Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence Calibration in Conditional Copulas: A Nonparametric Approach |
scientific article |
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Dependence Calibration in Conditional Copulas: A Nonparametric Approach (English)
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19 July 2011
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copula parameter
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copula selection
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covariate adjustment
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local likelihood
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local polynomials
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prediction error
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