Browsing Research Output by Subject "Asymptotic representation"
Now showing items 1-4 of 4
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Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
(Springer, 2016)Bernstein estimators attracted considerable attention as smooth nonparametric estimators for distribution functions, densities, copulas and copula densities. The present paper adds a parallel result for the first-order ... -
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 ...