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Copulas and Copula Models

OTHER published 29 September 2014 in Wiley StatsRef: Statistics Reference Online

Authors: Christian Genest | Johanna Nešlehová

https://doi.org/10.1002/9781118445112.stat07523 Actions

Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas

JOURNAL ARTICLE published February 2014 in Computational Statistics

Authors: Göran Kauermann | Renate Meyer

https://doi.org/10.1007/s00180-013-0454-1 Actions

On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison

JOURNAL ARTICLE published June 2018 in Computational Statistics

Authors: Nathan Uyttendaele

https://doi.org/10.1007/s00180-017-0743-1 Actions

Estimation of optimal portfolio compositions for Gaussian returns

JOURNAL ARTICLE published April 2009 in Statistics & Decisions

Authors: Taras Bodnar | Wolfgang Schmid

https://doi.org/10.1524/stnd.2008.0918 Actions

Dependence

BOOK CHAPTER published in Springer Series in Statistics

https://doi.org/10.1007/0-387-28678-0_5 Actions

Introduction

BOOK CHAPTER published in Springer Series in Statistics

https://doi.org/10.1007/0-387-28678-0_1 Actions

Multivariate Distributions and Copulas

BOOK CHAPTER published 2019 in Analyzing Dependent Data with Vine Copulas

Authors: Claudia Czado

https://doi.org/10.1007/978-3-030-13785-4_1 Actions

Testing symmetry for bivariate copulas using Bernstein polynomials

JOURNAL ARTICLE published December 2023 in Statistics and Computing

Research funded by Natural Sciences and Engineering Research Council of Canada (RGPIN-2020-05496)

Authors: Guanjie Lyu | Mohamed Belalia

https://doi.org/10.1007/s11222-023-10297-1 Actions

Expansions for bivariate copulas

JOURNAL ARTICLE published May 2015 in Statistics & Probability Letters

Authors: Saralees Nadarajah

https://doi.org/10.1016/j.spl.2015.02.005 Actions

487. Von Eva König

BOOK CHAPTER published 31 December 1905 in Band 20

https://doi.org/10.1515/9783112333723-133 Actions

On a Rosenblatt-type transformation of multivariate copulas

JOURNAL ARTICLE published January 2023 in Econometrics and Statistics

Authors: Evgeniy Savinov | Victoria Shamraeva

https://doi.org/10.1016/j.ecosta.2021.10.016 Actions

Simulating Regular Vine Copulas and Distributions

BOOK CHAPTER published 2019 in Analyzing Dependent Data with Vine Copulas

Authors: Claudia Czado

https://doi.org/10.1007/978-3-030-13785-4_6 Actions

Copulas and Other Measures of Dependency

OTHER published 29 September 2014 in Wiley StatsRef: Statistics Reference Online

Authors: Edward L. Melnick | Aaron Tenenbein

https://doi.org/10.1002/9781118445112.stat03684 Actions

Model-based clustering using copulas with applications

JOURNAL ARTICLE published September 2016 in Statistics and Computing

Authors: Ioannis Kosmidis | Dimitris Karlis

https://doi.org/10.1007/s11222-015-9590-5 Actions

Nonparametric estimation of copulas and copula densities by orthogonal projections

JOURNAL ARTICLE published April 2023 in Econometrics and Statistics

Authors: Yves I. Ngounou Bakam | Denys Pommeret

https://doi.org/10.1016/j.ecosta.2023.04.002 Actions

Multivariate failure time distributions derived from shared frailty and copulas

JOURNAL ARTICLE published December 2021 in Japanese Journal of Statistics and Data Science

Research funded by Ministry of Science and Technology of Taiwan (MOST 107-2118-M-008 -003-MY3)

Authors: Yin-Chen Wang | Takeshi Emura

https://doi.org/10.1007/s42081-021-00123-1 Actions

Parameter Estimation in Simplified Regular Vine Copulas

BOOK CHAPTER published 2019 in Analyzing Dependent Data with Vine Copulas

Authors: Claudia Czado

https://doi.org/10.1007/978-3-030-13785-4_7 Actions

Semi-parametric pairwise inference methods in spatial models based on copulas

JOURNAL ARTICLE published November 2015 in Spatial Statistics

Authors: Jean-François Quessy | Louis-Paul Rivest | Marie-Hélène Toupin

https://doi.org/10.1016/j.spasta.2015.08.002 Actions

Inference for Archimax copulas

JOURNAL ARTICLE published 1 April 2020 in The Annals of Statistics

Authors: Simon Chatelain | Anne-Laure Fougères | Johanna G. Nešlehová

https://doi.org/10.1214/19-aos1836 Actions

On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity

JOURNAL ARTICLE published September 2021 in Computational Statistics

Authors: Miriam Jaser | Aleksey Min

https://doi.org/10.1007/s00180-020-00994-0 Actions
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