Pair-copula constructions - an inferential perspective
Metadata
Show metadataAppears in the following Collection
- Matematisk institutt [3772]
Abstract
No abstract.List of papers
Paper I Hobæk Haff, I., Aas, K. and Frigessi, A. (2010): On the simplified pair-copula construction – Simply useful or too simplistic?. Journal of Multivariate Analysis, 101:1296–1310. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1016/j.jmva.2009.12.001 |
Paper II Hobæk Haff, I. (2012): Parameter estimation for pair-copula constructions. Bernoulli, in press. The paper is removed from the thesis in DUO. |
Paper III Hobæk Haff, I. (2012): Comparison of estimators for pair-copula constructions. Journal of Multivariate Analysis, 110:91–105. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1016/j.jmva.2011.08.013 |
Paper IV Hobæk Haff, I. and Segers, J.: Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Submitted for publication. The paper is removed from the thesis in DUO. |