Semiparametric estimation of conditional copulas
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Publication:443773
DOI10.1016/j.jmva.2012.04.001zbMath1244.62040OpenAlexW2004185427MaRDI QIDQ443773
Fentaw Abegaz, Noël Veraverbeke, Irène Gijbels
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.001
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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