Semiparametric Regression Estimation in Copula Models-Reference-Cited by-同舟云学术

Semiparametric Regression Estimation in Copula Models

Published:2006-08 Issue:8 Volume:35 Page:1449-1467
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Bagdonavičius Vilijandas¹,Malov Sergey V.²,Nikulin Mikhail S.³⁴

Affiliation:

1. a Department of Statistics , University of Vilnius , Vilnius , Lithuania

2. b Department of Mathematics and Mechanics , St. Petersburg State University , St. Petersburg , Russia

3. c Mathematical Statistics , University Bordeaux 2 , Bordeaux , France

4. d Laboratory of Statistical Methods , Steklov Mathematical Institute, RAS , St. Petersburg , Russia

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610920600637297

Reference19 articles.

1. Bagdonavičius , V. Nikulin , M. ( 1996 ). Asymptotical properties of estimators in the generalized additive-multiplicative semiparametric model . Technical report 96012 of MAB. University of Bordeaux 1 .

2. Asymptotical Analysis of Semiparametric Models in Survival Analysis and Accelerated Life Testing

3. Transfer functionals and semiparametric regression models

4. A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

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1. Semiparametric Estimation in Copulas with the Same Marginals;Communications in Statistics - Theory and Methods;2008-12-19

2. Estimating the error distribution in multivariate heteroscedastic time-series models;Journal of Statistical Planning and Inference;2008-05

3. SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS;Australian & New Zealand Journal of Statistics;2007-09

4. Multivariate Survival Modelling: A Unified Approach with Copulas;SSRN Electronic Journal;2001