Conditional empirical copula processes and generalized measures of association
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Publication:2106777
DOI10.1214/22-EJS2075OpenAlexW4312452810MaRDI QIDQ2106777FDOQ2106777
Authors: Alexis Derumigny, Jean-David Fermanian 
Publication date: 19 December 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Conditional-empirical-copula-processes-and-generalized-measures-of-association/10.1214/22-EJS2075.full
Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)
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Cited In (6)
- Selection of mixed copula for association modeling with tied observations
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Empirical likelihood based confidence intervals for copulas
- Title not available (Why is that?)
- Partial and average copulas and association measures
- Title not available (Why is that?)
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