with longitudinal data (Q6548792) (← links)
- Solving Estimating Equations With Copulas (Q6567910) (← links)
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
- A variance-based importance index for systems with dependent components (Q6588943) (← links)
- Confidence interval estimation for sensitivity and difference between two sensitivities at a given specificity under tree ordering (Q6628147) (← links)
