Conditional copulas, association measures and their applications

DOI10.1016/j.csda.2010.11.010zbMath1328.62366OpenAlexW2017158416WikidataQ61719252 ScholiaQ61719252MaRDI QIDQ901578

Irène Gijbels, Marek Omelka, Noël Veraverbeke

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.010

zbMATH Keywords

smoothingasymptotic biasasymptotic varianceempirical estimationconditional copulaconditional Kendall's tauconditional spearman's rhoglobal and local bandwidthslocal dependencies

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Uses Software

• R

Cites Work

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