Semiparametric bivariate Archimedean copulas
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- Marbac, Matthieu & Sedki, Mohammed, 2017. "A family of block-wise one-factor distributions for modeling high-dimensional binary data," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 130-145.
- Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
- 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(2013), pages 1-36, October.
- Elena Di Bernardino & Didier Rullière, 2013. "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Post-Print hal-00834000, HAL.
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Keywords
Archimedean copulas Natural cubic splines Semiparametric dependence model Tail dependence Regular variation;Statistics
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