Semiparametric estimation of conditional copulas (Q443773)

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scientific article; zbMATH DE number 6065048
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    Semiparametric estimation of conditional copulas
    scientific article; zbMATH DE number 6065048

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      Semiparametric estimation of conditional copulas (English)
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      13 August 2012
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      asymptotic normality
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      consistency
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      local polynomial fitting
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      semiparametric estimation
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