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ORCIDJournal of Multivariate Analysis, Volume 110
Volume 110, September 2012
- Christian Genest
:
Preface to the Special Issue on Copula Modeling and Dependence. 1-3 - Andrew J. Patton:
A review of copula models for economic time series. 4-18 - Jean-David Fermanian, Marten H. Wegkamp:
Time-dependent copulas. 19-29 - Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra:
Copula-based semiparametric models for multivariate time series. 30-42 - Fentaw Abegaz, Irène Gijbels, Noël Veraverbeke:
Semiparametric estimation of conditional copulas. 43-73 - Elif F. Acar, Christian Genest, Johanna Neslehová:
Beyond simplified pair-copula constructions. 74-90 - Ingrid Hobæk Haff:
Comparison of estimators for pair-copula constructions. 91-105 - Radu V. Craiu, Avideh Sabeti:
In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. 106-120 - Axel Bücher, Holger Dette, Stanislav Volgushev:
A test for Archimedeanity in bivariate copula models. 121-132 - Marius Hofert, Martin Mächler, Alexander J. McNeil:
Likelihood inference for Archimedean copulas in high dimensions under known margins. 133-150 - Jan-Frederik Mai, Matthias Scherer:
H-extendible copulas. 151-160 - Stefan Aulbach, Michael Falk, Martin Hofmann:
The multivariate Piecing-Together approach revisited. 161-170 - Takeshi Emura, Weijing Wang:
Nonparametric maximum likelihood estimation for dependent truncation data based on copulas. 171-188
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