Semiparametric estimation of conditional copulas

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Mathematics
Science
Mathematics
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Mathematical statistics
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Refrences
Title Journal Journal Categories Citations Publication Date
Beyond simplified pair-copula constructions Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 96 2012
Dependence Calibration in Conditional Copulas: A Nonparametric Approach Biometrics
  • Science: Biology (General)
  • Medicine: Medicine (General): Computer applications to medicine. Medical informatics
  • Science: Biology (General)
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 61 2011
Conditional copulas, association measures and their applications Computational Statistics & Data Analysis
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 76 2011
Estimation of a Conditional Copula and Association Measures

 Scandinavian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 64 2011
Efficient estimation of a semiparametric dynamic copula model Computational Statistics & Data Analysis
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 41 2010
Refrences Analysis
Category Category Repetition
Science: Mathematics10
Science: Mathematics: Probabilities. Mathematical statistics9
Science: Biology (General)6
Medicine: Medicine (General): Computer applications to medicine. Medical informatics3
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Social Sciences: Finance1
The category Science: Mathematics 10 is the most frequently represented among the references in this article. It primarily includes studies from The Annals of Statistics and Biometrika. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 3 2024
Almost sure asymptotic representation for the conditional copula estimator Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2024
Change point estimation under a copula-based Markov chain model for binomial time series Econometrics and Statistics 2 2023
Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures Journal of Computational and Graphical Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 1 2023
Citations Analysis
Category Category Repetition
Science: Mathematics30
Science: Mathematics: Probabilities. Mathematical statistics28
Social Sciences: Commerce: Business: Accounting. Bookkeeping6
Social Sciences: Finance6
Science: Science (General)3
Medicine: Medicine (General): Computer applications to medicine. Medical informatics2
Science: Biology (General)2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Technology: Mechanical engineering and machinery: Renewable energy sources2
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade2
Technology: Environmental technology. Sanitary engineering2
Technology: Engineering (General). Civil engineering (General)2
Technology: Mechanical engineering and machinery1
Medicine: Medicine (General): Medical technology1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Science: Mathematics 30 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled An Overview of the Goodness-of-Fit Test Problem for Copulas and was published in 2012. The most recent citation comes from a 2024 study titled Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves. This article reached its peak citation in 2017, with 8 citations. It has been cited in 24 different journals, 16% of which are open access. Among related journals, the Journal of Multivariate Analysis cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year