Nonparametric estimation of multivariate multiparameter conditional copulas
DOI10.1016/J.JKSS.2016.08.003zbMath1360.62182OpenAlexW2528537845MaRDI QIDQ508116
Yan-Yong Zhao, Jin-Guan Lin, Kong-Sheng Zhang
Publication date: 9 February 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.08.003
asymptotic normalityNewton-Raphson methodlocal linear smoothingconditional copulacalibration functionlife expectancies data set
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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