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
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
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
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
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
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
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
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
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
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
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
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
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, Abderrahim Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data. (English) Zbl 1177.62042 J. Multivariate Anal. 101, No. 1, 1-10 (2010). MSC: 62G07 62G20 62H12 65C60 62H20 62P05 PDFBibTeX XMLCite \textit{T. Bouezmarni} et al., J. Multivariate Anal. 101, No. 1, 1--10 (2010; Zbl 1177.62042) Full Text: DOI
Sancetta, Alessio Nearest neighbor conditional estimation for Harris recurrent Markov chains. (English) Zbl 1175.62089 J. Multivariate Anal. 100, No. 10, 2224-2236 (2009). MSC: 62M05 62G08 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 100, No. 10, 2224--2236 (2009; Zbl 1175.62089) Full Text: DOI Link
Baker, Rose An order-statistics-based method for constructing multivariate distributions with fixed marginals. (English) Zbl 1151.62045 J. Multivariate Anal. 99, No. 10, 2312-2327 (2008). MSC: 62H10 62G30 62H05 62H20 65C10 PDFBibTeX XMLCite \textit{R. Baker}, J. Multivariate Anal. 99, No. 10, 2312--2327 (2008; Zbl 1151.62045) Full Text: DOI
Sancetta, Alessio Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory. (English) Zbl 1116.62039 J. Multivariate Anal. 98, No. 7, 1376-1390 (2007). MSC: 62G07 62G20 33D99 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 98, No. 7, 1376--1390 (2007; Zbl 1116.62039) Full Text: DOI