Now showing items 1-3 of 3

    • 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 ...