Flexible modeling based on copulas in nonparametric median regression

DOI10.1016/j.jmva.2008.11.009zbMath1159.62024OpenAlexW2013149874MaRDI QIDQ1012541

Ingrid Van Keilegom, Roel Braekers

Publication date: 21 April 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1942/9517

zbMATH Keywords

weak convergenceempirical processesquantilesconditional distributionhousehold food expenditures

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items

Conditional limiting distribution of beta-independent random vectors, Enriched spatial comparison of clusterings through discovery of deviating subspaces, The blind men and the elephant: on meeting the problem of multiple truths in data from clustering and pattern mining perspectives, Metacluster-based projective clustering ensembles, Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data

Cites Work

• Unnamed Item
• Unnamed Item
• Specification tests in nonparametric regression
• Goodness-of-fit tests for copulas
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• Rank-based inference for bivariate extreme-value copulas
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls
• Consistent nonparametric regression. Discussion
• An introduction to copulas. Properties and applications
• Weak convergence and empirical processes. With applications to statistics
• Multivariate wavelet-based shape-preserving estimation for dependent observations
• Non-parametric Estimation of the Residual Distribution
• A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Understanding Relationships Using Copulas
• Semiparametric estimation in copula models
• A copula-graphic estimator for the conditional survival function under dependent censoring
• Efficient Estimation of Semiparametric Multivariate Copula Models