A Semiparametric Estimation of Copula Models Based on the Method of Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1855733 ◽

2011 ◽

Author(s):

Brahim Brahimi ◽

Abdelhakim Necir

Keyword(s):

Method Of Moments ◽

Semiparametric Estimation ◽

Copula Models

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A semiparametric estimation of copula models based on the method of moments

Statistical Methodology ◽

10.1016/j.stamet.2011.11.003 ◽

2012 ◽

Vol 9 (4) ◽

pp. 467-477 ◽

Cited By ~ 8

Author(s):

Brahim Brahimi ◽

Abdelhakim Necir

Keyword(s):

Method Of Moments ◽

Semiparametric Estimation ◽

Copula Models

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Semiparametric Estimation for Index Copula Models

SSRN Electronic Journal ◽

10.2139/ssrn.2489507 ◽

2014 ◽

Author(s):

Bingduo Yang ◽

Yuhua Li ◽

Peiqin Zhang

Keyword(s):

Semiparametric Estimation ◽

Copula Models

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Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12514 ◽

2021 ◽

Author(s):

Guannan Liu ◽

Wei Long ◽

Bingduo Yang ◽

Zongwu Cai

Keyword(s):

Model Selection ◽

Semiparametric Estimation ◽

Copula Models ◽

Selection For

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Semiparametric estimation in copula models for bivariate sequential survival times

Biometrical Journal ◽

10.1002/bimj.201000131 ◽

2011 ◽

Vol 53 (5) ◽

pp. 779-796 ◽

Cited By ~ 11

Author(s):

Jerald F. Lawless ◽

Yildiz E. Yilmaz

Keyword(s):

Semiparametric Estimation ◽

Survival Times ◽

Copula Models

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Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2011.02.008 ◽

2011 ◽

Vol 55 (7) ◽

pp. 2446-2455 ◽

Cited By ~ 6

Author(s):

Jerald F. Lawless ◽

Yildiz E. Yilmaz

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Semiparametric Estimation ◽

Likelihood Estimation ◽

Two Stage ◽

Copula Models

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A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models

SSRN Electronic Journal ◽

10.2139/ssrn.1411044 ◽

2009 ◽

Cited By ~ 1

Author(s):

Andrea Krajina

Keyword(s):

Method Of Moments ◽

Tail Dependence ◽

Copula Models ◽

Method Of Moments Estimator ◽

Elliptical Copula

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Erratum to “Semiparametric estimation in copula models”

Canadian Journal of Statistics ◽

10.1002/cjs.10124 ◽

2011 ◽

Vol 39 (4) ◽

pp. 734-735 ◽

Cited By ~ 2

Author(s):

Hideatsu Tsukahara

Keyword(s):

Semiparametric Estimation ◽

Copula Models

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Semiparametric estimation in copula models

Canadian Journal of Statistics ◽

10.1002/cjs.5540330304 ◽

2005 ◽

Vol 33 (3) ◽

pp. 357-375 ◽

Cited By ~ 139

Author(s):

Hideatsu Tsukahara

Keyword(s):

Semiparametric Estimation ◽

Copula Models

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Semiparametric estimation of copula models with nonignorable missing data

Journal of Nonparametric Statistics ◽

10.1080/10485252.2019.1702660 ◽

2019 ◽

Vol 32 (1) ◽

pp. 109-130 ◽

Cited By ~ 2

Author(s):

Feng Guo ◽

Wei Ma ◽

Lei Wang

Keyword(s):

Missing Data ◽

Semiparametric Estimation ◽

Nonignorable Missing Data ◽

Copula Models ◽

Nonignorable Missing

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Semiparametric Estimation and Variable Selection for Single‐Index Copula Models

Journal of Applied Econometrics ◽

10.1002/jae.2812 ◽

2021 ◽

Author(s):

Bingduo Yang ◽

Christian M. Hafner ◽

Guannan Liu ◽

Wei Long

Keyword(s):

Variable Selection ◽

Semiparametric Estimation ◽

Copula Models ◽

Single Index ◽

Selection For

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