A wavelet-based estimation of the calibration function in conditional copula model

DOI10.16929/as/2023.3503.315zbMath1541.62097MaRDI QIDQ6565106

Cheikh Tidiane Seck, Aba Diop

Publication date: 1 July 2024

Published in: Afrika Statistika (Search for Journal in Brave)

zbMATH Keywords

conditional copulacalibration functionwavelet regressiondependence parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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