Pages that link to "Item:Q661208"
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The following pages link to Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208):
Displaying 26 items.
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring (Q724493) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
- Inference for stress-strength reliability of multi-state system with dependent stresses and strengths using improved generalized survival signature (Q2087511) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Statistical inference for dependent stress-strength reliability of multi-state system using generalized survival signature (Q2226303) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- A GLM Approach to Estimating Copula Models (Q5265817) (← links)
- Smoothed bootstrap methods for bivariate data (Q6172245) (← links)
- The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
