Semiparametric Estimation and Variable Selection for Single-index Copula Models

Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long ()

No 2019-07-05, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Date: 2019-07-05
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Related works:
Working Paper: Semiparametric estimation and variable selection for single-index copula models (2022)
Journal Article: Semiparametric estimation and variable selection for single‐index copula models (2021)
Working Paper: Semiparametric Estimation and Variable Selection for Single-index Copula Models (2018)
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