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Conditional copulas, association measures and their applications

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References

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2009Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing130 cited
1942PARTIAL RANK CORRELATION96 cited

Cited by

2011Estimation of a Conditional Copula and Association Measures98 cited
2017Bivariate copula additive models for location, scale and shape92 cited
2015Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach70 cited
2012Semiparametric estimation of conditional copulas67 cited
2015Generalized additive models for conditional dependence structures61 cited
2012In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes49 cited
2017About tests of the “simplifying” assumption for conditional copulas45 cited
2013Statistical testing of covariate effects in conditional copula models45 cited
2018Generalized Additive Models for Pair-Copula Constructions41 cited
2015Estimation of a Copula when a Covariate Affects only Marginal Distributions38 cited
2018

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Mixed binary‐continuous copula regression models with application to adverse birth outcomes

33 cited

2012Multivariate and functional covariates and conditional copulas33 cited

2021Implicit Copulas: An Overview27 cited

2015Partial and average copulas and association measures26 cited

2017Estimating non-simplified vine copulas using penalized splines25 cited

2017Single-index copulas25 cited