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Vector copulas (Q2697978)

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scientific article; zbMATH DE number 7674652

Language	Label	Description	Also known as
English	Vector copulas	scientific article; zbMATH DE number 7674652

Statements

scholarly article

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Vector copulas (English)

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Journal of Econometrics

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publication date

14 April 2023

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full work available at URL

https://arxiv.org/abs/2009.06558

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zbMATH Keywords

measure transportation

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vector ranks

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vector copulas

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elliptical vector copulas

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Kendall vector copulas

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financial contagion

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describes a project that uses

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MaRDI profile type

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\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe

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Copulas and Temporal Dependence

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The auction algorithm: A distributed relaxation method for the assignment problem

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Assessing the Equalizing Force of Mobility Using Short Panels: France, 1990-2000

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Hierarchical Kendall copulas: Properties and inference

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Polar factorization and monotone rearrangement of vector‐valued functions

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Quantile treatment effects in difference in differences models with panel data

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Estimation of copula-based semiparametric time series models

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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

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Efficient Estimation of Semiparametric Multivariate Copula Models

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A flexible parametric approach for estimating switching regime models and treatment effect parameters

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Copula-based nonlinear quantile autoregression

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Efficient estimation of copula-based semiparametric Markov models

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Monge-Kantorovich depth, quantiles, ranks and signs

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Optimal coupling of multivariate distributions and stochastic processes

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COMONOTONIC MEASURES OF MULTIVARIATE RISKS

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Bounds for functions of multivariate risks

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Partial identification of average treatment effects on the treated through difference-in-differences

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Identifying Treatment Effects Under Data Combination

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Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets

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Dual theory of choice with multivariate risks

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Measuring association and dependence between random vectors

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Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach

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Identification in a generalization of bivariate probit models with dummy endogenous regressors

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Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation

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A fast approach to optimal transport: the back-and-forth method

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Verteilungsfunktionen mit gegebenen Marginalverteilungen

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Contributions to the theory of convex bodies

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Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals

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Existence and uniqueness of monotone measure-preserving maps

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Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions

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Algorithms for the Assignment and Transportation Problems

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An introduction to copulas.

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Multivariate comonotonicity

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A characterization of random variables with minimum \(L^ 2\)-distance

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Copulas, stable tail dependence functions, and multivariate monotonicity

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Remarks on a Multivariate Transformation

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Partial distributional policy effects

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The Wasserstein distance and approximation theorems

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On the distributional transform, Sklar's theorem, and the empirical copula process

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Mathematical Risk Analysis

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Modelling sample selection using Archimedean copulas

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Optimal Transport

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Fréchet means and Procrustes analysis in Wasserstein space

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JECONOM.2021.11.012

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Sitelinks

Mathematics(1 entry)

mardi Publication:2697978

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