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Estimation of a Copula when a Covariate Affects only Marginal Distributions

  • Published:2015-05-08 Issue:4 Volume:42 Page:1109-1126
  • ISSN:0303-6898
  • Container-title:Scandinavian Journal of Statistics
  • language:en
  • Short-container-title:Scand J Statist

Author:

Gijbels Irène1,Omelka Marek2,Veraverbeke Noël3

Affiliation:

1. Department of Mathematics and Leuven Statistics Research Center (LStat), KU Leuven

2. Department of Probability and Statistics Faculty of Mathematics and Physics Charles University in Prague

3. Center for Statistics, Hasselt University Unit for BMI, North-West University

Funder

Czech Science Foundation

IAP Research Network P7/06 of the Belgian State

Research Fund of the KU Leuven

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. Beyond simplified pair-copula constructions

2. CabreraJ. L. O. (2012).locpol: kernel local polynomial regression. R package version 0.6‐0.

3. La fonction de dépendance empirique et ses propriétés;Deheuvels P;Acad. Roy. Belg. Bull. Cl. Sci,1979

4. Efficient estimation of conditional variance functions in stochastic regression

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