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Conditional copulas, association measures and their applications - MaRDI portal

Conditional copulas, association measures and their applications (Q901578)

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scientific article; zbMATH DE number 6528969
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Conditional copulas, association measures and their applications
scientific article; zbMATH DE number 6528969

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    Conditional copulas, association measures and their applications (English)
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    12 January 2016
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    asymptotic bias
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    asymptotic variance
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    conditional copula
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    conditional Kendall's tau
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    conditional spearman's rho
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    empirical estimation
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    global and local bandwidths
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    local dependencies
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    smoothing
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