A Copula‐Based Non‐parametric Measure of Regression Dependence
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Publication:4911964
DOI10.1111/j.1467-9469.2011.00767.xzbMath1259.62050MaRDI 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
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G32: Statistics of extreme values; tail inference
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