Estimation of a conditional copula and association measures

Scandinavian Journal of Statistics

Volumn 38, Issue 4, 2011, Pages 766-780

  Veraverbeke, Noël ^a   Omelka, Marek ^b   Gijbels, Irène ^c  

^a HASSELT UNIVERSITY   (Belgium)

^b CHARLES UNIVERSITY   (Czech Republic)

^c Katholieke Universiteit Leuven   (Belgium)

Author keywords

Asymptotic representation; Conditional Kendall's tau; Empirical copula process; Fixed design; Random design; Smoothing; Weak convergence

Indexed keywords

EID: 80052685881     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2011.00744.x     Document Type: Article

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