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Archimedean copula estimation using Bayesian splines smoothing techniques

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Cited by:

  1. Patricio Maturana-Russel & Renate Meyer, 2021. "Bayesian spectral density estimation using P-splines with quantile-based knot placement," Computational Statistics, Springer, vol. 36(3), pages 2055-2077, September.
  2. Göran Kauermann & Christian Schellhase & David Ruppert, 2013. "Flexible Copula Density Estimation with Penalized Hierarchical B-splines," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 685-705, December.
  3. Elena Di Bernardino & Didier Rullière, 2017. "A note on upper-patched generators for Archimedean copulas," Post-Print hal-01347869, HAL.
  4. Craiu, V. Radu & Sabeti, Avideh, 2012. "In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 106-120.
  5. Bremhorst, Vincent & Lambert, Philippe, 2016. "Flexible estimation in cure survival models using Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 270-284.
  6. repec:hal:wpaper:hal-00834000 is not listed on IDEAS
  7. Göran Kauermann & Renate Meyer, 2014. "Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas," Computational Statistics, Springer, vol. 29(1), pages 283-306, February.
  8. Jaeger, Jonathan & Lambert, Philippe, 2012. "Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions," LIDAM Discussion Papers ISBA 2012017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  9. Elena Di Bernardino & Didier Rullière, 2016. "A note on upper-patched generators for Archimedean copulas," Working Papers hal-01347869, HAL.
  10. Philippe Lambert, 2011. "Comments on: Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 284-286, August.
  11. Marra, Giampiero & Radice, Rosalba, 2017. "Bivariate copula additive models for location, scale and shape," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 99-113.
  12. Nadja Klein & Thomas Kneib & Giampiero Marra & Rosalba Radice & Slawa Rokicki & Mark E. McGovern, 2018. "Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes," CHaRMS Working Papers 18-06, Centre for HeAlth Research at the Management School (CHaRMS).
  13. Di Bernardino Elena & Rullière Didier, 2013. "On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators," Dependence Modeling, De Gruyter, vol. 1, pages 1-36, October.
  14. Portier, François & Segers, Johan, 2018. "On the weak convergence of the empirical conditional copula under a simplifying assumption," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 160-181.
  15. Irène Gijbels & Marek Omelka & Noël Veraverbeke, 2015. "Estimation of a Copula when a Covariate Affects only Marginal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1109-1126, December.
  16. Bremhorst, Vincent & Kreyenfeld, Michaela & Lambert, Philippe, 2017. "Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression," LIDAM Discussion Papers ISBA 2017004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  17. Hajiha, Mohammadmahdi & Liu, Xiao & Lee, Young M. & Ramin, Moghaddass, 2022. "A physics-regularized data-driven approach for health prognostics of complex engineered systems with dependent health states," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
  18. Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I., 2008. "GeD spline estimation of multivariate Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3570-3582, March.
  19. Christian Genest & Johanna Nešlehová & Johanna Ziegel, 2011. "Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 223-256, August.
  20. Lambert, Philippe & Eilers, Paul H.C., 2009. "Bayesian density estimation from grouped continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1388-1399, February.
  21. Bremhorst, Vincent & Lambert, Philippe, 2013. "Flexible estimation in cure survival models using Bayesian P-splines," LIDAM Discussion Papers ISBA 2013039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  22. JAEGER, Jonathan & LAMBERT, Philippe, 2011. "Bayesian generalized profiling estimation in hierarchical linear dynamic systems," LIDAM Discussion Papers ISBA 2011001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  23. Philippe Lambert & Vincent Bremhorst, 2020. "Inclusion of time‐varying covariates in cure survival models with an application in fertility studies," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 333-354, January.
  24. Qu, Leming & Yin, Wotao, 2012. "Copula density estimation by total variation penalized likelihood with linear equality constraints," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 384-398.
  25. Hernández-Lobato, José Miguel & Suárez, Alberto, 2011. "Semiparametric bivariate Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2038-2058, June.
  26. Elena Di Bernardino & Clémentine Prieur, 2014. "Estimation of multivariate conditional-tail-expectation using Kendall's process," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(2), pages 241-267, June.
  27. Jonathan Jaeger & Philippe Lambert, 2014. "Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2709-2726, December.
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