Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas

DOI10.1080/10485252.2017.1324966zbMath1408.62057OpenAlexW2615372238MaRDI QIDQ4600177

Minjung Kwak

Publication date: 5 January 2018

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

Full work available at URL: https://doi.org/10.1080/10485252.2017.1324966

zbMATH Keywords

empirical copulanonparametric modelingtransformation modelsmultivariate longitudinal datajoint conditional distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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