Bayesian Nonparametric Conditional Copula Estimation of Twin Data-Reference-Cited by-同舟云学术

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Bayesian Nonparametric Conditional Copula Estimation of Twin Data

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dalla Valle Luciana,Leisen Fabrizio,Rossini Luca

Publisher

Elsevier BV

Reference39 articles.

1. Semiparametric estimation of conditional copulas;F Abegaz;Journal of Multivariate Analysis,2012

2. Dependence calibratin in conditional copulas: a nonparametric approach;E F Acar;Biometrics,2010

3. Two-stage estimation in copula models used in family studies;E Andersen;Lifetime Data Analysis,2005

4. The latent class twin method;S Baker;Biometrics,2016

5. The Euro and European financial market dependence;S Bartram;Journal of Banking and Finance,2007

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A nonparametric Bayesian approach to copula estimation;Journal of Statistical Computation and Simulation;2018-01-09

2. Copulas and Vines;Wiley StatsRef: Statistics Reference Online;2017-11-15

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