Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 PDFBibTeX XMLCite \textit{C. Genest} et al., J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024; Zbl 07823275) Full Text: DOI
Kojadinovic, Ivan; Yi, Bingqing A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. (English) Zbl 07823266 J. Multivariate Anal. 201, Article ID 105269, 24 p. (2024). MSC: 62Hxx 62G05 62G20 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{B. Yi}, J. Multivariate Anal. 201, Article ID 105269, 24 p. (2024; Zbl 07823266) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Lyu, Guanjie; Belalia, Mohamed Testing symmetry for bivariate copulas using Bernstein polynomials. (English) Zbl 1523.62024 Stat. Comput. 33, No. 6, Paper No. 128, 16 p. (2023). MSC: 62-08 62H05 PDFBibTeX XMLCite \textit{G. Lyu} and \textit{M. Belalia}, Stat. Comput. 33, No. 6, Paper No. 128, 16 p. (2023; Zbl 1523.62024) Full Text: DOI arXiv
Mucciante, Luca; Sancetta, Alessio Estimation of a high-dimensional counting process without penalty for high-frequency events. (English) Zbl 07753719 Econom. Theory 39, No. 5, 989-1008 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{L. Mucciante} and \textit{A. Sancetta}, Econom. Theory 39, No. 5, 989--1008 (2023; Zbl 07753719) Full Text: DOI OA License
Li, Fangyao; Triggs, Christopher M.; Giurcăneanu, Ciprian Doru On the selection of predictors by using greedy algorithms and information theoretic criteria. (English) Zbl 1521.62159 Aust. N. Z. J. Stat. 65, No. 2, 77-100 (2023). MSC: 62M10 62B10 62M20 PDFBibTeX XMLCite \textit{F. Li} et al., Aust. N. Z. J. Stat. 65, No. 2, 77--100 (2023; Zbl 1521.62159) Full Text: DOI OA License
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Hudaverdi, Burcu; Susam, Selim Orhun On the weighted tests of independence based on Bernstein empirical copula. (English) Zbl 07713490 Commun. Stat., Simulation Comput. 52, No. 2, 404-424 (2023). MSC: 62G10 PDFBibTeX XMLCite \textit{B. Hudaverdi} and \textit{S. O. Susam}, Commun. Stat., Simulation Comput. 52, No. 2, 404--424 (2023; Zbl 07713490) Full Text: DOI
Fan, Yanqin; Shi, Xuetao; Tao, Jing Partial identification and inference in moment models with incomplete data. (English) Zbl 07704458 J. Econom. 235, No. 2, 418-443 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Fan} et al., J. Econom. 235, No. 2, 418--443 (2023; Zbl 07704458) Full Text: DOI
Pereda-Fernández, Santiago Identification and estimation of triangular models with a binary treatment. (English) Zbl 07693686 J. Econom. 234, No. 2, 585-623 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Pereda-Fernández}, J. Econom. 234, No. 2, 585--623 (2023; Zbl 07693686) Full Text: DOI
Abrams, S.; Janssen, P.; Swanepoel, J.; Veraverbeke, N. Nonparametric estimation of risk ratios for bivariate data. (English) Zbl 07622184 J. Nonparametric Stat. 34, No. 4, 940-963 (2022). MSC: 62Gxx PDFBibTeX XMLCite \textit{S. Abrams} et al., J. Nonparametric Stat. 34, No. 4, 940--963 (2022; Zbl 07622184) Full Text: DOI
Sancetta, Alessio Testing subspace restrictions in the presence of high dimensional nuisance parameters. (English) Zbl 07603108 Electron. J. Stat. 16, No. 2, 5277-5320 (2022). MSC: 62G10 62F03 PDFBibTeX XMLCite \textit{A. Sancetta}, Electron. J. Stat. 16, No. 2, 5277--5320 (2022; Zbl 07603108) Full Text: DOI arXiv Link
Derumigny, A.; Fermanian, J.-D. Identifiability and estimation of meta-elliptical copula generators. (English) Zbl 1493.62270 J. Multivariate Anal. 190, Article ID 104962, 19 p. (2022). MSC: 62H05 62H12 PDFBibTeX XMLCite \textit{A. Derumigny} and \textit{J. D. Fermanian}, J. Multivariate Anal. 190, Article ID 104962, 19 p. (2022; Zbl 1493.62270) Full Text: DOI arXiv
Hasan, Mirza Nazmul; Braekers, Roel Modelling the association in bivariate survival data by using a Bernstein copula. (English) Zbl 1505.62177 Comput. Stat. 37, No. 2, 781-815 (2022). MSC: 62-08 62G07 62H05 PDFBibTeX XMLCite \textit{M. N. Hasan} and \textit{R. Braekers}, Comput. Stat. 37, No. 2, 781--815 (2022; Zbl 1505.62177) Full Text: DOI
Stark, Florian; Otto, Sven Testing and dating structural changes in copula-based dependence measures. (English) Zbl 07522676 J. Appl. Stat. 49, No. 5, 1121-1139 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Stark} and \textit{S. Otto}, J. Appl. Stat. 49, No. 5, 1121--1139 (2022; Zbl 07522676) Full Text: DOI arXiv
Xie, Jiehua; Fang, Jun; Yang, Jingping; Bu, Lan Multivariate composite copulas. (English) Zbl 1483.62088 ASTIN Bull. 52, No. 1, 145-184 (2022); corrigendum ibid. 52, No. 1, 361 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Xie} et al., ASTIN Bull. 52, No. 1, 145--184 (2022; Zbl 1483.62088) Full Text: DOI
Zhou, Zhengyong; Xie, Jiehua; Yang, Jingping A copula-based approximation to Markov chains. (English) Zbl 1491.60124 Sci. China, Math. 65, No. 3, 623-654 (2022). MSC: 60J10 62H05 PDFBibTeX XMLCite \textit{Z. Zhou} et al., Sci. China, Math. 65, No. 3, 623--654 (2022; Zbl 1491.60124) Full Text: DOI
Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 1484.91398 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDFBibTeX XMLCite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 1484.91398) Full Text: DOI arXiv
González-Barrios, José M.; Hoyos-Argüelles, Ricardo Estimating checkerboard approximations with sample \(d\)-copulas. (English) Zbl 1492.62093 Commun. Stat., Simulation Comput. 50, No. 12, 3992-4027 (2021). MSC: 62H05 62E17 62G07 62G86 PDFBibTeX XMLCite \textit{J. M. González-Barrios} and \textit{R. Hoyos-Argüelles}, Commun. Stat., Simulation Comput. 50, No. 12, 3992--4027 (2021; Zbl 1492.62093) Full Text: DOI
Al-Labadi, Luai; Fazeli Asl, Forough; Saberi, Zahra A Bayesian semiparametric Gaussian copula approach to a multivariate normality test. (English) Zbl 07480647 J. Stat. Comput. Simulation 91, No. 3, 543-563 (2021). MSC: 62F15 62G10 62H15 62-XX PDFBibTeX XMLCite \textit{L. Al-Labadi} et al., J. Stat. Comput. Simulation 91, No. 3, 543--563 (2021; Zbl 07480647) Full Text: DOI arXiv
Lasserre, Marvin; Lebrun, Régis; Wuillemin, Pierre-Henri Constraint-based learning for non-parametric continuous Bayesian networks. (English) Zbl 07447179 Ann. Math. Artif. Intell. 89, No. 10-11, 1035-1052 (2021). MSC: 62H22 62H05 62G05 68T05 PDFBibTeX XMLCite \textit{M. Lasserre} et al., Ann. Math. Artif. Intell. 89, No. 10--11, 1035--1052 (2021; Zbl 07447179) Full Text: DOI HAL
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv
Ouimet, Frédéric Asymptotic properties of Bernstein estimators on the simplex. (English) Zbl 1470.62067 J. Multivariate Anal. 185, Article ID 104784, 20 p. (2021). MSC: 62H12 62G05 62G07 62G20 60F05 PDFBibTeX XMLCite \textit{F. Ouimet}, J. Multivariate Anal. 185, Article ID 104784, 20 p. (2021; Zbl 1470.62067) Full Text: DOI arXiv Link
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI
Dumitrescu, Laura; Schiopu-Kratina, Ioana Asymptotic results with estimating equations for time-evolving clustered data. (English) Zbl 1465.62119 J. Stat. Plann. Inference 214, 41-61 (2021). MSC: 62H30 62M10 60F05 PDFBibTeX XMLCite \textit{L. Dumitrescu} and \textit{I. Schiopu-Kratina}, J. Stat. Plann. Inference 214, 41--61 (2021; Zbl 1465.62119) Full Text: DOI arXiv
Junker, Robert R.; Griessenberger, Florian; Trutschnig, Wolfgang Estimating scale-invariant directed dependence of bivariate distributions. (English) Zbl 1510.62253 Comput. Stat. Data Anal. 153, Article ID 107058, 22 p. (2021). MSC: 62H20 62H05 62G20 PDFBibTeX XMLCite \textit{R. R. Junker} et al., Comput. Stat. Data Anal. 153, Article ID 107058, 22 p. (2021; Zbl 1510.62253) Full Text: DOI
Cuberos, A.; Masiello, E.; Maume-Deschamps, V. Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables. (English) Zbl 1511.62102 Commun. Stat., Theory Methods 49, No. 12, 3044-3062 (2020). MSC: 62H05 62G05 62H20 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Commun. Stat., Theory Methods 49, No. 12, 3044--3062 (2020; Zbl 1511.62102) Full Text: DOI
Fontaine, Charles; Frostig, Ron D.; Ombao, Hernando Modeling dependence via copula of functionals of Fourier coefficients. (English) Zbl 1474.62167 Test 29, No. 4, 1125-1144 (2020). MSC: 62H05 62M10 62P10 PDFBibTeX XMLCite \textit{C. Fontaine} et al., Test 29, No. 4, 1125--1144 (2020; Zbl 1474.62167) Full Text: DOI arXiv
Sarazin, Gabriel; Derennes, Pierre; Morio, Jérôme Estimation of high-order moment-independent importance measures for Shapley value analysis. (English) Zbl 1481.62022 Appl. Math. Modelling 88, 396-417 (2020). MSC: 62H05 62H12 91A12 PDFBibTeX XMLCite \textit{G. Sarazin} et al., Appl. Math. Modelling 88, 396--417 (2020; Zbl 1481.62022) Full Text: DOI HAL
Hong, Seok Young; Linton, Oliver Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (English) Zbl 1464.62261 J. Econom. 219, No. 2, 389-424 (2020). MSC: 62G08 62G05 62G20 62M10 62P20 PDFBibTeX XMLCite \textit{S. Y. Hong} and \textit{O. Linton}, J. Econom. 219, No. 2, 389--424 (2020; Zbl 1464.62261) Full Text: DOI Link
Masuhr, Andreas; Trede, Mark Bayesian estimation of generalized partition of unity copulas. (English) Zbl 1457.62159 Depend. Model. 8, 119-131 (2020). MSC: 62H05 62H12 62G07 62P20 91B05 PDFBibTeX XMLCite \textit{A. Masuhr} and \textit{M. Trede}, Depend. Model. 8, 119--131 (2020; Zbl 1457.62159) Full Text: DOI
Yang, Jingping; Wang, Fang; Xie, Zongkai Bernstein copulas and composite Bernstein copulas. (English) Zbl 1453.62498 Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 183-217 (2020). MSC: 62H05 62H20 62P05 PDFBibTeX XMLCite \textit{J. Yang} et al., in: From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017. Singapore: Springer. 183--217 (2020; Zbl 1453.62498) Full Text: DOI
Rabhi, Yassir; Bouezmarni, Taoufik Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring. (English) Zbl 1441.62132 J. Am. Stat. Assoc. 115, No. 531, 1268-1278 (2020). MSC: 62H05 62G07 62N01 PDFBibTeX XMLCite \textit{Y. Rabhi} and \textit{T. Bouezmarni}, J. Am. Stat. Assoc. 115, No. 531, 1268--1278 (2020; Zbl 1441.62132) Full Text: DOI Link
Abrams, Steven; Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël Nonparametric estimation of the cross ratio function. (English) Zbl 1456.62048 Ann. Inst. Stat. Math. 72, No. 3, 771-801 (2020). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62G05 62G07 62H20 62H05 62E20 62P20 62P25 PDFBibTeX XMLCite \textit{S. Abrams} et al., Ann. Inst. Stat. Math. 72, No. 3, 771--801 (2020; Zbl 1456.62048) Full Text: DOI Link
Ling, Nengxiang; Aneiros, Germán; Vieu, Philippe \(k\)NN estimation in functional partial linear modeling. (English) Zbl 1437.62701 Stat. Pap. 61, No. 1, 423-444 (2020). MSC: 62R10 62J05 PDFBibTeX XMLCite \textit{N. Ling} et al., Stat. Pap. 61, No. 1, 423--444 (2020; Zbl 1437.62701) Full Text: DOI
Steland, Ansgar Testing and estimating change-points in the covariance matrix of a high-dimensional time series. (English) Zbl 1445.62239 J. Multivariate Anal. 177, Article ID 104582, 24 p. (2020). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62M10 62H12 62H20 62G10 62E20 60F15 PDFBibTeX XMLCite \textit{A. Steland}, J. Multivariate Anal. 177, Article ID 104582, 24 p. (2020; Zbl 1445.62239) Full Text: DOI arXiv
Ćmiel, Bogdan; Ledwina, Teresa Validation of association. (English) Zbl 1435.91145 Insur. Math. Econ. 91, 55-67 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{B. Ćmiel} and \textit{T. Ledwina}, Insur. Math. Econ. 91, 55--67 (2020; Zbl 1435.91145) Full Text: DOI
Kojadinovic, Ivan; Stemikovskaya, Kristina Subsampling (weighted smooth) empirical copula processes. (English) Zbl 1422.62157 J. Multivariate Anal. 173, 704-723 (2019). MSC: 62G09 62G20 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{K. Stemikovskaya}, J. Multivariate Anal. 173, 704--723 (2019; Zbl 1422.62157) Full Text: DOI arXiv Link
Fournier, Edouard; Grihon, Stéphane; Klein, Thierry Semiparametric estimation of plane similarities: application to fast computation of aeronautic loads. (English) Zbl 1426.62120 Statistics 53, No. 5, 1168-1186 (2019). MSC: 62G08 62R07 62P30 62G20 PDFBibTeX XMLCite \textit{E. Fournier} et al., Statistics 53, No. 5, 1168--1186 (2019; Zbl 1426.62120) Full Text: DOI HAL
Sabri, Khadidja; Meghnafi, Mustapha; Rabhi, Abbes; Bennafla, Djamila A note on asymptotic normality of a copula function in regression model. (English) Zbl 1421.62058 Appl. Appl. Math. 14, No. 1, 76-98 (2019). MSC: 62H05 62H12 62J05 62G07 62N05 PDFBibTeX XMLCite \textit{K. Sabri} et al., Appl. Appl. Math. 14, No. 1, 76--98 (2019; Zbl 1421.62058) Full Text: Link
Plischke, Elmar; Borgonovo, Emanuele Copula theory and probabilistic sensitivity analysis: is there a connection? (English) Zbl 1430.62103 Eur. J. Oper. Res. 277, No. 3, 1046-1059 (2019). MSC: 62H05 62H20 PDFBibTeX XMLCite \textit{E. Plischke} and \textit{E. Borgonovo}, Eur. J. Oper. Res. 277, No. 3, 1046--1059 (2019; Zbl 1430.62103) Full Text: DOI
Wang, Tao; Guan, Zhong Bernstein polynomial model for nonparametric multivariate density. (English) Zbl 1440.62212 Statistics 53, No. 2, 321-338 (2019). MSC: 62H12 62G07 PDFBibTeX XMLCite \textit{T. Wang} and \textit{Z. Guan}, Statistics 53, No. 2, 321--338 (2019; Zbl 1440.62212) Full Text: DOI arXiv Link
Neumann, André; Bodnar, Taras; Pfeifer, Dietmar; Dickhaus, Thorsten Multivariate multiple test procedures based on nonparametric copula estimation. (English) Zbl 1412.62059 Biom. J. 61, No. 1, 40-61 (2019). MSC: 62H05 62J15 62G07 91B30 62P20 PDFBibTeX XMLCite \textit{A. Neumann} et al., Biom. J. 61, No. 1, 40--61 (2019; Zbl 1412.62059) Full Text: DOI
Mashford, John Stochastic temporal data upscaling using the generalized \(k\)-nearest neighbor algorithm. (English) Zbl 1410.62168 Int. J. Stoch. Anal. 2018, Article ID 2487947, 8 p. (2018). MSC: 62M20 62G08 62H30 PDFBibTeX XMLCite \textit{J. Mashford}, Int. J. Stoch. Anal. 2018, Article ID 2487947, 8 p. (2018; Zbl 1410.62168) Full Text: DOI arXiv
Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher Statistical arbitrage with vine copulas. (English) Zbl 1407.62178 Quant. Finance 18, No. 11, 1831-1849 (2018). MSC: 62H05 62P05 PDFBibTeX XMLCite \textit{J. Stübinger} et al., Quant. Finance 18, No. 11, 1831--1849 (2018; Zbl 1407.62178) Full Text: DOI Link
Steland, Ansgar Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance. (English) Zbl 1408.62178 Stat. Pap. 59, No. 4, 1441-1462 (2018). MSC: 62P05 62H12 62J07 62M10 PDFBibTeX XMLCite \textit{A. Steland}, Stat. Pap. 59, No. 4, 1441--1462 (2018; Zbl 1408.62178) Full Text: DOI arXiv
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh An estimator of the stable tail dependence function based on the empirical beta copula. (English) Zbl 1410.62073 Extremes 21, No. 4, 581-600 (2018). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62G30 62H05 PDFBibTeX XMLCite \textit{A. Kiriliouk} et al., Extremes 21, No. 4, 581--600 (2018; Zbl 1410.62073) Full Text: DOI arXiv
Kwon, Oh Kang; Satchell, Stephen The distribution of cross sectional momentum returns. (English) Zbl 1402.62098 J. Econ. Dyn. Control 94, 225-241 (2018). MSC: 62H10 62P05 91G70 PDFBibTeX XMLCite \textit{O. K. Kwon} and \textit{S. Satchell}, J. Econ. Dyn. Control 94, 225--241 (2018; Zbl 1402.62098) Full Text: DOI
Tavin, Bertrand Measuring exposure to dependence risk with random Bernstein copula scenarios. (English) Zbl 1403.91200 Eur. J. Oper. Res. 270, No. 3, 873-888 (2018). MSC: 91B30 62H20 62P05 PDFBibTeX XMLCite \textit{B. Tavin}, Eur. J. Oper. Res. 270, No. 3, 873--888 (2018; Zbl 1403.91200) Full Text: DOI
Steland, Ansgar; von Sachs, Rainer Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. (English) Zbl 1391.60061 Stochastic Processes Appl. 128, No. 8, 2816-2855 (2018). MSC: 60F17 62E20 PDFBibTeX XMLCite \textit{A. Steland} and \textit{R. von Sachs}, Stochastic Processes Appl. 128, No. 8, 2816--2855 (2018; Zbl 1391.60061) Full Text: DOI arXiv
Sancetta, Alessio Estimation for the prediction of point processes with many covariates. (English) Zbl 1390.62048 Econom. Theory 34, No. 3, 598-627 (2018). MSC: 62G05 60G55 62P05 PDFBibTeX XMLCite \textit{A. Sancetta}, Econom. Theory 34, No. 3, 598--627 (2018; Zbl 1390.62048) Full Text: DOI arXiv
Berghaus, Betina; Segers, Johan Weak convergence of the weighted empirical beta copula process. (English) Zbl 1404.62049 J. Multivariate Anal. 166, 266-281 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 62G32 62H05 60F05 62G10 62G20 PDFBibTeX XMLCite \textit{B. Berghaus} and \textit{J. Segers}, J. Multivariate Anal. 166, 266--281 (2018; Zbl 1404.62049) Full Text: DOI arXiv
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen Online learning and forecast combination in unbalanced panels. (English) Zbl 1524.62584 Econom. Rev. 36, No. 1-3, 257-288 (2017). MSC: 62P20 62M20 PDFBibTeX XMLCite \textit{K. Lahiri} et al., Econom. Rev. 36, No. 1--3, 257--288 (2017; Zbl 1524.62584) Full Text: DOI
Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen A compendium of copulas. (English) Zbl 1473.62164 Statistica 77, No. 4, 279-328 (2017). MSC: 62H05 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Statistica 77, No. 4, 279--328 (2017; Zbl 1473.62164) Full Text: DOI
Scheffer, Marcus; Weiß, Gregor N. F. Smooth nonparametric Bernstein vine copulas. (English) Zbl 1402.91731 Quant. Finance 17, No. 1, 139-156 (2017). MSC: 91G10 62P05 62H05 PDFBibTeX XMLCite \textit{M. Scheffer} and \textit{G. N. F. Weiß}, Quant. Finance 17, No. 1, 139--156 (2017; Zbl 1402.91731) Full Text: DOI arXiv
Nagler, Thomas; Schellhase, Christian; Czado, Claudia Nonparametric estimation of simplified vine copula models: comparison of methods. (English) Zbl 1404.62034 Depend. Model. 5, 99-120 (2017). MSC: 62G07 62H05 PDFBibTeX XMLCite \textit{T. Nagler} et al., Depend. Model. 5, 99--120 (2017; Zbl 1404.62034) Full Text: DOI arXiv
Ackerer, Damien; Vatter, Thibault Dependent defaults and losses with factor copula models. (English) Zbl 1391.60027 Depend. Model. 5, 375-399 (2017). MSC: 60E05 60E10 62H05 62H20 65T50 91G20 91G40 91G60 PDFBibTeX XMLCite \textit{D. Ackerer} and \textit{T. Vatter}, Depend. Model. 5, 375--399 (2017; Zbl 1391.60027) Full Text: DOI arXiv
Ahmadabadi, Alireza; Ucer, Burcu Hudaverdi Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach. (English) Zbl 1417.62139 Comput. Stat. 32, No. 4, 1515-1532 (2017). MSC: 62H12 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{A. Ahmadabadi} and \textit{B. H. Ucer}, Comput. Stat. 32, No. 4, 1515--1532 (2017; Zbl 1417.62139) Full Text: DOI
Guo, Nan; Wang, Fang; Yang, Jingping Remarks on composite Bernstein copula and its application to credit risk analysis. (English) Zbl 1404.62055 Insur. Math. Econ. 77, 38-48 (2017). MSC: 62H05 62P05 91G40 PDFBibTeX XMLCite \textit{N. Guo} et al., Insur. Math. Econ. 77, 38--48 (2017; Zbl 1404.62055) Full Text: DOI
Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël Smooth copula-based estimation of the conditional density function with a single covariate. (English) Zbl 1368.62080 J. Multivariate Anal. 159, 39-48 (2017). MSC: 62G05 62G07 62H05 62G20 PDFBibTeX XMLCite \textit{P. Janssen} et al., J. Multivariate Anal. 159, 39--48 (2017; Zbl 1368.62080) Full Text: DOI Link
Slobodyan, A. B.; Pashchenko, F. F. Estimation of the maximum correlation coefficient using Bernstein copula. (English. Russian original) Zbl 1365.93491 Autom. Remote Control 78, No. 4, 741-753 (2017); translation from Datchiki Sist. 2016, No. 2, 10-18 (2016). MSC: 93E10 62H20 94A12 93C10 PDFBibTeX XMLCite \textit{A. B. Slobodyan} and \textit{F. F. Pashchenko}, Autom. Remote Control 78, No. 4, 741--753 (2017; Zbl 1365.93491); translation from Datchiki Sist. 2016, No. 2, 10--18 (2016) Full Text: DOI
Belalia, M.; Bouezmarni, T.; Lemyre, F. C.; Taamouti, A. Testing independence based on Bernstein empirical copula and copula density. (English) Zbl 1369.62085 J. Nonparametric Stat. 29, No. 2, 346-380 (2017). MSC: 62G10 60H05 62G07 62G20 PDFBibTeX XMLCite \textit{M. Belalia} et al., J. Nonparametric Stat. 29, No. 2, 346--380 (2017; Zbl 1369.62085) Full Text: DOI Link
Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu The empirical beta copula. (English) Zbl 1360.62237 J. Multivariate Anal. 155, 35-51 (2017). MSC: 62G20 62G30 62H05 PDFBibTeX XMLCite \textit{J. Segers} et al., J. Multivariate Anal. 155, 35--51 (2017; Zbl 1360.62237) Full Text: DOI arXiv Link
Ferraty, Frédéric; Quintela-Del-Río, Alejandro Conditional VAR and expected shortfall: a new functional approach. (English) Zbl 1491.62156 Econom. Rev. 35, No. 2, 263-292 (2016). MSC: 62P05 62M10 62G07 62G20 62R10 91G70 PDFBibTeX XMLCite \textit{F. Ferraty} and \textit{A. Quintela-Del-Río}, Econom. Rev. 35, No. 2, 263--292 (2016; Zbl 1491.62156) Full Text: DOI HAL
Dou, Xiaoling; Kuriki, Satoshi; Lin, Gwo Dong; Richards, Donald EM algorithms for estimating the Bernstein copula. (English) Zbl 1468.62047 Comput. Stat. Data Anal. 93, 228-245 (2016). MSC: 62-08 62H10 62G05 62G20 PDFBibTeX XMLCite \textit{X. Dou} et al., Comput. Stat. Data Anal. 93, 228--245 (2016; Zbl 1468.62047) Full Text: DOI arXiv
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, Claudia; Manelli, Claudio Default probability estimation via pair copula constructions. (English) Zbl 1346.91106 Eur. J. Oper. Res. 249, No. 1, 298-311 (2016). MSC: 91B30 91B38 62P05 62G05 62H05 PDFBibTeX XMLCite \textit{L. Dalla Valle} et al., Eur. J. Oper. Res. 249, No. 1, 298--311 (2016; Zbl 1346.91106) Full Text: DOI arXiv
Nagler, Thomas; Czado, Claudia Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. (English) Zbl 1346.62071 J. Multivariate Anal. 151, 69-89 (2016). MSC: 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{T. Nagler} and \textit{C. Czado}, J. Multivariate Anal. 151, 69--89 (2016; Zbl 1346.62071) Full Text: DOI arXiv
Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals. (English) Zbl 1342.62049 Test 25, No. 2, 351-374 (2016). MSC: 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{P. Janssen} et al., Test 25, No. 2, 351--374 (2016; Zbl 1342.62049) Full Text: DOI
Sancetta, Alessio Greedy algorithms for prediction. (English) Zbl 1388.62209 Bernoulli 22, No. 2, 1227-1277 (2016). MSC: 62J05 62G07 62G20 62J07 PDFBibTeX XMLCite \textit{A. Sancetta}, Bernoulli 22, No. 2, 1227--1277 (2016; Zbl 1388.62209) Full Text: DOI arXiv Euclid
Guillotte, Simon; Perron, François Polynomial Pickands functions. (English) Zbl 1388.62142 Bernoulli 22, No. 1, 213-241 (2016). MSC: 62G32 41A10 62G05 62H05 PDFBibTeX XMLCite \textit{S. Guillotte} and \textit{F. Perron}, Bernoulli 22, No. 1, 213--241 (2016; Zbl 1388.62142) Full Text: DOI arXiv Euclid
Stange, Jens; Bodnar, Taras; Dickhaus, Thorsten Uncertainty quantification for the family-wise error rate in multivariate copula models. (English) Zbl 1443.62140 AStA, Adv. Stat. Anal. 99, No. 3, 281-310 (2015). MSC: 62H05 62J15 PDFBibTeX XMLCite \textit{J. Stange} et al., AStA, Adv. Stat. Anal. 99, No. 3, 281--310 (2015; Zbl 1443.62140) Full Text: DOI
Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu Composite Bernstein copulas. (English) Zbl 1390.62093 ASTIN Bull. 45, No. 2, 445-475 (2015). MSC: 62H05 62H20 62P05 PDFBibTeX XMLCite \textit{J. Yang} et al., ASTIN Bull. 45, No. 2, 445--475 (2015; Zbl 1390.62093) Full Text: DOI
Sancetta, Alessio A nonparametric estimator for the covariance function of functional data. (English) Zbl 1441.62859 Econom. Theory 31, No. 6, 1359-1381 (2015). MSC: 62P20 62H25 62G20 62P05 62R10 PDFBibTeX XMLCite \textit{A. Sancetta}, Econom. Theory 31, No. 6, 1359--1381 (2015; Zbl 1441.62859) Full Text: DOI
Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. (English) Zbl 1327.62478 Ann. Stat. 43, No. 6, 2412-2450 (2015). MSC: 62M20 62G99 62M10 68W27 PDFBibTeX XMLCite \textit{C. Giraud} et al., Ann. Stat. 43, No. 6, 2412--2450 (2015; Zbl 1327.62478) Full Text: DOI arXiv Euclid
Li, Degui; Linton, Oliver; Lu, Zudi A flexible semiparametric forecasting model for time series. (English) Zbl 1337.62271 J. Econom. 187, No. 1, 345-357 (2015). MSC: 62M10 62G08 62G20 62M20 91B84 62P05 PDFBibTeX XMLCite \textit{D. Li} et al., J. Econom. 187, No. 1, 345--357 (2015; Zbl 1337.62271) Full Text: DOI
Nadarajah, Saralees Expansions for bivariate copulas. (English) Zbl 1314.62137 Stat. Probab. Lett. 100, 77-84 (2015). MSC: 62H20 PDFBibTeX XMLCite \textit{S. Nadarajah}, Stat. Probab. Lett. 100, 77--84 (2015; Zbl 1314.62137) Full Text: DOI
Clarke, Bertrand; Clarke, Jennifer; Yu, ChiWai Statistical problem classes and their links to information theory. (English) Zbl 1491.62011 Econom. Rev. 33, No. 1-4, 337-371 (2014). MSC: 62B10 62F15 94A15 PDFBibTeX XMLCite \textit{B. Clarke} et al., Econom. Rev. 33, No. 1--4, 337--371 (2014; Zbl 1491.62011) Full Text: DOI
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link
Wan, Jiang; Zabaras, Nicholas A probabilistic graphical model based stochastic input model construction. (English) Zbl 1349.62301 J. Comput. Phys. 272, 664-685 (2014). MSC: 62H99 62M40 65C60 PDFBibTeX XMLCite \textit{J. Wan} and \textit{N. Zabaras}, J. Comput. Phys. 272, 664--685 (2014; Zbl 1349.62301) Full Text: DOI
Kauermann, Göran; Schellhase, Christian Flexible pair-copula estimation in D-vines using bivariate penalized splines. (English) Zbl 1332.62117 Stat. Comput. 24, No. 6, 1081-1100 (2014). MSC: 62G05 62H05 PDFBibTeX XMLCite \textit{G. Kauermann} and \textit{C. Schellhase}, Stat. Comput. 24, No. 6, 1081--1100 (2014; Zbl 1332.62117) Full Text: DOI
Coqueret, Guillaume Second order risk aggregation with the Bernstein copula. (English) Zbl 1304.62128 Insur. Math. Econ. 58, 150-158 (2014). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{G. Coqueret}, Insur. Math. Econ. 58, 150--158 (2014; Zbl 1304.62128) Full Text: DOI
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar Nonparametric estimation and inference for conditional density based Granger causality measures. (English) Zbl 1293.62082 J. Econom. 180, No. 2, 251-264 (2014). MSC: 62G05 62G07 62H05 62M10 62P05 91G70 PDFBibTeX XMLCite \textit{A. Taamouti} et al., J. Econom. 180, No. 2, 251--264 (2014; Zbl 1293.62082) Full Text: DOI Link
Burda, Martin; Prokhorov, Artem Copula based factorization in Bayesian multivariate infinite mixture models. (English) Zbl 1293.62011 J. Multivariate Anal. 127, 200-213 (2014). MSC: 62C10 62G07 65C40 62H99 PDFBibTeX XMLCite \textit{M. Burda} and \textit{A. Prokhorov}, J. Multivariate Anal. 127, 200--213 (2014; Zbl 1293.62011) Full Text: DOI Link
Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël A note on the asymptotic behavior of the Bernstein estimator of the copula density. (English) Zbl 1359.62103 J. Multivariate Anal. 124, 480-487 (2014). MSC: 62G05 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{P. Janssen} et al., J. Multivariate Anal. 124, 480--487 (2014; Zbl 1359.62103) Full Text: DOI
Battey, Heather; Linton, Oliver Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. (English) Zbl 1360.62153 J. Multivariate Anal. 123, 43-67 (2014). MSC: 62G07 62G20 62E15 68W27 62P10 PDFBibTeX XMLCite \textit{H. Battey} and \textit{O. Linton}, J. Multivariate Anal. 123, 43--67 (2014; Zbl 1360.62153) Full Text: DOI
Tang, Mingtian; Wang, Yunyan On nonergodicity for nonparametric autoregressive models. (English) Zbl 1379.60080 Adv. Difference Equ. 2013, Paper No. 200, 11 p. (2013). MSC: 60J10 60K37 62M10 PDFBibTeX XMLCite \textit{M. Tang} and \textit{Y. Wang}, Adv. Difference Equ. 2013, Paper No. 200, 11 p. (2013; Zbl 1379.60080) Full Text: DOI
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. (English) Zbl 1290.62040 Insur. Math. Econ. 53, No. 3, 897-905 (2013). MSC: 62H10 62H05 62E17 PDFBibTeX XMLCite \textit{F. Durante} et al., Insur. Math. Econ. 53, No. 3, 897--905 (2013; Zbl 1290.62040) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Dou, Xiaoling; Kuriki, Satoshi; Lin, Gwo Dong Dependence structures and asymptotic properties of Baker’s distributions with fixed marginals. (English) Zbl 1428.62207 J. Stat. Plann. Inference 143, No. 8, 1343-1354 (2013). MSC: 62H10 62E15 62E20 62H20 PDFBibTeX XMLCite \textit{X. Dou} et al., J. Stat. Plann. Inference 143, No. 8, 1343--1354 (2013; Zbl 1428.62207) Full Text: DOI
Battey, Heather; Sancetta, Alessio Conditional estimation for dependent functional data. (English) Zbl 1349.62378 J. Multivariate Anal. 120, 1-17 (2013). MSC: 62M05 62H25 62G20 PDFBibTeX XMLCite \textit{H. Battey} and \textit{A. Sancetta}, J. Multivariate Anal. 120, 1--17 (2013; Zbl 1349.62378) Full Text: DOI Link
Kauermann, Göran; Schellhase, Christian; Ruppert, David Flexible copula density estimation with penalized hierarchical B-splines. (English) Zbl 1364.62084 Scand. J. Stat. 40, No. 4, 685-705 (2013). MSC: 62G07 62H12 65N55 PDFBibTeX XMLCite \textit{G. Kauermann} et al., Scand. J. Stat. 40, No. 4, 685--705 (2013; Zbl 1364.62084) Full Text: DOI
Swanepoel, J. W. H.; Allison, J. S. Some new results on the empirical copula estimator with applications. (English) Zbl 1277.62067 Stat. Probab. Lett. 83, No. 7, 1731-1739 (2013). MSC: 62E15 62G05 62G20 PDFBibTeX XMLCite \textit{J. W. H. Swanepoel} and \textit{J. S. Allison}, Stat. Probab. Lett. 83, No. 7, 1731--1739 (2013; Zbl 1277.62067) Full Text: DOI
Kiwitt, Sebastian; Neumeyer, Natalie A note on testing independence by a copula-based order selection approach. (English) Zbl 1259.62032 Test 22, No. 1, 62-82 (2013). MSC: 62G10 62G20 62G07 62E20 65C60 PDFBibTeX XMLCite \textit{S. Kiwitt} and \textit{N. Neumeyer}, Test 22, No. 1, 62--82 (2013; Zbl 1259.62032) Full Text: DOI
Wei, Xiaoqiao; Yang, Yuhong Robust forecast combinations. (English) Zbl 1441.62901 J. Econom. 166, No. 2, 224-236 (2012). MSC: 62P20 62M20 PDFBibTeX XMLCite \textit{X. Wei} and \textit{Y. Yang}, J. Econom. 166, No. 2, 224--236 (2012; Zbl 1441.62901) Full Text: DOI
Blumentritt, Thomas; Schmid, Friedrich Mutual information as a measure of multivariate association: analytical properties and statistical estimation. (English) Zbl 1431.62248 J. Stat. Comput. Simulation 82, No. 9, 1257-1274 (2012). MSC: 62H20 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{T. Blumentritt} and \textit{F. Schmid}, J. Stat. Comput. Simulation 82, No. 9, 1257--1274 (2012; Zbl 1431.62248) Full Text: DOI
Kokoszka, Piotr Dependent functional data. (English) Zbl 06169714 ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012). MSC: 62-XX 91-XX 92-XX PDFBibTeX XMLCite \textit{P. Kokoszka}, ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012; Zbl 06169714) Full Text: DOI
Li, Degui; Lu, Zudi; Linton, Oliver Local linear fitting under near epoch dependence: uniform consistency with convergence rates. (English) Zbl 1369.62075 Econom. Theory 28, No. 5, 935-958 (2012). MSC: 62G08 62G05 62G20 91B82 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. Theory 28, No. 5, 935--958 (2012; Zbl 1369.62075) Full Text: DOI
Durante, Fabrizio; Sánchez, Juan Fernández On the approximation of copulas via shuffles of Min. (English) Zbl 1349.62174 Stat. Probab. Lett. 82, No. 10, 1761-1767 (2012). MSC: 62H05 62H10 60E05 PDFBibTeX XMLCite \textit{F. Durante} and \textit{J. F. Sánchez}, Stat. Probab. Lett. 82, No. 10, 1761--1767 (2012; Zbl 1349.62174) Full Text: DOI
Leblanc, Alexandre On the boundary properties of Bernstein polynomial estimators of density and distribution functions. (English) Zbl 1428.62144 J. Stat. Plann. Inference 142, No. 10, 2762-2778 (2012). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{A. Leblanc}, J. Stat. Plann. Inference 142, No. 10, 2762--2778 (2012; Zbl 1428.62144) Full Text: DOI
Patton, Andrew J. A review of copula models for economic time series. (English) Zbl 1244.62085 J. Multivariate Anal. 110, 4-18 (2012). MSC: 62H20 62M10 62P20 62P05 62H12 91B84 PDFBibTeX XMLCite \textit{A. J. Patton}, J. Multivariate Anal. 110, 4--18 (2012; Zbl 1244.62085) Full Text: DOI