Now showing items 1-4 of 4

    • Bootstrapping the conditional copula 

      Omelka, Marek; Veraverbeke, Noël; Gijbels, Irène (Elsevier, 2013)
      This paper is concerned with inference about the dependence or association between two random variables conditionally upon the given value of a covariate. A way to describe such a conditional dependence is via a conditional ...
    • Estimation of a copula when a covariate affects only marginal distributions 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Wiley, 2015)
      This paper is concerned with studying the dependence structure between two random variables Y1 and Y2 in the presence of a covariate X, which affects both marginal distributions but not the dependence structure. This is ...
    • Multivariate and functional covariates and conditional copulas 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Institute of Mathematical Statistics, 2012)
      In this paper the interest is to estimate the dependence between two variables conditionally upon a covariate, through copula modelling. In recent literature nonparametric estimators for conditional copula functions in ...
    • Partial and average copulas and association measures 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Institute of Mathematical Statistics, 2015)
      For a pair (Y1,Y2) of random variables there exist several measures of association that characterize the dependence between Y1 and Y2 by means of one single value. Classical examples are Pearson’s correlation coefficient, ...