Local dependence estimation using semiparametric archimedean copulas

DOI10.1002/cjs.5540330305zbMath1096.62055OpenAlexW2077013777MaRDI QIDQ5718588

François Vandenhende, Philippe Lambert

Publication date: 16 January 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5540330305

zbMATH Keywords

Archimedean copulaquantile functionlocal dependencelifetime study of Danish twinssemiparametric smoothing

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02)

Related Items (8)

Semiparametric bivariate Archimedean copulas ⋮ LOCAL ESTIMATION OF DYNAMIC COPULA MODELS ⋮ Dependence structure of conditional Archimedean copulas ⋮ Inference in multivariate Archimedean copula models ⋮ A Bayesian semiparametric Archimedean copula ⋮ Improving the estimation of Kendall's tau when censoring affects only one of the variables ⋮ Archimedean copula estimation using Bayesian splines smoothing techniques ⋮ GeD spline estimation of multivariate Archimedean copulas

Uses Software

• R

Cites Work

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• Ordinal Measures of Association
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Covariance and survivor function estimation using censored multivariate failure time data
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• On the multivariate probability integral transformation

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