Nonparametric estimation of copula functions for dependence modelling

Canadian Journal of Statistics ◽

10.1002/cjs.5550350205 ◽

2007 ◽

Vol 35 (2) ◽

pp. 265-282 ◽

Cited By ~ 82

Author(s):

Song Xi Chen ◽

Tzee-Ming Huang

Keyword(s):

Nonparametric Estimation ◽

Copula Functions ◽

Dependence Modelling

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A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem

IEEE Access ◽

10.1109/access.2019.2961447 ◽

2019 ◽

Vol 7 ◽

pp. 186182-186192

Author(s):

Xinyao Li ◽

Weihong Zhang ◽

Liangli He

Keyword(s):

Nonparametric Estimation ◽

Bayes Theorem ◽

Copula Functions ◽

Conditional Copula

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Nonparametric estimation and testing linear hypotheses in the linear regression model

Optimization ◽

10.1080/02331937508842249 ◽

1975 ◽

Vol 6 (2) ◽

pp. 269-283

Author(s):

Jana Jureková

Keyword(s):

Linear Regression ◽

Regression Model ◽

Nonparametric Estimation ◽

Linear Regression Model ◽

Testing Linear

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Nonparametric estimation of the quadratic functional of multimodal probability density

Metrologiya ◽

10.32446/0132-4713.2019-3-17-2910.32446/ ◽

2019 ◽

pp. 17-29

Author(s):

А. V. Lapko ◽

V. A. Lapko

Keyword(s):

Probability Density ◽

Nonparametric Estimation ◽

Quadratic Functional

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Nonparametric Estimation for Regulation Models

Annals of Economics and Statistics ◽

10.15609/annaeconstat2009.131.0045 ◽

2018 ◽

pp. 45

Author(s):

Andreea Enache ◽

Jean-Pierre Florens

Keyword(s):

Nonparametric Estimation

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Nonparametric estimation of uncertain components in nonlinear dynamical system modelling

1997 European Control Conference (ECC) ◽

10.23919/ecc.1997.7082244 ◽

1997 ◽

Cited By ~ 1

Author(s):

N. Hilgert ◽

R. Senoussi ◽

J.P. Vila

Keyword(s):

Dynamical System ◽

Nonparametric Estimation ◽

Nonlinear Dynamical System ◽

System Modelling ◽

Nonlinear Dynamical

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Nonparametric Estimation by the Method of Sieves.

10.21236/ada131394 ◽

1983 ◽

Author(s):

Stuart Geman ◽

Donald E. McClure

Keyword(s):

Nonparametric Estimation

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Nonparametric Estimation of Density and Hazard Rate Functions when Samples are Censored.

10.21236/ada150946 ◽

1985 ◽

Author(s):

W. J. Padgett

Keyword(s):

Nonparametric Estimation ◽

Hazard Rate ◽

Rate Functions

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Nonparametric Estimation of the Generalized Variance.

10.21236/ada186029 ◽

1986 ◽

Author(s):

Bimal K. Sinha ◽

Pranab K. Sen

Keyword(s):

Nonparametric Estimation ◽

Generalized Variance

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Analysis of Contagion in Financial Markets Based on the Gradient Measurement of the Growth in Financial Markets and Conditional Copula Functions

SSRN Electronic Journal ◽

10.2139/ssrn.2368456 ◽

2013 ◽

Author(s):

Rafaa Siedlecki ◽

Daniel Papla

Keyword(s):

Financial Markets ◽

Copula Functions ◽

Conditional Copula ◽

Gradient Measurement

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Nonparametric Estimation of Customer Segments from Censored Sales Panel Data

SSRN Electronic Journal ◽

10.2139/ssrn.3399925 ◽

2019 ◽

Author(s):

Johannes Jörg ◽

Catherine Cleophas

Keyword(s):

Panel Data ◽

Nonparametric Estimation

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