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    • 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 ...