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Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

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2010Conditional copulas, association measures and their applications113 cited
2017Probit transformation for nonparametric kernel estimation of the copula density100 cited
2011Estimation of a Conditional Copula and Association Measures98 cited
2012A Copula‐Based Non‐parametric Measure of Regression Dependence94 cited
2013Copula-Based Regression Estimation and Inference91 cited
2011Large sample behavior of the Bernstein copula estimator80 cited
2012Time-dependent copulas77 cited
2012Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

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2010A note on bootstrap approximations for the empirical copula process72 cited

2015Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach70 cited

2012Semiparametric estimation of conditional copulas67 cited

2013Flexible Copula Density Estimation with Penalized Hierarchical B‐splines61 cited

2012On the strong approximation of bootstrapped empirical copula processes with applications54 cited

2012In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes49 cited

2015Estimation of a Copula when a Covariate Affects only Marginal Distributions38 cited

2019Nonparametric Estimation of Copula Regression Models With Discrete Outcomes38 cited