Bootstrapping the conditional copula

DOI10.1016/j.jspi.2012.06.001zbMath1428.62174OpenAlexW1972318492WikidataQ61719246 ScholiaQ61719246MaRDI QIDQ715580

Irène Gijbels, Marek Omelka, Noël Veraverbeke

Publication date: 30 October 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.06.001

zbMATH Keywords

bootstrapweak convergencesmoothingfixed designasymptotic representationrandom designempirical copula process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Multiplier bootstrap methods for conditional distributions ⋮ Estimation of a Copula when a Covariate Affects only Marginal Distributions ⋮ Partial and average copulas and association measures ⋮ About tests of the ``simplifying assumption for conditional copulas ⋮ Estimation of a bivariate conditional copula when a variable is subject to random right censoring ⋮ Conditional empirical copula processes and generalized measures of association

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