Browsing by Subject "random design"
Now showing items 1-3 of 3
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Bootstrapping the conditional copula
(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
(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
(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 ...