Median and quantile conditional copulas

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DOI10.1515/demo-2024-0008MaRDI QIDQ6641512

Margot Matterne, Irène Gijbels

Publication date: 20 November 2024

Published in: Dependence Modeling (Search for Journal in Brave)

zbMATH Keywords

median quantile contamination conditional copula global dependence structure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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