Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667)
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English | Estimation of a Copula when a Covariate Affects only Marginal Distributions |
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Estimation of a Copula when a Covariate Affects only Marginal Distributions (English)
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8 January 2016
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asymptotic representation
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consistency
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empirical copula process
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random design
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simplifying assumption
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smoothing
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weak convergence
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nonparametric
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parametric
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location-scale models
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