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Semiparametric conditional quantile estimation through copula-based multivariate models

Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 167-178

Persistent link: https://www.econbiz.de/10011390008

Bernstein estimator for unbounded density copula

Bouezmarni, Taoufik; El Ghouch, Anouar; Taamouti, Abderrahim - 2011

Persistent link: https://www.econbiz.de/10009704701

Vine copula Granger causality in mean

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013348254

Vine copula Granger causality in quantiles

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118

Persistent link: https://www.econbiz.de/10014446535

Asymptotic properties of the Bernstein density copula for dependent data

Bouezmarni, Taoufik (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003774299

A nonparametric copula based test for conditional independence with applications to granger causality

Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009

Persistent link: https://www.econbiz.de/10003971763

A nonparametric copula based test for conditional independence with applications to Granger causality

Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009

Persistent link: https://www.econbiz.de/10003964473

Asymptotic properties of the Bernstein density copula for dependent data

Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2008

Persistent link: https://www.econbiz.de/10003813959

Semi-Parametric Copula-Based Models Under Non-Stationarity

Nasri, Bouchra R. - 2018

In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent. We propose estimators for the unknown parameters and we establish the limiting distribution of the estimators of the copula and the...

Persistent link: https://www.econbiz.de/10012910485

Copula-based estimation of health concentration curves with an application to COVID-19

Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - 2022

Persistent link: https://www.econbiz.de/10013171407