Hybrid copula estimators
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Note: In : Journal of Statistical Planning and Inference, vol. 160, p. 23-34 (2015)
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Cited by:
- 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.
- Fatima Palacios‐Rodriguez & Elena Di Bernardino & Melina Mailhot, 2023. "Smooth copula‐based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada," Environmetrics, John Wiley & Sons, Ltd., vol. 34(3), May.
- Boulin, Alexis & Di Bernardino, Elena & Laloë, Thomas & Toulemonde, Gwladys, 2022. "Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- Shuli Wen & Hai Lan & Qiang Fu & David C. Yu & Ying-Yi Hong & Peng Cheng, 2017. "Optimal Allocation of Energy Storage System Considering Multi-Correlated Wind Farms," Energies, MDPI, vol. 10(5), pages 1-16, May.
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