Single-index copulas
Author:
Funder
Labex Ecodec
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference47 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance Math. Econom.,2009
2. Semiparametric estimation of conditional copulas;Abegaz;J. Multivariate Anal.,2012
3. Dependence calibration in conditional copulas: A nonparametric approach;Acar;Biometrics,2011
4. Statistical testing of covariate effects in conditional copula models;Acar;Electron. J. Stat.,2013
5. The Euro and the European financial market dependence;Bartram;J. Bank. Finance,2012
Cited by 15 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. Sparse M-estimators in semi-parametric copula models;Bernoulli;2024-08-01
2. Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves;Mathematics;2024-04-10
3. Conditional empirical copula processes and generalized measures of association;Electronic Journal of Statistics;2022-01-01
4. Semiparametric estimation and variable selection for single‐index copula models;Journal of Applied Econometrics;2021-11
5. Semiparametric estimation and model selection for conditional mixture copula models;Scandinavian Journal of Statistics;2021-03-03
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