Parametric copula adjusted for non- and semiparametric regression
DOI10.1214/21-AOS2126zbMath1486.62153OpenAlexW4226392821MaRDI QIDQ2131254
Yue Zhao, Ingrid Van Keilegom, Irène Gijbels
Publication date: 25 April 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-aos2126
pseudo-likelihoodresidual empirical processesnon- and semiparametric regressionnormal scores rank correlation estimatorparametric copula
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
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