Single-index copulas (Q1742729)
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scientific article; zbMATH DE number 6858921
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Single-index copulas |
scientific article; zbMATH DE number 6858921 |
Statements
Single-index copulas (English)
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12 April 2018
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conditional copulas
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conditional Kendall's tau
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kernel smoothing
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single-index models
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0.76142418384552
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0.7612672448158264
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0.7609730958938599
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0.7575176954269409
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