Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models

DOI10.1080/07350015.2014.926171MaRDI QIDQ6667018

Anouar El Ghouch, Hohsuk Noh, Ingrid Van Keilegom

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

This page was built for publication: Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models