Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction

DOI10.1137/S0040585X97T990319zbMath1473.62163OpenAlexW3157263687MaRDI QIDQ3389454

S. Ya. Shatskikh, L. E. Melkumova

Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990319

zbMATH Keywords

copulaconditional quantile reproducibilitysimplified pair copula construction

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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