Partial and average copulas and association measures
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Publication:895010
DOI10.1214/15-EJS1077zbMATH Open1327.62208OpenAlexW2180114444WikidataQ61719241 ScholiaQ61719241MaRDI QIDQ895010FDOQ895010
Authors: Irène Gijbels, Marek Omelka, Noël Veraverbeke 
Publication date: 25 November 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1447943703
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nonparametric estimationsmoothingconditional copulaweak convergenceempirical copula processpartial copulaaverage copulaunconditional copula
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
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Cited In (21)
- Title not available (Why is that?)
- About tests of the ``simplifying assumption for conditional copulas
- Conditional independence testing via weighted partial copulas
- Score tests for covariate effects in conditional copulas
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- A classification point-of-view about conditional Kendall's tau
- Study of partial and average conditional Kendall's tau
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Title not available (Why is that?)
- Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Testing the simplifying assumption in high-dimensional vine copulas
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- Median and quantile conditional copulas
- Partial correlation with copula modeling
- Nonparametric testing for no covariate effects in conditional copulas
- The partial copula: properties and associated dependence measures
- Title not available (Why is that?)
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Measuring association and dependence between random vectors
- Title not available (Why is that?)
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