Some new results on the empirical copula estimator with applications
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Publication:383948
DOI10.1016/j.spl.2013.03.027zbMath1277.62067MaRDI QIDQ383948
J. S. Allison, Jan W. H. Swanepoel
Publication date: 6 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.027
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62E15: Exact distribution theory in statistics
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Estimating checkerboard approximations with sample d-copulas, On the copula correlation ratio and its generalization, Copulas with continuous, strictly increasing singular conditional distribution functions, Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
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