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Single-index copulas - MaRDI portal

Single-index copulas (Q1742729)

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Single-index copulas
scientific article

    Statements

    title
    Single-index copulas (English)
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    author
    Jean-David Fermanian
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    Olivier Lopez
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    publication date
    12 April 2018
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    zbMATH Keywords
    conditional copulas
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    conditional Kendall's tau
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    kernel smoothing
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    single-index models
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    cites work
    Time-dependent copulas
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    Q4382161
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    Q3281461
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    Asymptotic Statistics
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62F12
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    62G05
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    62H20
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    zbMATH DE Number
    6858921
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    OpenAlex ID
    W2962883861
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    arXiv ID
    1512.07621
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