A Copula‐Based Non‐parametric Measure of Regression Dependence

DOI10.1111/j.1467-9469.2011.00767.xzbMath1259.62050OpenAlexW2109841311MaRDI QIDQ4911964

Pavel A. Stoimenov, Karl Friedrich Siburg, Dette, Holger

Publication date: 20 March 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/26707

zbMATH Keywords

stochastic orderconditional distributionlocal linear estimationmeasure of dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) 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) Statistics of extreme values; tail inference (62G32)

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Cites Work

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