Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116)
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scientific article; zbMATH DE number 6682884
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| English | Nonparametric estimation of multivariate multiparameter conditional copulas |
scientific article; zbMATH DE number 6682884 |
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Nonparametric estimation of multivariate multiparameter conditional copulas (English)
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9 February 2017
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conditional copula
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calibration function
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local linear smoothing
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Newton-Raphson method
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asymptotic normality
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life expectancies data set
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0.8300319314002991
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0.8237597346305847
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0.8196440935134888
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0.812050998210907
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