Semiparametric estimation of conditional copulas (Q443773)
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scientific article; zbMATH DE number 6065048
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| English | 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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0.8757700324058533
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0.8568953275680542
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0.8544320464134216
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0.8467500805854797
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0.8452439308166504
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