The following pages link to Robust Fits for Copula Models (Q5436418):
Displaying 10 items.
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- A Study on Robustness in the Optimal Design of Experiments for Copula Models (Q2833385) (← links)
- Robust estimation for copula parameter in SCOMDY models (Q2852593) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
