Partial and average copulas and association measures
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Publication:895010
DOI10.1214/15-EJS1077zbMath1327.62208OpenAlexW2180114444WikidataQ61719241 ScholiaQ61719241MaRDI QIDQ895010
Marek Omelka, Noël Veraverbeke, Irène Gijbels
Publication date: 25 November 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1447943703
weak convergencesmoothingnonparametric estimationempirical copula processconditional copulapartial copulaaverage copulaunconditional copula
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Uses Software
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