Estimation of a Conditional Copula and Association Measures

DOI10.1111/j.1467-9469.2011.00744.xzbMath1246.62092OpenAlexW1487151803WikidataQ61719255 ScholiaQ61719255MaRDI QIDQ2911697

Marek Omelka, Irène Gijbels, Noël Veraverbeke

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00744.x

zbMATH Keywords

weak convergencesmoothingasymptotic representationempirical copula processrandom designsconditional Kendall's taufixed designs

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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