User menu

Local dependence estimation using semiparametric Archimedean copulas

Bibliographic reference Vandenhende, F ; Lambert, Philippe. Local dependence estimation using semiparametric Archimedean copulas.International Conference on Dependence Modelling - Statistical Theory and Applications in Finance and Insurance (DeMoSTAFI) (Quebec City(Canada), May 20-22, 2004). In: Canadian Journal of Statistics, Vol. 33, no. 3, p. 377-388 (2005)
Permanent URL http://hdl.handle.net/2078.1/60856
  1. Davison, Bootstrap Methods and their Application (1999)
  2. Eilers, Statistical Science, 11, 89 (1996)
  3. Genest, Biometrika, 82, 543 (1995)
  4. Genest Christian, Ghoudi Kilani, Rivest Louis-Paul, “Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998, 10.1080/10920277.1998.10595749
  5. Genest, The Canadian Journal of Statistics, 14, 145 (1986)
  6. Genest, Journal of the American Statistical Association, 88, 1034 (1993)
  7. Genest, Statistics & Probability Letters, 53, 391 (2001)
  8. Gill, Practical Optimization (1981)
  9. Goldfarb, Mathematical Programming, 27, 1 (1983)
  10. Herskind, Human Genetics, 97, 319 (1996)
  11. Hougaard, Journal of the American Statistical Association, 87, 17 (1992)
  12. Ihaka, Journal of Computational and Graphical Statistics, 5, 299 (1996)
  13. Kruskal, Journal of the American Statistical Association, 53, 814 (1958)
  14. Nelsen Roger B., An Introduction to Copulas, ISBN:9780387986234, 10.1007/978-1-4757-3076-0
  15. Prentice, Biometrika, 79, 495 (1992)
  16. Shih, Biometrics, 51, 1384 (1995)
  17. F. Vandenhende & P. Lambert (2000). Modeling Repeated Ordered Categorical Data Using Copulas. Discussion Paper No 00-25: http://www.stat.ucl.ac.be/pub/papers/dp/dp00/dp0025.ps Institut de statistique, Université catholique de Louvain.
  18. Wahba Grace, Spline Models for Observational Data, ISBN:9780898712445, 10.1137/1.9781611970128
  19. Wang, Journal of the American Statistical Association, 95, 62 (2000)
  20. Wood, Journal of the Royal Statistical Society Series B, 62, 413 (2000)