Dependence Calibration in Conditional Copulas: A Nonparametric Approach

DOI10.1111/j.1541-0420.2010.01472.xzbMath1217.62068OpenAlexW1964212085WikidataQ44080683 ScholiaQ44080683MaRDI QIDQ3013974

Elif F. Acar, Fang Yao, Radu V. Craiu

Publication date: 19 July 2011

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2010.01472.x

zbMATH Keywords

prediction errorlocal likelihoodcovariate adjustmentlocal polynomialscopula selectioncopula parameter

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15)

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Cites Work

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• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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