New copula families and mixing properties
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Publication:6640090
DOI10.1007/s00362-024-01559-9MaRDI QIDQ6640090
Publication date: 18 November 2024
Published in: Statistical Papers (Search for Journal in Brave)
reversible Markov chainscharacterization of symmetric copulasdependence modeling with copulasmixing for copula-based Markov chainsnew copula familiesperturbations of copulassquare integrable copula density
Nonparametric regression and quantile regression (62G08) Transition functions, generators and resolvents (60J35) Markov processes: hypothesis testing (62M02)
Cites Work
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