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