Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974)

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Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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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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