SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A semiparametric estimation of copula models based on the method of moments
8 references·4 citing·24 second hop
A semiparametric estimation of copula models based on the method of moments (2011)A semiparametric estimation of copula mod…Copula-Based Measures of Multivariate Association (2010)Copula-Based Measures of Mult…Enjoy the Joy of Copulas: With a Packagecopula (2007)Enjoy the Joy of Copulas: Wit…Comparison of semiparametric and parametric methods for estimating copulas (2006)Comparison of semiparametric …Semiparametric estimation in copula models (2005)Semiparametric estimation in …Copula Methods in Finance (2004)Copula Methods in FinanceAsymptotic efficiency of the two-stage estimation method for copula-based models (2004)Asymptotic efficiency of the …An Introduction to Copulas (1999)An Introduction to CopulasA Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…A copula approach for dependence modeling in multivariate nonparametric time series (2018)A copula approach for depende…Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation (2014)Semiparametric Gaussian copul…Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models (2014)Copula representation of biva…Estimators for Archimedean copulas in high dimensions (2012)Estimators for Archimedean co…The Asymptotic Theory of Extreme Order Statistics (1990)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Power outages and firm performance in Sub-Saharan Africa (2018)Maximum Likelihood Estimation of the Polychoric Correlation Coefficient (1979)A General Structural Equation Model with Dichotomous, Ordered Categorical, and Continuous Latent Variable Indicators (1984)Forecasting: theory and practice (2022)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Pair-copula constructions of multiple dependence (2007)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Measuring reproducibility of high-throughput experiments (2010)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Understanding Relationships Using Copulas (1998)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Clustering of financial time series in risky scenarios (2013)Financial Engineering with Copulas Explained (2014)Multivariate generalized Pareto distributions: Parametrizations, representations, and properties (2017)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,777 cited
  • 2004Copula Methods in Finance2,013 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
  • 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
  • 2006Comparison of semiparametric and parametric methods for estimating copulas334 cited
  • 2005Semiparametric estimation in copula models316 cited
  • 2010Copula-Based Measures of Multivariate Association96 cited

Cited by

  • 2014Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation22 cited
  • 2014Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models21 cited
  • 2018A copula approach for dependence modeling in multivariate nonparametric time series20 cited
  • 2012Estimators for Archimedean copulas in high dimensions16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work