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For: Gijbels I, Omelka M, Veraverbeke N. Estimation of a Copula when a Covariate Affects only Marginal Distributions. Scand Stat Theory Appl 2015. [DOI: 10.1111/sjos.12154] [Citation(s) in RCA: 26] [Impact Index Per Article: 2.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Number Cited by Other Article(s)
1
Bianchi P, Elgui K, Portier F. Conditional independence testing via weighted partial copulas. J MULTIVARIATE ANAL 2023. [DOI: 10.1016/j.jmva.2022.105120] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
2
Hofert M, Prasad A, Zhu M. RafterNet: Probabilistic Predictions in Multi-Response Regression. AM STAT 2022. [DOI: 10.1080/00031305.2022.2141857] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/01/2022]
3
Zhao Y, Gijbels I, Van Keilegom I. Parametric copula adjusted for non- and semiparametric regression. Ann Stat 2022. [DOI: 10.1214/21-aos2126] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
4
Approximate Bayesian conditional copulas. Comput Stat Data Anal 2022. [DOI: 10.1016/j.csda.2021.107417] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
5
Derumigny A, Fermanian JD. Conditional empirical copula processes and generalized measures of association. Electron J Stat 2022. [DOI: 10.1214/22-ejs2075] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
6
Gijbels I, Omelka M, Veraverbeke N. Omnibus test for covariate effects in conditional copula models. J MULTIVARIATE ANAL 2021. [DOI: 10.1016/j.jmva.2021.104804] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
7
Mroz T, Fuchs S, Trutschnig W. How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond. Electron J Stat 2021. [DOI: 10.1214/21-ejs1832] [Citation(s) in RCA: 11] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
8
Omelka M, Hudecová Š, Neumeyer N. Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models. Scand Stat Theory Appl 2020. [DOI: 10.1111/sjos.12498] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
9
Zhao Y, Gijbels I, Van Keilegom I. Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks. BERNOULLI 2020. [DOI: 10.3150/20-bej1208] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
10
Liu X, Ning J, Cheng Y, Huang X, Li R. A flexible and robust method for assessing conditional association and conditional concordance. Stat Med 2019;38:3656-3668. [PMID: 31074082 DOI: 10.1002/sim.8202] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/01/2018] [Revised: 04/10/2019] [Accepted: 04/18/2019] [Indexed: 01/05/2023]
11
Neumeyer N, Omelka M, Hudecová Š. A copula approach for dependence modeling in multivariate nonparametric time series. J MULTIVARIATE ANAL 2019. [DOI: 10.1016/j.jmva.2018.11.016] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
12
Spanhel F, Kurz MS. Simplified vine copula models: Approximations based on the simplifying assumption. Electron J Stat 2019. [DOI: 10.1214/19-ejs1547] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
13
Escobar-Bach M, Goegebeur Y, Guillou A. Local robust estimation of the Pickands dependence function. Ann Stat 2018. [DOI: 10.1214/17-aos1640] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
14
On the weak convergence of the empirical conditional copula under a simplifying assumption. J MULTIVARIATE ANAL 2018. [DOI: 10.1016/j.jmva.2018.03.002] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
15
Levi E, Craiu RV. Bayesian inference for conditional copulas using Gaussian Process single index models. Comput Stat Data Anal 2018. [DOI: 10.1016/j.csda.2018.01.013] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
16
Gijbels I, Omelka M, Pešta M, Veraverbeke N. Score tests for covariate effects in conditional copulas. J MULTIVARIATE ANAL 2017. [DOI: 10.1016/j.jmva.2017.05.001] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/17/2022]
17
Nonparametric estimation of multivariate multiparameter conditional copulas. J Korean Stat Soc 2017. [DOI: 10.1016/j.jkss.2016.08.003] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
18
Spanhel F, Kurz MS. The partial copula: Properties and associated dependence measures. Stat Probab Lett 2016. [DOI: 10.1016/j.spl.2016.07.014] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
19
Gijbels I, Omelka M, Veraverbeke N. Nonparametric testing for no covariate effects in conditional copulas. STATISTICS-ABINGDON 2016. [DOI: 10.1080/02331888.2016.1258070] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
20
Nagler T, Czado C. Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. J MULTIVARIATE ANAL 2016. [DOI: 10.1016/j.jmva.2016.07.003] [Citation(s) in RCA: 50] [Impact Index Per Article: 5.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
21
Gijbels I, Omelka M, Veraverbeke N. Partial and average copulas and association measures. Electron J Stat 2015. [DOI: 10.1214/15-ejs1077] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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