Semiparametric estimation and model selection for conditional mixture copula models-Reference-Cited by-同舟云学术

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Semiparametric estimation and model selection for conditional mixture copula models

Published:2021-03-03 Issue: Volume: Page:
ISSN:0303-6898
Container-title:Scandinavian Journal of Statistics
language:en
Short-container-title:Scandinavian J Statistics

Author:

Liu Guannan¹,Long Wei²^ORCID,Yang Bingduo³,Cai Zongwu⁴

Affiliation:

1. School of Economics and WISE Xiamen University Xiamen China

2. Department of Economics Tulane University New Orleans Louisiana USA

3. Lingnan (University) College Sun Yat‐Sen University Guangzhou China

4. Department of Economics University of Kansas Lawrence Kansas USA

Funder

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12514

Reference25 articles.

1. Semiparametric estimation of conditional copulas

2. Dependence Calibration in Conditional Copulas: A Nonparametric Approach

3. Statistical testing of covariate effects in conditional copula models

4. REGRESSION QUANTILES FOR TIME SERIES

5. Selection of Mixed Copula Model via Penalized Likelihood

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. Bayesian Mixture Copula Estimation and Selection with Applications;Analytics;2023-06-15

2. Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries;Journal of Systems Science and Complexity;2023-05-20

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