Efficient Estimation of Semiparametric Multivariate Copula Models

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Chen, Xiaohong, et al. “Efficient Estimation of Semiparametric Multivariate Copula Models”. Journal of the American Statistical Association, vol. 101, no. 475, 2006, pp. 1228-40, https://doi.org/10.1198/016214506000000311.
Chen, X., Fan, Y., & Tsyrennikov, V. (2006). Efficient Estimation of Semiparametric Multivariate Copula Models. Journal of the American Statistical Association, 101(475), 1228-1240. https://doi.org/10.1198/016214506000000311
Chen, Xiaohong, Yanqin Fan, and Viktor Tsyrennikov. “Efficient Estimation of Semiparametric Multivariate Copula Models”. Journal of the American Statistical Association 101, no. 475 (2006): 1228-40. https://doi.org/10.1198/016214506000000311.
Chen X, Fan Y, Tsyrennikov V. Efficient Estimation of Semiparametric Multivariate Copula Models. Journal of the American Statistical Association. 2006;101(475):1228-40.
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Improved estimation of semiparametric dynamic copula models with filtered nonstationarity Journal of Econometrics
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  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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A double exponential gamma-frailty model for clustered survival data Journal of Nonparametric Statistics
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Empirical likelihood based confidence regions for functional of copulas Journal of Nonparametric Statistics
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Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics

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Analysis of Multivariate Survival Data under Semiparametric Copula Models

 Canadian Journal of Statistics
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The category Science: Mathematics 75 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Inhomogeneous Dependency Modelling with Time Varying Copulae and was published in 2006. The most recent citation comes from a 2024 study titled Improved estimation of semiparametric dynamic copula models with filtered nonstationarity. This article reached its peak citation in 2010, with 12 citations. It has been cited in 56 different journals, 10% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 22 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year