Semiparametric estimation of conditional copulas
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Publication:443773
DOI10.1016/J.JMVA.2012.04.001zbMATH Open1244.62040OpenAlexW2004185427MaRDI QIDQ443773FDOQ443773
Authors: 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
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (44)
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey
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