Pages that link to "Item:Q5718587"

The following pages link to Semiparametric estimation in copula models (Q5718587):

Displaying 50 items.

• Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
• Some new results on the empirical copula estimator with applications (Q383948) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Measuring association and dependence between random vectors (Q391917) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Semiparametric estimation of conditional copulas (Q443773) (← links)
• Beyond simplified pair-copula constructions (Q443776) (← links)
• Comparison of estimators for pair-copula constructions (Q443778) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
• The empirical beta copula (Q511991) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
• Some new multivariate tests of independence (Q647754) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Focal copulas: a common framework for various classes of semilinear copulas (Q727574) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Nonparametric recursive estimation of the copula (Q826673) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
• A quantile-copula approach to conditional density estimation (Q842926) (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
• Partial and average copulas and association measures (Q895010) (← links)
• Semiparametric bivariate Archimedean copulas (Q901593) (← links)
• A semiparametric test of independence in copula models for censored data (Q964445) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)