Calibration estimation of semiparametric copula models with data missing at random
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Publication:2274933
DOI10.1016/j.jmva.2019.02.003zbMath1422.62183OpenAlexW3125558296MaRDI QIDQ2274933
Zheng Zhang, Kaiji Motegi, Shigeyuki Hamori
Publication date: 1 October 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2019.02.003
Related Items (4)
Copula modeling from Abe Sklar to the present day ⋮ Copula-based regression models with data missing at random ⋮ Semiparametric estimation of copula models with nonignorable missing data ⋮ Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
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