Concepedia

Copula Estimation

Copula Estimation is a statistical method that belongs to the class of nonparametric techniques used to model the dependence structure between random variables by estimating a copula function, which separates the marginal distributions from the joint distribution to capture the underlying association pattern without assuming a specific parametric form.

1.7K

Publications

89.7K

Citations

3.1K

Authors

1.4K

Institutions

Publications per year

2017–2026

600

Parents

Publications

1.7K

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text

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Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask

Christian Genest, Anne‐Catherine Favre · Journal of Hydrologic Engineering · 2007 · 1.6K citations

, , +16

Contraction, Deletion, and Inherent Variability of the English Copula

William Labov · Language · 1969 · 1.6K citations

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Understanding Relationships Using Copulas

Edward W. Frees, Emiliano A. Valdez · North American Actuarial Journal · 1998 · 1.3K citations

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Statistical Inference Procedures for Bivariate Archimedean Copulas

Christian Genest, Louis‐Paul Rivest · Journal of the American Statistical Association · 1993 · 1.2K citations

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1–5 of 1.7K

Authors

3.1K

  1. CG
    Christian Genest

    Université Laval, Canada

    29 publications · 6.6K citations

    26

    h-index

  2. CC
    Claudia Czado

    Technical University of Munich, Germany

    29 publications · 4.3K citations

    19

    h-index

  3. FD
    Fabrizio Durante

    Free University of Bozen-Bolzano, Italy

    22 publications · 605 citations

    17

    h-index

  4. TE
    Takeshi Emura

    National Central University, Taiwan

    21 publications · 569 citations

    17

    h-index

  5. HJ
    Harry Joe

    University of British Columbia, Canada

    17 publications · 2.1K citations

    16

    h-index

1–5 of 3.1K

Institutions

1.4K

  1. Technical University of Munich

    Munich, Germany

    26 h-index

    89 publications

    7.7K citations

  2. Université Laval

    Québec, Canada

    23 h-index

    56 publications

    8.6K citations

  3. UCLouvain

    Louvain-la-Neuve, Belgium

    20 h-index

    38 publications

    1.9K citations

  4. University of Almería

    Almería, Spain

    18 h-index

    34 publications

    941 citations

  5. Centre National de la Recherche Scientifique

    Paris, France

    17 h-index

    39 publications

    1.1K citations

  6. University of Waterloo

    Waterloo, Canada

    16 h-index

    31 publications

    2.2K citations

  7. University of British Columbia

    Vancouver, Canada

    16 h-index

    26 publications

    2.9K citations

  8. Texas A&M University

    College Station, United States

    16 h-index

    32 publications

    1.4K citations

1–8 of 1.4K

Venues

  1. Journal of Multivariate Analysis

    64 publications · 4.2K citations

    34

    h-index

  2. Computational Statistics & Data Analysis

    CSDA · 53 publications · 3.2K citations

    27

    h-index

  3. Insurance Mathematics and Economics

    44 publications · 3.8K citations

    25

    h-index

  4. SSRN Electronic Journal

    Repository · 57 publications · 1.9K citations

    24

    h-index

  5. Journal of the American Statistical Association

    18 publications · 2.5K citations

    16

    h-index

1–5