Editorial to the special issue on Copulae of Statistics & Risk Modeling
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References listed on IDEAS
- Hofert, Marius, 2008. "Sampling Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5163-5174, August.
- Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010.
"Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data,"
Journal of Multivariate Analysis,
Elsevier, vol. 101(1), pages 1-10, January.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen VK & TAAMOUTI, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data," CORE Discussion Papers RP 2302, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
- Giacomini, Enzo & HÃ¤rdle, Wolfgang & Spokoiny, Vladimir, 2009.
"Inhomogeneous Dependence Modeling with Time-Varying Copulae,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27(2), pages 224-234.
- Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006. "Inhomogeneous Dependency Modelling with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- repec:taf:jnlbes:v:30:y:2012:i:2:p:275-287 is not listed on IDEAS
More about this item
KeywordsCopula; multivariate distribution;
StatisticsAccess and download statistics
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