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Dependence Calibration in Conditional Copulas: A Nonparametric Approach - MaRDI portal

Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974)

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Dependence Calibration in Conditional Copulas: A Nonparametric Approach
scientific article

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    title
    Dependence Calibration in Conditional Copulas: A Nonparametric Approach (English)
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    author
    Elif F. Acar
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    Radu V. Craiu
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    Fang Yao
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    published in
    Biometrics
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    publication date
    19 July 2011
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    Mathematics Subject Classification ID
    62H05
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    62G05
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    62G15
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    62P10
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    zbMATH DE Number
    5925750
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    zbMATH Keywords
    copula parameter
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    copula selection
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    covariate adjustment
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    local likelihood
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    local polynomials
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    prediction error
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    Wikidata QID
    Q44080683
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    OpenAlex ID
    W1964212085
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